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Showing results 1 to 14 of 14

Issue DateTitleAuthor(s)TypeView
2013-05A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index FuturesLee, Yongjae; Kim, Woo ChangARTICLE406
2017-12A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction SequenceKim, Beomhyeon; Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo ChangARTICLE429
2016-02A uniformly distributed random portfolioKim, Woo Chang; Lee, YongjaeARTICLE336
2015-04-08A Uniformly Distributed Random PortfolioKim, Woo Chang; Lee, YongjaeCONFERENCE50
2020-09Achieving Portfolio Diversification for Individuals with Low Financial SustainabilityLee, Yongjae; Kim, Woo Chang; Kim, Jang HoARTICLE132
2015-11-01Active Fund Performance: A Full-Distributional AnalysisLee, Yongjae; Kim, Woo Chang; Ziemba, William T.CONFERENCE44
2018-02An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkeyLee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, Frank J.ARTICLE370
2014-10Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?Kim, Woo Chang; Lee, Yongjae; Lee, Yoon HakARTICLE315
2021-02Mean–Variance Optimization for Asset AllocationKim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J.ARTICLE81
2017-01Modeling the dynamics of institutional, foreign, and individual investors through price consensusKwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae; Kim, Woo ChangARTICLE334
2020-03Personalized goal-based investing via multi-stage stochastic goal programmingKim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, ChangleARTICLE272
2020-05Sparse and robust portfolio selection via semi-definite relaxationLee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; Kim, Woo ChangARTICLE410
2016-07Sparse tangent portfolio selection via semi-definite relaxationKim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo ChangARTICLE332
2013-05-24THE COST OF ASSET ALLOCATIONKim, Woo Chang; Lee, Yongjae; Lee, Yoon HakCONFERENCE43
Showing results 1 to 14 of 14

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