Journal of Derivatives and Quantitative Studies: 선물연구: Volume 27 Issue 2 , Open Access

Analyzing the Network Structure of Spillover Connectedness Across Index Futures Markets During Market Distress Periods

Sang Hoon Kang

This paper aims to investigate the network structure of connectedness among global index futures markets in different distress periods. In this purpose, this employs the…

The Effects of Corporate Governance on CEO Compensation

Myoung Gi Lee, Jin San Kim

The purpose of this study is to find the effects of corporate governance on executive compensation using the sample of Korean manufacturing firms listed on the Korea Exchange…

Analysis on the Risk Return Profile of Alternative Assets Under Reference Portfolio Concept

Su Jin Lee, Jin Wan Cho, Jae Hyun Lee

This paper provides the methodology of estimating the risk-return relationship of alternative asset investments within the mean-variance framework. While conducting strategic…

Economic Benefits of Derivatives for Long Term Investments-Equity Linked Securities

Byung Jin Kang

In this paper, we examined the economic benefits of derivatives in the aspect of investment assets. Our study differs from previous studies in that it analyzed the differences in…