Scholarworks@UNIST

UNIST Library

Browsing by Author : Kim, Woo Chang

All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

가 나 다 라 마 바 사 아 자 차 카 타 파 하

Sort by: In order: Results/Page Etal:

Showing results 1 to 20 of 24

A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures File

Lee, Yongjae , Kim, Woo Chang

Article Issue Date2013-05 View10

A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction Sequence File

Kim, Beomhyeon , Lee, Yongjae , Kwon, Do-Gyun , Kim, Woo Chang

Article Issue Date2017-12 View9

A Uniformly Distributed Random Portfolio

Kim, Woo Chang , Lee, Yongjae

Conference Paper Issue Date2015-04-08 View6

A uniformly distributed random portfolio File

Kim, Woo Chang , Lee, Yongjae

Article Issue Date2016-02 View13

Achieving Portfolio Diversification for Individuals with Low Financial Sustainability File File

Lee, Yongjae , Kim, Woo Chang , Kim, Jang Ho

Article Issue Date2020-09 View9

Active Fund Performance: A Full-Distributional Analysis

Lee, Yongjae , Kim, Woo Chang , Ziemba, William T.

Conference Paper Issue Date2015-11-01 View7

An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey File

Lee, Yongjae , Kwon, Do-Gyun , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2018-02 View12

An Overview of Machine Learning for Asset Management File

Lee, Yongjae , Thompson, John R. J. , Kim, Jang Ho , Kim, Woo Chang , Fabozzi, Francesco A.

Article Issue Date2023-09 View13

Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design? File

Kim, Woo Chang , Lee, Yongjae , Lee, Yoon Hak

Article Issue Date2014-10 View10

Deep Value Function Networks for Large-Scale Multistage Stochastic Programs

Bae, Hyunglip , Lee, Jinkyu , Kim, Woo Chang , Lee, Yongjae

Conference Paper Issue Date2023-04-26 View5

Goal-based investing based on multi-stage robust portfolio optimization File

Kim, Jang Ho , Lee, Yongjae , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2022-06 View20

Large-scale financial planning via a partially observable stochastic dual dynamic programming framework File

Lee, Jinkyu , Kwon, Do-Gyun , Lee, Yongjae , Kim, Jang Ho , Kim, Woo Chang

Article Issue Date2023-09 View10

Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach File

Chung, Guhyuk , Chung, Munki , Lee, Yongjae , Kim, Woo Chang

Conference Paper Issue Date2022-11-02 View50

Mean–Variance Optimization for Asset Allocation File

Kim, Jang Ho , Lee, Yongjae , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2021-02 View22

Modeling the dynamics of institutional, foreign, and individual investors through price consensus File

Kwon, Do-Gyun , Kim, Jang Ho , Lee, Yongjae , Kim, Woo Chang

Article Issue Date2017-01 View9

Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products File

Bae, Sanghyeon , Lee, Yongjae , Kim, Woo Chang

Article Issue Date2023-11 View17

Personalized goal-based investing via multi-stage stochastic goal programming File

Kim, Woo Chang , Kwon, Do-Gyun , Lee, Yongjae , Kim, Jang Ho , Lin, Changle

Article Issue Date2020-03 View15

Recent Trends and Perspectives on the Korean Asset Management Industry File

Kim, Jang Ho , Lee, Yongjae , Bae, Jaekyu , Kim, Woo Chang

Article Issue Date2021-05 View12

Robustness in Portfolio Optimization File

Kim, Jang Ho , Kim, Woo Chang , Lee, Yongjae , Choi, Bong-Geun , Fabozzi, Frank J.

Article Issue Date2023-09 View33

Sparse and robust portfolio selection via semi-definite relaxation File

Lee, Yongjae , Kim, Min Jeong , Kim, Jang Ho , Jang, Ju Ri , Kim, Woo Chang

Article Issue Date2020-05 View14

1 2 > >>

RSS 1.0 RSS 2.0

UNIST | Library

Tel : 052-217-1404 / Email : scholarworks@unist.ac.kr

ScholarWorks@UNIST was established as an OAK Project for the National Library of Korea.