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자료 필터
자료유형
발행연도
2003 ~ 2024
2003 2024
키워드
언어
전체 78건 중 1번부터 10번까지의 결과를 표시합니다.
2024
Article
Estimating Asset Pricing Models in the Presence of Cross-Sectionally Correlated Pricing Errors
- Kim, Hyuksoo ;
- Kim, Saejoon
- 2024-11
- Mathematics
- MDPI AG
Article
A note on the fractional momentum strategy
- Kim, Saejoon ;
- Kim, Hyuksoo
- 2024-05-24
- Applied Economics Letters
- Chapman & Hall
2023
2022
Article
Deep asset allocation for trend following investing
- Kim, Saejoon ;
- Kim, Hyuksoo
- 2022-07-04
- Journal of Experimental and Theoretical Artificial Intelligence
- Taylor & Francis
Article
Tactical factor allocation for multifactor portfolios
- 2022-05-21
- Applied Economics Letters
- Chapman & Hall
Article
Managing downside risk of low-risk anomaly portfolios
- Kim, Hyuksoo ;
- Kim, Saejoon
- 2022-05
- Finance Research Letters
- Elsevier BV
2021
Article
Reduction of estimation error impact in the risk parity strategies
- Kim, Hyuksoo ;
- Kim, Saejoon
- 2021-08-03
- Quantitative Finance
- Institute of Physics Publishing
Article
Enhanced factor investing in the Korean stock market
- 2021-06
- Pacific Basin Finance Journal
- Elsevier BV
Article
Deep time series forecasting for enhanced index tracking
- 2021-04-09
- Applied Economics
- Routledge
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