ScholarWorks@Soongsil University: Kang, Byung Jin

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Kang, Byung Jin (강병진)

College of Business Administration (School of Finance)

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Portfolio:3||포트폴리오:3||Expected Utility:3||기대효용이론:2||OverReaction:2||등가격 스트래들:2||Currency Options:2||UnderReaction:2||Overreaction:2||Volatility:2||전망이론:2||변동성:2||Portfolio Selection:2||Implied Volatility:2||ATM Straddle:2||커버드 콜:2||KOSPI200 옵션:2||KOSPI200 지수옵션:2||Covered Call:2||포트폴리오 선택:2||스트래들:2||Stochastic Volatility:2||Straddle:2||Instantaneous Variance:2||과잉반응:2||옵션전략지수:2||외가격 풋옵션:2||기대효용:2||KOSPI200 index options:1||Liquidity:1||Market Dynamics:1||Modelfree implied volatility:1||Multiplier:1||OTM Put:1||OTM Put Option:1||Optimal Portfolio:1||Option Beta:1||Option Strategy Benchmark Index:1||Options:1||Outofsample predictability:1||Overthecounter currency option:1||Price risk:1||Prospect Theory:1||Protective Put:1||Put Option:1||Rebalancing:1||Residual Momentum:1||Risk Contribution:1||Risk Neutral Probability Distribution:1||Risk neutral variance:1||RiskContribution Rebalancing:1||SABR Volatility Model:1||SABR 변동성 모형:1||Safety First Theory:1||Sectoral differences:1||Shortfall Risk:1||Skewness Risk Premium:1||South Korean firms:1||Strategy Benchmark Index:1||Structural breaks:1||Trading Performance:1||TwoStage Regression Analysis:1||Upside Variance:1||Variance Risk Premium:1||Volatility Factor:1||Volatility Jump Factor:1||Volatility Risk Premium:1||Volatility anomaly:1||가격위험:1||개인투자자:1||거래 승수:1||거래성과:1||과소반응:1||글로벌 주가지수옵션:1||내재변동성:1||리밸런싱:1||리스크 공헌:1||리스크 기준 리밸런싱:1||물가상승압력:1||밴드 리밸런싱:1||변동성 요인:1||변동성 위험 프리미엄:1||변동성 점프 요인:1||분산 위험 프리미엄:1||비대칭 헤지:1||상승분산:1||시장상황의 동적 특성:1||안전우선이론:1||옵션:1||옵션 베타:1||왜도 위험 프리미엄:1||외표본 예측력:1||외환시장:1||요인모형:1||위험중립분산:1||위험중립확률분포:1||유동성:1||이질적 기대:1||자동조기상환형 주가연계증권:1||잔차모멘텀:1||점프 요인:1||주식 위험 프리미엄:1||최적 포트폴리오:1||추계적 변동성 모형:1||통화옵션:1||투자시계:1||투자자관심:1||풋 옵션:1||프로텍티브 풋:1||하락분산:1||허용위험:1||환위험:1||2단계 회귀분석:1||횡단면 모멘텀:1||Asymmetric hedge:1||AutoCallable Equity Linked Security:1||Band Rebalancing:1||China market:1||CrossSectional Momentum:1||Cumulative Prospect Theory:1||Currency markets:1||Downside Variance:1||Emerging market:1||Equity risk premium:1||Exchange rate risk:1||Expected Utility Theory:1||Factor Model:1||Foreign Direct Investment (FDI):1||Global Stock Index Options:1||Heterogeneous Beliefs:1||Individual Investor:1||Inflation pressure:1||Internationalization:1||Investment Horizon:1||Investor Attention:1||Jump Factor:1||KOSPI 200 Index Options:1||KOSPI 200 지수옵션:1||KOSPI200 Index Option:1||KOSPI200 Options:1||KOSPI200 index option:1||

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