Browse "College of Engineering(공과대학)" by Subject Fundamental factors

Showing results 1 to 3 of 3

1
Deciphering robust portfolios

Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J., JOURNAL OF BANKING FINANCE, v.45, pp.1 - 8, 2014-08

2
Robust portfolios that do not tilt factor exposure

Kim, Woo Chang; Kim, Min Jeong; Kim, Jang Ho; Fabozzi, Frank J., EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.2, pp.411 - 421, 2014-04

3
What do robust equity portfolio models really do?

Kim, Woo Chang; Kim, Jang Ho; Ahn, So Hyoung; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.205, no.1, pp.141 - 168, 2013-05

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