| 2013-05 | A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures | Lee, Yongjae; Kim, Woo Chang | ARTICLE | 751 |
| 2017-12 | A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction Sequence | Kim, Beomhyeon; Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang | ARTICLE | 808 |
| 2016-02 | A uniformly distributed random portfolio | Kim, Woo Chang; Lee, Yongjae | ARTICLE | 691 |
| 2015-04-08 | A Uniformly Distributed Random Portfolio | Kim, Woo Chang; Lee, Yongjae | CONFERENCE | 275 |
| 2020-09 | Achieving Portfolio Diversification for Individuals with Low Financial Sustainability | Lee, Yongjae; Kim, Woo Chang; Kim, Jang Ho | ARTICLE | 521 |
| 2015-11-01 | Active Fund Performance: A Full-Distributional Analysis | Lee, Yongjae; Kim, Woo Chang; Ziemba, William T. | CONFERENCE | 268 |
| 2018-02 | An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey | Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 722 |
| 2014-10 | Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design? | Kim, Woo Chang; Lee, Yongjae; Lee, Yoon Hak | ARTICLE | 862 |
| 2022-06 | Goal-based investing based on multi-stage robust portfolio optimization | Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 835 |
| 2022-11-02 | Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach | Chung, Guhyuk; Chung, Munki; Lee, Yongjae; Kim, Woo Chang | CONFERENCE | 664 |
| 2021-02 | Mean–Variance Optimization for Asset Allocation | Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 989 |
| 2017-01 | Modeling the dynamics of institutional, foreign, and individual investors through price consensus | Kwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang | ARTICLE | 694 |
| 2020-03 | Personalized goal-based investing via multi-stage stochastic goal programming | Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, Changle | ARTICLE | 1097 |
| 2021-05 | Recent Trends and Perspectives on the Korean Asset Management Industry | Kim, Jang Ho; Lee, Yongjae; Bae, Jaekyu; Kim, Woo Chang | ARTICLE | 479 |
| 2020-05 | Sparse and robust portfolio selection via semi-definite relaxation | Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; Kim, Woo Chang | ARTICLE | 914 |
| 2016-07 | Sparse tangent portfolio selection via semi-definite relaxation | Kim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang | ARTICLE | 719 |
| 2013-05-24 | THE COST OF ASSET ALLOCATION | Kim, Woo Chang; Lee, Yongjae; Lee, Yoon Hak | CONFERENCE | 274 |
| 2022-10 | The effects of errors in means, variances, and correlations on the mean-variance framework | Chung, Munki; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 817 |
| 2023-07 | Value Function Gradient Learning for Large-Scale Multistage Stochastic Programming Problems | Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae | ARTICLE | 1144 |
