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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 View83
An Overview of Machine Learning for Portfolio Optimization File

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

Article Issue Date2024-12 View166
An Overview of Optimization Models for Portfolio Management File

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

Article Issue Date2024-12 View135
Deep Learning in Asset Management: Architectures, Applications, and Challenges File

Hwang, Yoontae , Lee, Youngbin , Lee, Junhyeong , Zohren, Stefan , Kim, Jang Ho , Kim, Woo Chang , Lee, Yongjae , Fabozzi, Frank J.

Article Issue Date2025-11 View10
Enhancing mean-variance portfolio optimization through GANs-based anomaly detection File

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

Article Issue Date2025-03 View128
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 View131
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 View132
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 View124
Identifying household finance heterogeneity via deep clustering File File

Hwang, Yoontae , Lee, Yongjae , Fabozzi, Frank J.

Article Issue Date2023-06 View104
Mean–Variance Optimization for Asset Allocation File

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

Article Issue Date2021-02 View113
Robustness in Portfolio Optimization File

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

Article Issue Date2023-09 View178
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 View130
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