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dc.contributor.author강형구-
dc.date.accessioned2017-06-13T02:05:42Z-
dc.date.available2017-06-13T02:05:42Z-
dc.date.issued2015-09-
dc.identifier.citationJournal of Applied Business Research, v. 31, NO 5, Page. 1823-1834en_US
dc.identifier.issn0892-7626-
dc.identifier.issn2157-8834-
dc.identifier.urihttps://www.cluteinstitute.com/ojs/index.php/JABR/article/view/9406-
dc.identifier.urihttp://hdl.handle.net/20.500.11754/27761-
dc.description.abstractHow to manage the portfolio of credit guarantors is important in practice and public policy, but has not been investigated well in the prior literature. We empirically compare four different approaches in managing credit guarantor portfolios. The four approaches are equal weighted, minimum variance, mean variance optimization and equal risk contribution methods. In terms of risk return ratio, the mean variance optimization model performs best in out-of-sample test. This result contrasts with previous findings against mean variance optimization. Our results are robust. The results do not change as the characteristics of guarantee portfolio vary.en_US
dc.language.isoenen_US
dc.publisherThe Clute Instituteen_US
dc.subjectStrategic Asset Allocationen_US
dc.subjectGuarantee Portfolioen_US
dc.subjectMean-Variance Optimizationen_US
dc.subjectMinimum Variance Portfolioen_US
dc.subjectEqual Risk Portfolioen_US
dc.titleStrategic Asset Allocation Of Credit Guarantorsen_US
dc.typeArticleen_US
dc.relation.no5-
dc.relation.volume31-
dc.identifier.doi10.19030/jabr.v31i5.9406-
dc.relation.page1823-1834-
dc.relation.journalJournal of Applied Business Research-
dc.contributor.googleauthorRhee, Dong-Woo-
dc.contributor.googleauthorKang, Hyoung-Goo-
dc.contributor.googleauthorKim, Soo-Hyun-
dc.relation.code2015028256-
dc.sector.campusS-
dc.sector.daehakSCHOOL OF BUSINESS[S]-
dc.sector.departmentDEPARTMENT OF FINANCIAL MANAGEMENT-
dc.identifier.pidhyoungkang-


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