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Modeling the dynamics of insti...
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ECONIS (ZBW)
146
RePEc
8
OLC EcoSci
5
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31
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
Saved in:
32
Duration-enhancing overlay strategies for defined benefit pension plans
Mulvey, John M.
;
Kim, Woo Chang
;
Ma, Yi
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 136-162
Persistent link: https://www.econbiz.de/10008651311
Saved in:
33
Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il
;
Kim, Woo Chang
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 450-458
Persistent link: https://www.econbiz.de/10010356729
Saved in:
34
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
Saved in:
35
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Saved in:
36
Cost of shareholder engagement by institutional investors under short-swing profit rule
Lee, Dongyeol
;
Kim, Woo Chang
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819357
Saved in:
37
Levered exchange-traded products : theory and practice
Mulvey, John M.
;
Nadbielny, Thomas
;
Kim, Woo Chang
- In:
The Journal of financial perspectives
1
(
2013
)
2
,
pp. 105-118
Persistent link: https://www.econbiz.de/10010212505
Saved in:
38
Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques
Choi, Insu
;
Kim, Woo Chang
- In:
International review of financial analysis
94
(
2024
),
pp. 1-41
Persistent link: https://www.econbiz.de/10014543952
Saved in:
39
Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans
Lee, Dongyeol
;
Kim, Woo Chang
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 618-641
Persistent link: https://www.econbiz.de/10014547977
Saved in:
40
Tracking customer risk aversion
Kong, Hyeongwoo
;
Yun, Wonje
;
Kim, Woo Chang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472633
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