How an idiosyncratic (zero-beta) risk can greatly increase the firm's cost of capital von Grant, Andrew, Johnstone, David, Kwon, Oh Kang

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Designing optimal jet fuel hedging strategies for airlines – Why hedging will not always reduce risk exposure von Swidan, Hassan, Merkert, Rico, Kwon, Oh Kang

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Treating cross‐sectional and time series momentum returns as forecasts von Kwon, Oh Kang, Satchell, Stephen

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Monte Carlo Sensitivities Using the Absolute Measure-Valued Derivative Method von Joshi, Mark, Kwon, Oh Kang, Satchell, Stephen

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When Does Pairs Trading Outperform Cross-Sectional Momentum? von Kwon, Oh Kang, Satchell, Stephen

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The distribution of cross sectional momentum returns when underlying asset returns are student's t distributed von Kwon, Oh Kang, Satchell, Stephen

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The analytics of momentum von Kwon, Oh Kang, Satchell, Stephen

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Variance minimizing strategies for stochastic processes with applications to tracking stock indices von Colwell, David B., El‐Hassan, Nadima, Kwon, Oh Kang

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Optimal ordering quantity under stochastic time-dependent price and demand with a supply disruption: A solution based on the change of measure technique von Babai, M. Zied, Ivanov, Dmitry, Kwon, Oh Kang

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The distribution of cross sectional momentum returns von Kwon, Oh Kang, Satchell, Stephen

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A cumulative prospect theory explanation of gamblers cashing-out von Grant, Andrew, Johnstone, David, Kwon, Oh Kang

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Properties of risk aversion estimated from portfolio weights von Grant, Andrew, Kwon, Oh Kang, Satchell, Steve

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How an idiosyncratic (zero-beta) risk can greatly increase the firm's cost of capital von Andrew Grant, David Johnstone, Oh Kang Kwon

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The cost of capital in a prediction market von Grant, Andrew, Johnstone, David, Kwon, Oh Kang

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Mean Reversion Level Extensions of Time-Homogeneous Affine Term Structure Models von Kwon, Oh Kang

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Hedging diffusion processes by local risk minimization with applications to index tracking von Colwell, David, El-Hassan, Nadima, Kang Kwon, Oh

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A Probability Scoring Rule for Simultaneous Events von Johnstone, David, Kwon, Oh Kang, Grant, Andrew

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Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields von Chiarella, Carl, Oh Kang Kwon

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LEAST SQUARES MONTE CARLO CREDIT VALUE ADJUSTMENT WITH SMALL AND UNIDIRECTIONAL BIAS von Joshi, Mark, Kwon, Oh Kang

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Classes of Interest Rate Models under the HJM Framework von Chiarella, Carl, Oh Kang Kwon

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