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Results 1-7 of 7 (Search time: 0.008 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
Achieving Portfolio Diversification for Individuals with Low Financial Sustainability

Lee, Yongjae; Kim, Woo Chang; Kim, Jang Ho, SUSTAINABILITY, v.12, no.17, 2020-09

2
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

3
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

4
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

5
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

6
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

7
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

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