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College of Engineering(공과대학)Dept. of Industrial and Systems Engineering(산업및시스템공학과)IE-Journal Papers(저널논문)

Penalizing variances for higher dependency on factors

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dc.contributor.authorKim, Jang Hoko
dc.contributor.authorKim, Woo Changko
dc.contributor.authorFabozzi, Frank J.ko
dc.date.accessioned2017-05-10T04:15:33Z-
dc.date.available2017-05-10T04:15:33Z-
dc.date.created2016-11-22-
dc.date.created2016-11-22-
dc.date.issued2017-04-
dc.identifier.citationQUANTITATIVE FINANCE, v.17, no.4, pp.479 - 489-
dc.identifier.issn1469-7688-
dc.identifier.urihttp://hdl.handle.net/10203/223597-
dc.languageEnglish-
dc.publisherROUTLEDGE JOURNALS-
dc.subjectROBUST PORTFOLIO OPTIMIZATION-
dc.subjectSELECTION-
dc.subjectRISK-
dc.subjectMODELS-
dc.subjectRETURNS-
dc.subjectMARKETS-
dc.subjectTRENDS-
dc.titlePenalizing variances for higher dependency on factors-
dc.typeArticle-
dc.identifier.wosid000395715500001-
dc.identifier.scopusid2-s2.0-84988632633-
dc.type.rimsART-
dc.citation.volume17-
dc.citation.issue4-
dc.citation.beginningpage479-
dc.citation.endingpage489-
dc.citation.publicationnameQUANTITATIVE FINANCE-
dc.identifier.doi10.1080/14697688.2016.1220677-
dc.contributor.localauthorKim, Woo Chang-
dc.contributor.nonIdAuthorKim, Jang Ho-
dc.contributor.nonIdAuthorFabozzi, Frank J.-
dc.description.isOpenAccessN-
dc.type.journalArticleEditorial Material-
dc.subject.keywordPlusROBUST PORTFOLIO OPTIMIZATION-
dc.subject.keywordPlusSELECTION-
dc.subject.keywordPlusRISK-
dc.subject.keywordPlusMODELS-
dc.subject.keywordPlusRETURNS-
dc.subject.keywordPlusMARKETS-
dc.subject.keywordPlusTRENDS-
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IE-Journal Papers(저널논문)
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