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What do robust equity portfoli...
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Theorie
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Fabozzi, Frank J.
654
Račev, Svetlozar T.
68
Kim, Woo Chang
45
Rachev, Svetlozar T.
42
Kim, Young Shin
33
Stoyanov, Stoyan V.
33
Kim, Jang Ho
27
Focardi, Sergio M.
25
Huang, Dashan
24
Mann, Steven V.
21
Lucas, Douglas J.
19
Bianchi, Michele Leonardo
17
Chen, Ren-Raw
16
Giacometti, Rosella
16
Peterson Drake, Pamela
16
Fukushima, Masao
14
Lee, Yongjae
14
Ortobelli, Sergio
14
Bonaparte, Yosef
13
Russo, Vincenzo
13
Goodman, Laurie Sharon
12
Tunaru, Radu
12
Collins, Bruce M.
11
FABOZZI, FRANK J.
11
Mulvey, John M.
11
Sun, Wei
10
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9
Choudhry, Moorad
9
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9
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9
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9
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9
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9
Yaari, Uzi
9
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8
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8
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8
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8
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8
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The journal of portfolio management : a publication of Institutional Investor
47
The journal of portfolio management : JPM
32
The journal of fixed income
30
Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
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25
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22
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16
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11
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9
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The journal of structured finance
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Handbook of financial markets : securities, options and futures
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of Banking & Finance
7
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European Journal of Operational Research
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European financial management : the journal of the European Financial Management Association
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6
Journal of Financial and Quantitative Analysis
6
Journal of economic dynamics & control
6
Journal of international money and finance
6
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6
The handbook of mortgage-backed securities
6
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ECONIS (ZBW)
508
OLC EcoSci
104
RePEc
72
Other ZBW resources
9
EconStor
1
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1
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
- In:
Operations research models in banking management
,
(pp. 141-168)
.
2013
Persistent link: https://www.econbiz.de/10009739301
Saved in:
2
Composition of robust equity portfolios
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
10
(
2013
)
2
,
pp. 72-81
Persistent link: https://www.econbiz.de/10009774437
Saved in:
3
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
Saved in:
4
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
5
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:
6
Focusing on the worst state for robust investing
Kim, Woo Chang
;
Kim, Jang Ho
;
Mulvey, John M.
;
Fabozzi, …
- In:
International review of financial analysis
39
(
2015
),
pp. 19-31
Persistent link: https://www.econbiz.de/10011573045
Saved in:
7
Robust factor-based investing
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 157-164
Persistent link: https://www.econbiz.de/10011686353
Saved in:
8
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:
9
Robust equity portfolio performance
Kim, Jang Ho
;
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Fabozzi, …
- In:
Analytical models for financial modeling and risk management
,
(pp. 293-312)
.
2018
Persistent link: https://www.econbiz.de/10011897181
Saved in:
10
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
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