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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~isPartOf:"The review of financial studies"
~person:"Lee, Yongjae"
~subject:"Portfolio-Management"
~subject:"Welt"
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Portfolio-Management
Welt
Portfolio selection
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Lee, Yongjae
Lucas, André
21
Vries, Casper G. de
13
Groot, Henri L. F. de
12
Dijk, Herman K. van
8
Francois, Joseph F.
8
Koopman, Siem Jan
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Florax, Raymond J. G. M.
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Hyung, Namwon
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Kräussl, Roman
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Perotti, Enrico C.
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Uppal, Raman
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Zou, Liang
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Discussion paper / Tinbergen Institute
Quantitative finance
The review of financial studies
Applied economics
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Finance research letters
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Journal of the Operational Research Society
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Operations research letters
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Risk management decisions and value under uncertainty
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ECONIS (ZBW)
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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
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
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:
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