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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 View21
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 View16
Robustness in Portfolio Optimization File

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

Article Issue Date2023-09 View40
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 View15
Sparse tangent portfolio selection via semi-definite relaxation File

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

Article Issue Date2016-07 View19
THE COST OF ASSET ALLOCATION

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

Conference Paper Issue Date2013-05-24 View5
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 View9
Value Function Gradient Learning for Large-Scale Multistage Stochastic Programming Problems File

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

Article Issue Date2023-07 View15
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