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A uniformly distributed random portfolio Kim, Woo Chang; Lee, Yongjae, QUANTITATIVE FINANCE, v.16, no.2, pp.297 - 307, 2016 |
An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, Frank J., APPLIED ECONOMICS, v.50, no.40, pp.4318 - 4327, 2018-07 |
Demystifying diversification strategies by using portfolio optimization techniques = 포트폴리오 최적화 기법을 활용한 분산 투자에 대한 이해link Lee, Yongjae; 이용재; et al, 한국과학기술원, 2016 |
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