Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Subject SENSITIVITY
Showing results 5 to 7 of 7
| Recent advancements in robust optimization for investment management Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.266, no.1-2, pp.183 - 198, 2018-07 |
| Recent Developments in Robust Portfolios with a Worst-Case Approach Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v.161, no.1, pp.103 - 121, 2014-04 |
| The effects of errors in means, variances, and correlations on the mean-variance framework Chung, Munki; Lee, Yongjae; Kim, Jangho; Kim, Woo Chang; Fabozzi, Frank J, QUANTITATIVE FINANCE, v.22, no.10, pp.1893 - 1903, 2022-10 |
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