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Showing results 1 to 8 of 8

1
Analyzing and Utilizing Thematic Stocks based on Text Mining Techniques and Information Flow-Based Networks: An Example of the Republic of Korea's Mask-Themed Stocks

Choi, Insu; Kim, Woo Chang, INDUSTRIAL ENGINEERING AND MANAGEMENT SYSTEMS, v.21, no.2, pp.244 - 266, 2022-06

2
Deciphering robust portfolios

Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J., JOURNAL OF BANKING FINANCE, v.45, pp.1 - 8, 2014-08

3
Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy-Focus on the Republic of Korea's Case

Choi, Insu; Kim, Woo Chang, ENTROPY, v.23, no.6, 2021-06

4
Estimating Historical Downside Risks of Global Financial Market Indices via Inflation Rate-Adjusted Dependence Graphs

Choi, Insu; Kim, Woo Chang, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, v.66, 2023-10

5
Focusing on the worst state for robust investing

Kim, Woo Chang; Kim, Jang Ho; Mulvey, John M.; Fabozzi, Frank J., International Review of Financial Analysis, v.39, pp.19 - 31, 2015-05

6
Penalizing variances for higher dependency on factors

Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., QUANTITATIVE FINANCE, v.17, no.4, pp.479 - 489, 2017-04

7
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

8
What do robust equity portfolio models really do?

Kim, Woo Chang; Kim, Jang Ho; Ahn, So Hyoung; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.205, no.1, pp.141 - 168, 2013-05

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