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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
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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
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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
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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
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Household financial health : a machine learning approach for data-driven diagnosis and prescription
Kim, Kyeongbin; Hwang, Yoontae; Lim, Dongcheol; Kim, Suhyeon - In: Quantitative finance 23 (2023) 11, pp. 1565-1595
Persistent link: https://www.econbiz.de/10014419180