Researcher Page

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Kim, Woo Chang (김우창)
교수, Department of Industrial & Systems Engineering(산업및시스템공학과)
Research Area
Financial engineering, Pension plan management, Investment management; Portfolio management
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    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    1
    Recent Trends and Perspectives on the Korean Asset Management Industry

    Kim, Jang Ho; Lee, Yongjae; Bae, Jaekyu; et al, JOURNAL OF PORTFOLIO MANAGEMENT, v.47, no.7, pp.172 - 183, 2021-07

    2
    Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy-Focus on the Republic of Korea's Case

    Choi, Insu; Kim, Woo Changresearcher, ENTROPY, v.23, no.6, 2021-06

    3
    Cost of shareholder engagement by institutional investors under short-swing profit rule

    Lee, Dongyeol; Kim, Woo Changresearcher, FINANCE RESEARCH LETTERS, v.40, 2021-05

    4
    Mean-Variance Optimization for Asset Allocation

    Kim, Jang Ho; Lee, Yongjae; Kim, Woo Changresearcher; et al, JOURNAL OF PORTFOLIO MANAGEMENT, v.47, no.5, pp.24 - 40, 2021-05

    5
    Extending the Scope of ALM to Social Investment: Investing in Population Growth to Enhance Sustainability of the Korean National Pension Service

    Choi, Woong Bee; Lee, Dongyeol; Kim, Woo Changresearcher, SUSTAINABILITY, v.13, no.1, pp.401, 2021-01

    6
    Achieving Portfolio Diversification for Individuals with Low Financial Sustainability

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

    7
    도서 정보 및 도서 리뷰 데이터를 활용한독서 수준 기반의 추천 모형 개발

    최인수; 박수견; 조영환; et al, 대한산업공학회지, v.46, no.3, pp.179 - 189, 2020-06

    8
    Sparse and robust portfolio selection via semi-definite relaxation

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

    9
    Personalized goal-based investing via multi-stage stochastic goal programming

    Kim, Woo Changresearcher; Kwon, Do-Gyun; Lee, Yongjae; et al, QUANTITATIVE FINANCE, v.20, no.3, pp.515 - 526, 2020-03

    10
    완전적립식 국민연금 재정 달성 가능성 분석

    이동열; 김상연; 원종현; et al, 대한산업공학회지, v.46, no.1, pp.34 - 41, 2020-02

    11
    Information Flow between Bitcoin and Other Investment Assets

    Jang, Sung Min; Yi, Eojin; Kim, Woo Changresearcher; et al, ENTROPY, v.21, no.11, 2019-11

    12
    A practical solution to improve the nutritional balance of Korean dine-out menus using linear programming

    Kim, Jang Ho; Kim, Woo Changresearcher; Kim, Jihye, PUBLIC HEALTH NUTRITION, v.22, no.6, pp.957 - 966, 2019-04

    13
    Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle

    Simsek, Koray D.; Kim, Min Jeong; Kim, Woo Changresearcher; et al, JOURNAL OF INVESTING, v.27, pp.38 - 57, 2018-12

    14
    An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey

    Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Changresearcher; et al, APPLIED ECONOMICS, v.50, no.40, pp.4318 - 4327, 2018-07

    15
    Recent advancements in robust optimization for investment management

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

    16
    Penalizing variances for higher dependency on factors

    Kim, Jang Ho; Kim, Woo Changresearcher; Fabozzi, Frank J., QUANTITATIVE FINANCE, v.17, no.4, pp.479 - 489, 2017-04

    17
    Modeling the dynamics of institutional, foreign, and individual investors through price consensus

    Kwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae; et al, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.49, pp.166 - 175, 2017-01

    18
    한국 ETF 시장의 시스템적 리스크 분석 및 최적의 ETF 도입 순서에 대한 연구

    김범현; 이용재; 권도균; et al, 대한산업공학회지, v.43, no.6, pp.482 - 491, 2017

    19
    Robust Factor-Based Investing

    Kim, Jang Ho; Kim, Woo Changresearcher; Fabozzi, Frank J., JOURNAL OF PORTFOLIO MANAGEMENT, v.43, no.5, pp.157 - 164, 2017

    20
    Portfolio selection with conservative short-selling

    Kim, Jang Ho; Kim, Woo Changresearcher; Fabozzi, Frank J., FINANCE RESEARCH LETTERS, v.18, pp.363 - 369, 2016-08

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