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Research Article May 5 2026
Portfolio return optimization under an endogenous investment set: evidence from P2P lending
Jaesung James Park; Jonghyun Moon; HyeIn Yu; Hyomin Lee; Hyebin Jeong; Minseo Choi; Hyeseong Hwang
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2026) https://doi.org/10.1108/JDQS-02-2026-0013
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Research Article May 1 2026
Time-frequency connectedness between Thailand and international stock markets during crises
Surachai Chancharat; Nongnit Chancharat
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2026) https://doi.org/10.1108/JDQS-02-2026-0008
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Research Article April 7 2026
The efficiency cost of ESG investing: evidence from the Korean stock market
Sangki Lee; Dongyoup Lee
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2026) https://doi.org/10.1108/JDQS-01-2026-0003
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Research Article February 23 2026
Measuring managerial skill using value added and alpha: evidence from the Korean equity fund market
Jaeram Lee; Changjun Lee
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2026) https://doi.org/10.1108/JDQS-12-2025-0087
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Research Article January 20 2026
Weibull option Greeks for managing residual value risk in automotive finance
Seok Bin Ko
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2026) https://doi.org/10.1108/JDQS-09-2025-0065
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