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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~person:"Grechuk, Bogdan"
~person:"Kim, Woo Chang"
~subject:"Nash-Gleichgewicht"
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Grechuk, Bogdan
Kim, Woo Chang
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Journal of economic theory
European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
2
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
3
Direct data-based decision making under uncertainty
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
267
(
2018
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10011812399
Saved in:
4
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Saved in:
5
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
Saved in:
6
Inverse portfolio problem with mean-deviation model
Grechuk, Bogdan
;
Zabrankin, Michael
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 481-490
Persistent link: https://www.econbiz.de/10010356717
Saved in:
7
Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il
;
Kim, Woo Chang
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 450-458
Persistent link: https://www.econbiz.de/10010356729
Saved in:
8
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
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