DSpace at KOASAS
Browsing DSpace

Browse by Subject Investment analysis

A to Z

All 0-9

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

or enter first few letters:

Showing results 1 to 4 of 4

1
Dynamic asset allocation for varied financial markets under regime switching framework

Bae, Geum Il; Kim, Woo Chang; Mulvey, John M., EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.2, pp.450 - 458, 2014-04

2
Focusing on the worst state for robust investing

Kim, Woo Chang; Kim, Jang Ho; Mulvey, John M.; Fabozzi, Frank J., International Review of Financial Analysis, v.39, pp.19 - 31, 2015-05

3
Robust portfolios that do not tilt factor exposure

Kim, Woo Chang; Kim, Min Jeong; Kim, Jang Ho; Fabozzi, Frank J., EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.2, pp.411 - 421, 2014-04

4
The effects of errors in means, variances, and correlations on the mean-variance framework

Chung, Munki; Lee, Yongjae; Kim, Jangho; Kim, Woo Chang; Fabozzi, Frank J, QUANTITATIVE FINANCE, v.22, no.10, pp.1893 - 1903, 2022-10

Discover

rss_1.0 rss_2.0 atom_1.0