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Showing results 1 to 4 of 4

1
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments

Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; Fox, Charles, ECONOMICS LETTERS, v.122, no.2, pp.154 - 158, 2014-02

2
Recent advancements in robust optimization for investment management

Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.266, no.1-2, pp.183 - 198, 2018-07

3
Sparse and robust portfolio selection via semi-definite relaxation

Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; Kim, Woo Chang, JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, v.71, no.5, pp.687 - 699, 2020-05

4
Sparse and robust portfolio selection via semi-definite relaxation = 반 확정 완화 기법을 통한 희소-강건 포트폴리오 최적화link

Jang, Ju Ri; 장주리; et al, 한국과학기술원, 2016

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