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Showing results 1 to 6 of 6

1
An intertemporal CAPM with higher-order moments

Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11

2
Optimal Investment in an Illiquid Market with Search Frictions and Transaction Costs

Gang, Tae Ung; Choi, Jin Hyuk, APPLIED MATHEMATICS AND OPTIMIZATION, v.88, no.1, 2023-08

3
Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints

Lim, Byung Hwa; Shin, Yong Hyun; Choi, UJin, JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, v.345, no.1, pp.109 - 122, 2008-09

4
Optimal investment, consumption and retirement decision with disutility and borrowing constraints

Lim, Byung Hwa; Shin, Yong Hyun, QUANTITATIVE FINANCE, v.11, no.10, pp.1581 - 1592, 2011

5
Robust Factor-Based Investing

Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., JOURNAL OF PORTFOLIO MANAGEMENT, v.43, no.5, pp.157 - 164, 2017

6
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

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