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~accessRights:"restricted"
~person:"Kim, Jang Ho"
~subject:"Portfolio-Management"
~subject:"Wohlfahrtsanalyse"
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Portfolio-Management
Wohlfahrtsanalyse
Portfolio selection
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Kim, Jang Ho
Escobar, Marcos
22
Fabozzi, Frank J.
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Wang, Ruodu
16
Wong, Wing Keung
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Chen, An
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Forsyth, Peter A.
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Mukherjee, Arijit
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11
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11
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11
Kim, Woo Chang
11
Kwon, Roy H.
11
Lee, Cheng F.
11
Li, Duan
11
Muhle-Karbe, Johannes
11
Soner, Halil Mete
11
Tan, Ken Seng
11
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10
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9
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Risk management decisions and value under uncertainty
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The journal of portfolio management : JPM
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Personalized goal-based investing via multi-stage stochastic goal programming
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 515-526
Persistent link: https://www.econbiz.de/10012194905
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:
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