| 2013-05 | A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures | Lee, Yongjae; Kim, Woo Chang | ARTICLE | 516 |
| 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 | 570 |
| 2016-02 | A uniformly distributed random portfolio | Kim, Woo Chang; Lee, Yongjae | ARTICLE | 472 |
| 2015-04-08 | A Uniformly Distributed Random Portfolio | Kim, Woo Chang; Lee, Yongjae | CONFERENCE | 126 |
| 2020-09 | Achieving Portfolio Diversification for Individuals with Low Financial Sustainability | Lee, Yongjae; Kim, Woo Chang; Kim, Jang Ho | ARTICLE | 310 |
| 2015-11-01 | Active Fund Performance: A Full-Distributional Analysis | Lee, Yongjae; Kim, Woo Chang; Ziemba, William T. | CONFERENCE | 119 |
| 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 | 506 |
| 2020-03 | Basic Enhancement Strategies When Using Bayesian Optimization for Hyperparameter Tuning of Deep Neural Networks | Cho, Hyunghun; Kim, Yongjin; Lee, Eunjung; Choi, Daeyoung; Lee, Yongjae; Rhee, Wonjong | ARTICLE | 389 |
| 2007-04 | Cation-dependent compression behavior in low-silica zeolite-X | Lee, Yongjae; Lee, Hyun Hwi; Lee, Dong Ryeol; Shin, Tae Joo; Choi, Jae-Young; Kao, Chi-Chang | ARTICLE | 821 |
| 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 | 634 |
| 2022-03 | Goal-based investing based on multi-stage robust portfolio optimization | Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 125 |
| 2021-02 | Mean–Variance Optimization for Asset Allocation | Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 395 |
| 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 | 474 |
| 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 | 496 |
| 2015-10 | Pressure-Induced Amorphization of Small Pore Zeolites-the Role of Cation-H2O Topology and Anti-glass Formation | Hwang, Gil Chan; Shin, Tae Joo; Blom, Douglas A.; Vogt, Thomas; Lee, Yongjae | ARTICLE | 675 |
| 2021-05 | Recent Trends and Perspectives on the Korean Asset Management Industry | Kim, Jang Ho; Lee, Yongjae; Bae, Jaekyu; Kim, Woo Chang | ARTICLE | 243 |
| 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 | 685 |
| 2016-07 | Sparse tangent portfolio selection via semi-definite relaxation | Kim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang | ARTICLE | 479 |
| 2022-04 | Super-hydration and reduction of manganese oxide minerals at shallow terrestrial depths | Yun, 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, Yongjae | ARTICLE | 46 |
| 2013-05-24 | THE COST OF ASSET ALLOCATION | Kim, Woo Chang; Lee, Yongjae; Lee, Yoon Hak | CONFERENCE | 139 |
