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Showing results 1 to 20 of 24

Issue DateTitleAuthor(s)TypeView
2013-05A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index FuturesLee, Yongjae; Kim, Woo ChangARTICLE561
2017-12A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction SequenceKim, Beomhyeon; Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo ChangARTICLE611
2016-02A uniformly distributed random portfolioKim, Woo Chang; Lee, YongjaeARTICLE517
2015-04-08A Uniformly Distributed Random PortfolioKim, Woo Chang; Lee, YongjaeCONFERENCE155
2020-09Achieving Portfolio Diversification for Individuals with Low Financial SustainabilityLee, Yongjae; Kim, Woo Chang; Kim, Jang HoARTICLE355
2015-11-01Active Fund Performance: A Full-Distributional AnalysisLee, Yongjae; Kim, Woo Chang; Ziemba, William T.CONFERENCE150
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.ARTICLE555
2020-03Basic Enhancement Strategies When Using Bayesian Optimization for Hyperparameter Tuning of Deep Neural NetworksCho, Hyunghun; Kim, Yongjin; Lee, Eunjung; Choi, Daeyoung; Lee, Yongjae; Rhee, WonjongARTICLE433
2007-04Cation-dependent compression behavior in low-silica zeolite-XLee, Yongjae; Lee, Hyun Hwi; Lee, Dong Ryeol; Shin, Tae Joo; Choi, Jae-Young; Kao, Chi-ChangARTICLE857
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 HakARTICLE681
2022-06Goal-based investing based on multi-stage robust portfolio optimizationKim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J.ARTICLE309
2022-09Identifying household finance heterogeneity via deep clusteringHwang, Yoontae; Lee, Yongjae; Fabozzi, Frank J.ARTICLE9
2021-02Mean–Variance Optimization for Asset AllocationKim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J.ARTICLE488
2017-01Modeling the dynamics of institutional, foreign, and individual investors through price consensusKwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae; Kim, Woo ChangARTICLE517
2020-03Personalized goal-based investing via multi-stage stochastic goal programmingKim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, ChangleARTICLE689
2015-10Pressure-Induced Amorphization of Small Pore Zeolites-the Role of Cation-H2O Topology and Anti-glass FormationHwang, Gil Chan; Shin, Tae Joo; Blom, Douglas A.; Vogt, Thomas; Lee, YongjaeARTICLE710
2021-05Recent Trends and Perspectives on the Korean Asset Management IndustryKim, Jang Ho; Lee, Yongjae; Bae, Jaekyu; Kim, Woo ChangARTICLE298
2020-05Sparse and robust portfolio selection via semi-definite relaxationLee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; Kim, Woo ChangARTICLE738
2016-07Sparse tangent portfolio selection via semi-definite relaxationKim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo ChangARTICLE538
2022-04Super-hydration and reduction of manganese oxide minerals at shallow terrestrial depthsYun, Seohee; Hwang, Huijeong; Hwang, Gilchan; Kim, Yeongkyoo; Blom, Douglas; Vogt, Thomas; Post, Jeffrey E.; Jeon, Tae-Yeol; Shin, Tae Joo; Zhang, Dong-Zhou; Kagi, Hiroyuki; Lee, YongjaeARTICLE153
Showing results 1 to 20 of 24

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