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Author

Useong Shin

Observed name: Shin, Useong
ORCID: 0009-0003-0197-9003
Observed ORCID: 0009-0003-0197-9003
OpenAlex ID: A5123687612
Which Portfolios? The Construction Dependence of Factor Model Performance
2026 · Shin, Useong · arXiv (Cornell University) · 2
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A Cap-Axis Integral Diagnostic of Factor Models
2026 · Shin, Useong · arXiv (Cornell University) · 1
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Anatomy of the Market: A Body-Tail Test of Factor Models
2026 · Shin, Useong · arXiv (Cornell University) · 1
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The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
2026 · Useong Shin · SSRN Electronic Journal · 1
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The Year-End Toll: Frictions Embedded in Option-Implied Rates
2026 · Shin, Useong · arXiv (Cornell University)
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Overshooting the Coordinate: Where Factor Corrections Land on Characteristic Axes
2026 · Shin, Useong · arXiv (Cornell University)
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A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations
2026 · Shin, Useong · arXiv (Cornell University)
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The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
2026 · Shin, Useong · arXiv (Cornell University)
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Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
2026 · Shin, Useong · arXiv (Cornell University)
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Sharpe Proportionality in S&P 500 Buy-Write Strategies: A One-Month Rolling Analysis
2026 · Useong Shin · SSRN Electronic Journal
Empirical Evidence for the Risk-Proportionality Principle: Proportional Transmission of Risk and Performance in the S&P 500 Index Fund and a Covered-Call ETF
2026 · Useong Shin · SSRN Electronic Journal
A Partial Differential Equation Analysis of Option Overlay Portfolios
2026 · Useong Shin · SSRN Electronic Journal
Interpreting Early Exercise of American Options as an Exit Right : An Exact Integral Representation under RPP
2026 · Useong Shin · SSRN Electronic Journal
The Upside Lottery Discount: Evidence from Covered-Call ETFs
2026 · Useong Shin · SSRN Electronic Journal
A P-state variable in Put-Call Parity Residuals: Evidence from SPX Options
2026 · Useong Shin · SSRN Electronic Journal
Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
2026 · Useong Shin · SSRN Electronic Journal
Which Portfolios? The Construction Dependence of Factor Model Performance
2026 · Useong Shin · SSRN Electronic Journal
The P behind Q: Empirical Evidence from Physical Drift in Put-call Parity
2026 · Useong Shin · SSRN Electronic Journal
Overshooting the Coordinate: Where Factor Corrections Land on Characteristic Axes
2026 · Useong Shin · SSRN Electronic Journal
The Year-end Toll: Evidence from the Option Funding Basis
2026 · Useong Shin · SSRN Electronic Journal
PDF
Works count: 20
Citation count: 5
H-index: 1
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