Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Author Kim, Min Jeong
Showing results 1 to 8 of 8
| A Study on optimization models under uncertainty and their applications in financial planning = 불확실성을 다루는 최적화 모형과 금융투자에서의 활용에 대한 연구link Kim, Min Jeong; 김민정; et al, 한국과학기술원, 2015 |
| Longevity Risk Management for Individual Investors Kim, Woo Chang; John M. Mulvey; Koray D. Simsek; Kim, Min Jeong, MSIE Spring Conference, MSIE, 2013-05 |
| Longevity Risk Management for Individual Investors using Multi-stage Stochastic Programming Kim, Woo Chang; Kim, Min Jeong; Koray D. Simsek; John M. Mulvey, Mini-symposium on Asset allocation and ALM for long term investors, XIII International Conference on Stochastic Programming, 2013-07 |
| Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle Simsek, Koray D.; Kim, Min Jeong; Kim, Woo Chang; Mulvey, John M., JOURNAL OF INVESTING, v.27, pp.38 - 57, 2018-12 |
| Robust portfolios that do not tilt factor exposure Kim, Woo Chang; Kim, Min Jeong; Kim, Jang Ho; Fabozzi, Frank J., EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.2, pp.411 - 421, 2014-04 |
| Sparse and robust portfolio selection via semi-definite relaxation Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; Kim, Woo Chang, JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, v.71, no.5, pp.687 - 699, 2020-05 |
| Sparse tangent portfolio selection via semi-definite relaxation Kim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang, OPERATIONS RESEARCH LETTERS, v.44, no.4, pp.540 - 543, 2016-07 |
| Understanding and Controlling High Factor Exposures of Robust Portfolios Kim, Woo Chang; Kim, Min Jeong; Kim, Jang Ho; Frank J. Fabozzi, Parallel Session on Finance Optimization, XIII International Conference on Stochastic Programming, 2013-07 |
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