생애주기와 경기변동주기를 이용한 투자전략

강형구, 배경훈, 양성택, 최창희 - 한국증권학회지, 2019 - scholarworks.bwise.kr
본 연구는 신흥시장 지수와 글로벌시장 지수를 이용하여 생애주기 및 경기순환 주기를 고려한
장기적립식 투자모형 (가칭 BLCF) 개발을 목적으로 한다. 먼저 연령대에 따라 불확실성에 대한 …

[HTML][HTML] An investment strategy based on life and business cycles

HG Kang, KH Bae, ST Yang, CH Choi - Korean Journal of Financial …, 2019 - e-kjfs.org
This study develops an investment strategy that considers both the life cycle and the
business cycle by investing in the market index of emerging and global markets (called the …

A Study on Dynamic Glide Path of Target Date Fund Reflecting Market Expectations

MD Moon, SW Kim, HS Choi - Knowledge Management Research, 2021 - koreascience.kr
The purpose of this study is to analyze investment performance by applying dynamic
methodologies that reflect market expectations rather than traditional static methodologies in …

Dynamic Glide Path using Retirement Target Date and Forecast Volatility

SW Kim - Journal of Convergence for Information Technology, 2021 - koreascience.kr
The objective of this study is to propose a new Glide Path that dynamically adjusts the risky
asset inclusion ratio of the Target Date Fund by simultaneously considering the market's …

[HTML][HTML] 생애주기와 경기변동주기를 이용한 투자전략

HG Kang, KH Bae, ST Yang, CH Choi - e-kjfs.org
Korean Journal of Financial Studies Korean Journal of Financial Studies ABOUT Aims and
scope Abstracting and indexing About the journal Editorial board Subscription information …