[PDF][PDF] Portfolios Theories and the Management of Customized Domestic Equity Funds: Pedagogy.

TA Rhee - Journal of Business & Management, 2006 - gebrc.nccu.edu.tw
Such inputs as seatrities expected retum and variance-covariance matrix in constructing
protfolios are jot^ vard looking quantities, which determine ex ante Efficient Portfolio Frontier. …

The relationship between return fractality and bipower variation

TA Rhee - Algorithmic Finance, 2014 - content.iospress.com
This paper presents an intuitively simple asset pricing model designed to predict stock returns
and volatilities, when stock prices may follow a fractal walk rather than a random walk. The …

QuikClot use in trauma for hemorrhage control: case series of 103 documented uses

P Rhee, C Brown, M Martin, A Salim… - Journal of Trauma …, 2008 - journals.lww.com
Background: Local hemostatics have recently been introduced for field use to control external
hemorrhage. The objective of this report is to describe the initial clinical experience with …

[PDF][PDF] PRACTICAL USE OF PORTFOLIO SELECTION MODELS: EXPERIENCES WITH KOREAN DATA

TA Rhee - 1999 - Citeseer
Academic literature in the field of investment typically assumes continuous trading at zero
transaction costs. In real world, transaction costs are not zero, and trades do not take place in …

Capital Market Indices and Portfolio Management

TA Rhee - Available at SSRN 1010271, 2007 - papers.ssrn.com
If E is the securities expected return vector, and b is the appropriate sensitivity vector for a
vector of the securities common factors, F, then, the implied rational equilibrium vector F can …

Tax Effects on the Value of Incentive Stock Options (ISOs) and the Decision to Go Public

TA Rhee - Journal of Small Business Finance, 1991 - econstor.eu
The incentive stock options (ISOs) are similar to the regular stock call options. However,
when one considers various taxing laws regarding the ISO stocks, the ISOs have unique …

The equilibrium price of futures contracts: A result drawn from capital asset pricing model

RH Deans, TA Rhee - Review of Quantitative Finance and Accounting, 1992 - Springer
A recent study shows that separation theorems in the stock and forward market literatures
may not hold in an integrated financial market; therefore, the securities market may influence …

On Valuing Employee Stock Option Plans With The Requisite Service Period Requirement

TA Rhee - The Journal of Entrepreneurial Finance, 2006 - digitalcommons.pepperdine.edu
… Outside the realm of academia, Rhee also has … Rhee brings important theoretical results
from Modem Portfolio Theory to the real world through his www.taraadvisors.com. Rhee has …

[BOOK][B] Corporation Income Tax and Capital Structure

TA Rhee - 1982 - search.proquest.com
… This disser ta tion proposes that corporate financial pl icy depends on ( i ) various tax incentive
va riab les both at the corporat e and individual leve l , (ii) the re qui redrt es of return on …

An Algorithm for Portfolio Trades with Transaction Costs

TA Rhee - The Journal of Trading, 2011 - pm-research.com
This article presents an approach to loan valuation under credit risk in the case of single-asset
firms (project finance, asset-backed securitizations, venture capital, etc.). The …