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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
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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
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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
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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
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Multistage financial planning models : integrating stochastic programs and policy stimulators
Mulvey, John M.; Kim, Woo Chang - In: Stochastic programming : the state of the art ; in …, (pp. 257-275). 2011
Persistent link: https://www.econbiz.de/10008798653
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Optimizing a portfolio of liquid and illiquid assets
Mulvey, John M.; Kim, Woo Chang; Lin, Changle - In: Optimal financial decision making under uncertainty, (pp. 151-175). 2017
Persistent link: https://www.econbiz.de/10011558452
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Market efficiency in Asian and Australasian stock markets : a fresh look at the evidence
Kim, Jae H.; Doucouliagos, Chris; Stanley, Tom D. - In: International financial markets, (pp. 382-419). 2019
Persistent link: https://www.econbiz.de/10012249087