Journal of Derivatives and Quantitative Studies: 선물연구: Volume 31 Issue 2 , Open Access
Table of contents
Investment strategy via analyst report text mining
Cheol-Won YangThe recommendation of the analyst report is not only limited to a small number of ratings, but also biased toward a buy opinion with the absence of sell opinion. As an alternative…
Time-varying preferences for ESG investments: evidence from an emerging market
Eunyoung ChoThis paper aims to examine the time-varying preferences for environment, social and corporate governance (ESG) investing in an emerging market. The investors seek ESG-conscious…
Is OCIO superior in asset allocation performance?
Myungjoo Kang, Inwook Song, Seiwan KimThis study aims to empirically analyze the asset allocation capabilities of Outsourced Chief Investment Officers (OCIOs) in Korea. The empirical analysis used data from 35 funds…
Small-sized asset owners’ OCIO selections and evaluations
Deahyeon Park, Doo Jin RyuThis study analyzes small-sized asset owners’ optimal choice problems in selecting an outsourced chief investment officer (OCIO). While large-sized asset owners can select OCIOs…
