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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 View29
Goal-based investing with goal postponement: multistage stochastic mixed-integer programming approach File

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

Article Issue Date2024-08 View3
Heterogeneous trading behaviors of individual investors: A deep clustering approach File

Hwang, Yoontae , Park, Junpyo , Kim, Jang Ho , Lee, Yongjae , Fabozzi, Frank J.

Article Issue Date2024-07 View12
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 View15
Mean–Variance Optimization for Asset Allocation File

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

Article Issue Date2021-02 View39
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 View24
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 View27
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 View30
Robustness in Portfolio Optimization File

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

Article Issue Date2023-09 View62
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 View24
Sparse tangent portfolio selection via semi-definite relaxation File

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

Article Issue Date2016-07 View33
The effects of errors in means, variances, and correlations on the mean-variance framework File

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

Article Issue Date2022-10 View20
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