2023-07 | Value Function Gradient Learning for Large-Scale Multistage Stochastic Programming Problems | Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang, et al | ARTICLE | 1144 |
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2022-10 | The effects of errors in means, variances, and correlations on the mean-variance framework | Chung, Munki; Lee, Yongjae; Kim, Jang Ho, et al | ARTICLE | 817 |
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2022-09 | Identifying household finance heterogeneity via deep clustering | Hwang, Yoontae; Lee, Yongjae; Fabozzi, Frank J. | ARTICLE | 678 |
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2022-06 | Goal-based investing based on multi-stage robust portfolio optimization | Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang, et al | ARTICLE | 835 |
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2021-05 | Recent Trends and Perspectives on the Korean Asset Management Industry | Kim, Jang Ho; Lee, Yongjae; Bae, Jaekyu, et al | ARTICLE | 479 |
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2021-02 | Mean–Variance Optimization for Asset Allocation | Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang, et al | ARTICLE | 989 |
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2020-09 | Achieving Portfolio Diversification for Individuals with Low Financial Sustainability | Lee, Yongjae; Kim, Woo Chang; Kim, Jang Ho | ARTICLE | 521 |
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2020-05 | Sparse and robust portfolio selection via semi-definite relaxation | Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho, et al | ARTICLE | 914 |
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2020-03 | Personalized goal-based investing via multi-stage stochastic goal programming | Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae, et al | ARTICLE | 1097 |
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2020-03 | Basic Enhancement Strategies When Using Bayesian Optimization for Hyperparameter Tuning of Deep Neural Networks | Cho, Hyunghun; Kim, Yongjin; Lee, Eunjung, et al | ARTICLE | 594 |
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2019-10 | 국내 인적자본을 고려한 생애주기별 자산관리 | 유제용; 홍주환; 이용재, et al | ARTICLE | 558 |
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2018-08 | Why your smart beta portfolio might not work | Lee, Yongjae; KIm, Woo Chang | ARTICLE | 831 |
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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, et al | ARTICLE | 722 |
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2017-12 | A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction Sequence | Kim, Beomhyeon; Lee, Yongjae; Kwon, Do-Gyun, et al | ARTICLE | 808 |
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2017-01 | Modeling the dynamics of institutional, foreign, and individual investors through price consensus | Kwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae, et al | ARTICLE | 694 |
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2016-07 | Sparse tangent portfolio selection via semi-definite relaxation | Kim, Min Jeong; Lee, Yongjae; Kim, Jang Ho, et al | ARTICLE | 719 |
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2016-02 | A uniformly distributed random portfolio | Kim, Woo Chang; Lee, Yongjae | ARTICLE | 691 |
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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 |
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2013-05 | A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures | Lee, Yongjae; Kim, Woo Chang | ARTICLE | 751 |
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