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Lee, Yongjae (이용재)

Department
School of Management Engineering(경영공학부)
Research Interests
Financial Engineering, Financial Optimization, Quantitative Investment Management, Financial Planning
Lab
Financial Engineering Lab.
Website
https://felab.unist.ac.kr
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Issue DateTitleAuthor(s)TypeViewAltmetrics
2019-10Personalized goal-based investing via multi-stage stochastic goal programmingKim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae, et alARTICLE54 Personalized goal-based investing via multi-stage stochastic goal programming
2019-10국내 인적자본을 고려한 생애주기별 자산관리유제용; 홍주환; 이용재, et alARTICLE33 국내 인적자본을 고려한 생애주기별 자산관리
2019-07Sparse and robust portfolio selection via semi-definite relaxationLee, Yongjae; Kim, Min Jeong; Kim, Jang Ho, et alARTICLE166 Sparse and robust portfolio selection via semi-definite relaxation
2018-08Why your smart beta portfolio might not workLee, Yongjae; KIm, Woo ChangARTICLE336 Why your smart beta portfolio might not work
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, et alARTICLE231 An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey
2017-12A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction SequenceKim, Beomhyeon; Lee, Yongjae; Kwon, Do-Gyun, et alARTICLE260 A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction Sequence
2017-01Modeling the dynamics of institutional, foreign, and individual investors through price consensusKwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae, et alARTICLE189 Modeling the dynamics of institutional, foreign, and individual investors through price consensus
2016-07Sparse tangent portfolio selection via semi-definite relaxationKim, Min Jeong; Lee, Yongjae; Kim, Jang Ho, et alARTICLE194 Sparse tangent portfolio selection via semi-definite relaxation
2016-02A uniformly distributed random portfolioKim, Woo Chang; Lee, YongjaeARTICLE211 A uniformly distributed random portfolio
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 HakARTICLE200 Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?
2013-05A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index FuturesLee, Yongjae; Kim, Woo ChangARTICLE275 A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures

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