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Results 1-2 of 2 (Search time: 0.005 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
The effects of errors in means, variances, and correlations on the mean-variance framework

Chung, Munki; Lee, Yongjae; Kim, Jangho; Kim, Woo Chang; Fabozzi, Frank J, QUANTITATIVE FINANCE, v.22, no.10, pp.1893 - 1903, 2022-10

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

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