Search Results

There are 9888 results for: content related to: Downside Risk Control in Continuous Time Portfolio Management

  1. Valuation of Guaranteed Contracts Set Relative to Cross-currency Stochastic Rates of Return

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 589–619, Tsung-Yu Hsieh, Chi-Hsun Chou and Son-Nan Chen

    Article first published online : 25 AUG 2014, DOI: 10.1111/ajfs.12059

  2. Inference for Stochastic Bubble Trend in Stock Price Under the Error Correction Model

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 384–406, Yun-Yeong Kim

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12052

  3. Modeling and Forecasting Realized Volatilities of Korean Financial Assets Featuring Long Memory and Asymmetry

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 1, February 2014, Pages: 31–58, Soyoung Park and Dong W. Shin

    Article first published online : 12 MAR 2014, DOI: 10.1111/ajfs.12039

  4. Valuation of Long-Maturity KIKO Options Under the Stochastic Volatility Model

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 492–529, Joon-Haeng Lee and Junmo Song

    Article first published online : 25 AUG 2014, DOI: 10.1111/ajfs.12056

  5. Does Fear Spill Over?

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 465–491, Cathy Yi-Hsuan Chen

    Article first published online : 25 AUG 2014, DOI: 10.1111/ajfs.12055

  6. A Simple Structural Model with a Default Boundary Dependent on Stock Market Performance

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 356–383, Hwa-Sung Kim

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12051

    Corrected by:

    Erratum: Erratum

    Vol. 43, Issue 4, 620, Article first published online: 25 AUG 2014

  7. Empirical Performance of Alternative Option Pricing Models with Stochastic Volatility and Leverage Effects

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 432–464, Woon Wook Jang, Young Ho Eom and Don H. Kim

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12054

  8. The Volatility Dynamics of the Greater China Stock Markets

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 5, October 2014, Pages: 721–738, Min-Goo Hong, Byung-Jo Yoon and Kook-Hyun Chang

    Article first published online : 16 OCT 2014, DOI: 10.1111/ajfs.12065

  9. A Re-examination of Analyst Under-reaction

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 5, October 2013, Pages: 724–754, Bok Baik and Su Jeong Lee

    Article first published online : 16 OCT 2013, DOI: 10.1111/ajfs.12029

  10. Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 317–355, Chih-Chen Hsu, Shih-Kuei Lin and Ting-Fu Chen

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12050

  11. Risk Premium and Convexity Premium in the Stock Return

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 739–764, Keehwan Park, Pilsun Choi and Saekwon Kim

    Article first published online : 18 DEC 2012, DOI: 10.1111/ajfs.12004

  12. The Effects of Risky Debt on Investment Under Uncertainty

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 1, February 2013, Pages: 39–55, Seung Dong You

    Article first published online : 26 FEB 2013, DOI: 10.1111/ajfs.12008

  13. You have free access to this content
    Volume Information and the Profitability of Technical Trading

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 2, April 2014, Pages: 249–272, Yung-Ho Chang, Chia-Chung Chan and Ya-Chun Chiang

    Article first published online : 15 MAY 2014, DOI: 10.1111/ajfs.12046

  14. Liquidity Risk and Expected Stock Returns in Korea: A New Approach

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 704–738, Jeewon Jang, Jangkoo Kang and Changjun Lee

    Article first published online : 18 DEC 2012, DOI: 10.1111/ajfs.12003

  15. Is Money Smart When Funds are Young?

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 4, August 2013, Pages: 590–626, Sungbin Cho and Inseok Shin

    Article first published online : 16 AUG 2013, DOI: 10.1111/ajfs.12025

  16. Stock Returns, Housing Returns and Inflation: Is There an Inflation Illusion?

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 4, August 2013, Pages: 511–562, Gwangheon Hong, Jaeuk Khil and Bong-Soo Lee

    Article first published online : 16 AUG 2013, DOI: 10.1111/ajfs.12023

  17. Forecasting the Term Structure of Korean Government Bond Yields Using the Dynamic Nelson-Siegel Class Models

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 765–787, Kyu Ho Kang

    Article first published online : 18 DEC 2012, DOI: 10.1111/ajfs.12000

  18. Credit Rating Anomaly in the Taiwan Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 3, June 2013, Pages: 403–441, Hsiang-Hui Chu, Kuan-Cheng Ko, Shinn-Juh Lin and Hsiao-Wei Ho

    Article first published online : 19 JUN 2013, DOI: 10.1111/ajfs.12019

  19. You have free access to this content
    The Flow–Performance Relationship of Chinese Equity Mutual Funds: Net Flows, Inflows, and Outflows

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 2, April 2014, Pages: 273–296, Kwangsoo Ko, Yaping Wang, Miyoun Paek and Yeonjeong Ha

    Article first published online : 15 MAY 2014, DOI: 10.1111/ajfs.12047

  20. Agency Costs and Equity Mispricing

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 1, February 2014, Pages: 89–123, Christos Pantzalis and Jung Chul Park

    Article first published online : 12 MAR 2014, DOI: 10.1111/ajfs.12041