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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
Goal-based investing based on multi-stage robust portfolio optimization

Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.313, no.2, pp.1141 - 1158, 2022-06

3
Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels

Park, Jungyeon; Alvarenga, Estêvão; Jeon, Jooyoung; Li, Ran; Petropoulos, Fotios; Kim, Hokyun; Ahn, Kwangwon, APPLIED ENERGY, v.353, 2024-01

4
The column generation approach to the mean-risk model for the portfolio selection problem with spillover risk aversion

Choi, Hwayong; Lee, Chungmok; Park, Sungsoo, ENGINEERING ECONOMIST, v.69, no.1, pp.37 - 65, 2024-01

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