Results 1-10 of 10 (Search time: 0.004 seconds).
NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
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Achieving Portfolio Diversification for Individuals with Low Financial Sustainability Lee, Yongjae; Kim, Woo Chang; Kim, Jang Ho, SUSTAINABILITY, v.12, no.17, 2020-09 | |
Mean-Variance Optimization for Asset Allocation Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J., JOURNAL OF PORTFOLIO MANAGEMENT, v.47, no.5, pp.24 - 40, 2021-05 | |
Personalized goal-based investing via multi-stage stochastic goal programming Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, Changle, QUANTITATIVE FINANCE, v.20, no.3, pp.515 - 526, 2020-03 | |
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 | |
Sparse factor model based on trend filtering Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.306, no.1-2, pp.321 - 342, 2021-11 | |
Recent Trends and Perspectives on the Korean Asset Management Industry Kim, Jang Ho; Lee, Yongjae; Bae, Jaekyu; Kim, Woo Chang, JOURNAL OF PORTFOLIO MANAGEMENT, v.47, no.7, pp.172 - 183, 2021-07 | |
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 | |
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang, QUANTITATIVE FINANCE, v.23, no.9, pp.1341 - 1360, 2023-08 | |
An Overview of Machine Learning for Asset Management Lee, Yongjae; Thompson, John R.J.; Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Francesco A., JOURNAL OF PORTFOLIO MANAGEMENT, v.49, no.9, pp.31 - 63, 2023 | |
Robustness in Portfolio Optimization Kim, Jang Ho; Kim, Woo Chang; Lee, Yongjae; Choi, Bong-Geun; Fabozzi, Frank J., JOURNAL OF PORTFOLIO MANAGEMENT, v.49, no.9, pp.140 - 159, 2023 |
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