Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Kim, Jang Ho"
~subject:"Financial planning"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Using shares vs. Log of shares...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Financial planning
Portfolio selection
Portfolio-Management
9
Theorie
8
Theory
8
Mathematical programming
5
Mathematische Optimierung
5
Robust statistics
3
Robustes Verfahren
3
Portfolio optimization
2
Analysis of variance
1
Asset allocation
1
Asset management
1
CAPM
1
ChatGPT
1
Conservative short positions
1
Correlation
1
Dynamic programming
1
Dynamische Optimierung
1
Economic indicators
1
Estimation
1
Estimation theory
1
Goal-based investing
1
Investment analysis
1
Korrelation
1
L2-norm regularization
1
Large-scale optimization
1
Leerverkauf
1
Mean-variance framework
1
Mean-variance portfolio selection
1
Multi-stage stochastic programming
1
No short-selling constraint
1
Parameter estimation
1
Partially observable Markov states
1
Performance measurement
1
Performance-Messung
1
Personalized financial planning
1
Quantitative methods
1
Robust optimization
1
Schätztheorie
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
2
Book section
2
Language
All
English
9
Author
All
Kim, Jang Ho
Escobar, Marcos
22
Fabozzi, Frank J.
22
Wang, Ruodu
16
Forsyth, Peter A.
14
Wong, Wing Keung
14
Kwon, Roy H.
13
Prigent, Jean-Luc
13
Uppal, Raman
13
Yao, Haixiang
13
Lee, Cheng F.
12
Liang, Zongxia
12
Vanduffel, Steven
12
Zagst, Rudi
12
Bernard, Carole
11
Chen, Zhiping
11
Cui, Xiangyu
11
Kim, Woo Chang
11
Ledoit, Olivier
11
Li, Duan
11
Righi, Marcelo Brutti
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Wolf, Michael
11
Wong, Hoi Ying
11
Auer, Benjamin R.
10
Capponi, Agostino
10
Chen, An
10
Dai, Min
10
Muhle-Karbe, Johannes
10
Dai, Zhifeng
9
Guan, Guohui
9
Jang, Bong-Gyu
9
Li, Zhongfei
9
Platanakis, Emmanouil
9
Post, Thierry
9
De Nard, Gianluca
8
Lee, Yongjae
8
Li, Bin
8
Li, Danping
8
more ...
less ...
Published in...
All
Finance research letters
2
Quantitative finance
2
Analytical models for financial modeling and risk management
1
Journal of the Operational Research Society
1
Operations research letters
1
Risk management decisions and value under uncertainty
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
2
Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
- In:
Operations research letters
44
(
2016
)
4
,
pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
Saved in:
3
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
4
Sparse and robust portfolio selection via semi-definite relaxation
Lee, Yongjae
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Jang, Ju Ri
; …
- In:
Journal of the Operational Research Society
71
(
2020
)
5
,
pp. 687-699
Persistent link: https://www.econbiz.de/10012216744
Saved in:
5
Recent advancements in robust optimization for investment management
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Analytical models for financial modeling and risk management
,
(pp. 183-198)
.
2018
Persistent link: https://www.econbiz.de/10011897168
Saved in:
6
Portfolio selection with conservative short-selling
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
18
(
2016
),
pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
Saved in:
7
What if ChatGPT were a quant asset manager
Kim, Jang Ho
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014632329
Saved in:
8
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
