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Lee, Yongjae (이용재)

Department
School of Management Engineering(경영공학부)
Research Interests
Financial Engineering, Financial Optimization, Quantitative Investment Management, Financial Planning
Lab
Financial Engineering Lab.
Website
https://felab.unist.ac.kr
This table browses all dspace content
Issue DateTitleAuthor(s)TypeViewAltmetrics
201808Why your smart beta portfolio might not workLee, Yongjae; KIm, Woo ChangARTICLE51 Why your smart beta portfolio might not work
201802An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkeyLee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang, et alARTICLE30 An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey
201712A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction SequenceKim, Beomhyeon; Lee, Yongjae; Kwon, Do-Gyun, et alARTICLE34 A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction Sequence
201701Modeling the dynamics of institutional, foreign, and individual investors through price consensusKwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae, et alARTICLE37 Modeling the dynamics of institutional, foreign, and individual investors through price consensus
201607Sparse tangent portfolio selection via semi-definite relaxationKim, Min Jeong; Lee, Yongjae; Kim, Jang Ho, et alARTICLE35 Sparse tangent portfolio selection via semi-definite relaxation
201602A uniformly distributed random portfolioKim, Woo Chang; Lee, YongjaeARTICLE25 A uniformly distributed random portfolio
201410Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?Kim, Woo Chang; Lee, Yongjae; Lee, Yoon HakARTICLE38 Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?
201305A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index FuturesLee, Yongjae; Kim, Woo ChangARTICLE40 A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures

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