Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Subject RISK
Showing results 1 to 21 of 21
| A mathematical model for multi-name credit based on community flocking Ha, Seung-Yeal; Kim, Kyoung-Kuk; Lee, Kiseop, QUANTITATIVE FINANCE, v.15, no.5, pp.841 - 851, 2015-05 |
| A uniformly distributed random portfolio Kim, Woo Chang; Lee, Yongjae, QUANTITATIVE FINANCE, v.16, no.2, pp.297 - 307, 2016 |
| Center-of-pressure based postural sway measures: Reliability and ability to distinguish between age, fear of falling and fall history Qiu, Hai; Xiong, Shuping, INTERNATIONAL JOURNAL OF INDUSTRIAL ERGONOMICS, v.47, pp.37 - 44, 2015-05 |
| Comparison of fatal occupational injuries in construction industry in the United States, South Korea, and China Choi, Sang D.; Guo, Liangjie; Kim, Jaehoon; Xiong, Shuping, INTERNATIONAL JOURNAL OF INDUSTRIAL ERGONOMICS, v.71, pp.64 - 74, 2019-05 |
| Composition of robust equity portfolios Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., FINANCE RESEARCH LETTERS, v.10, no.2, pp.72 - 81, 2013-06 |
| Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; Fox, Charles, ECONOMICS LETTERS, v.122, no.2, pp.154 - 158, 2014-02 |
| Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design? Kim, Woo Chang; Lee, Yongjae; Lee, Yoonhak, JOURNAL OF PORTFOLIO MANAGEMENT, v.41, no.1, pp.34 - 44, 2014 |
| Deciphering robust portfolios Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J., JOURNAL OF BANKING FINANCE, v.45, pp.1 - 8, 2014-08 |
| Dietary Pattern Extraction Using Natural Language Processing Techniques Choi, Insu; Kim, Jihye; Kim, Woo Chang, FRONTIERS IN NUTRITION, v.9, 2022-03 |
| Dynamic asset allocation for varied financial markets under regime switching framework Bae, Geum Il; Kim, Woo Chang; Mulvey, John M., EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.2, pp.450 - 458, 2014-04 |
| Evaluating style investment-Does a fund market defined along equity styles add value? Kim, Woo Chang; Mulvey, JM, QUANTITATIVE FINANCE, v.9, no.6, pp.637 - 651, 2009 |
| Gender differences in consumers perception of online consumer reviews Bae, Soon-Yong; Lee, Tae-Sik, ELECTRONIC COMMERCE RESEARCH, v.11, no.2, pp.201 - 214, 2011-05 |
| Generalized route planning model for hazardous material transportation with VaR and equity considerations Kang, Yingying; Batta, Rajan; Kwon, Changhyun, COMPUTERS & OPERATIONS RESEARCH, v.43, pp.237 - 247, 2014-03 |
| Implications of Cost Equity Consideration in Hazmat Network Design Sun, Longsheng; Karwan, Mark H.; Kwon, Changhyun, TRANSPORTATION RESEARCH RECORD, no.2567, pp.67 - 77, 2016 |
| Layered Behavior Modeling via Combining Descriptive and Prescriptive Approaches: a Case Study of Infantry Company Engagement Bae, Jang Won; Lee, Junseok; Kim, Do-Hyung; Lee, Kang Hoon; Lee, Jongmin; Kim, Kee-Eung; Moon, Il-Chul, IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, v.50, no.7, pp.2551 - 2565, 2020-07 |
| Optimal Intervention under Stress Scenarios: A Case of the Korean Financial System Ahn, Dohyun; Kim, Kyoung-Kuk, OPERATIONS RESEARCH LETTERS, v.47, no.4, pp.257 - 263, 2019-07 |
| Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products Bae, Sanghyeon; Lee, Yongjae; Kim, Woo Chang, QUANTITATIVE FINANCE, v.23, no.11, pp.1597 - 1615, 2023-11 |
| 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 |
| Robust Facility Location Problem for Hazardous Waste Transportation Berglund, Paul G.; Kwon, Changhyun, NETWORKS & SPATIAL ECONOMICS, v.14, no.1, pp.91 - 116, 2014-03 |
| 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 |
| Robust quantile estimation under bivariate extreme value models Kim, Sojung; Kim, Kyoung-Kuk; Ryu, Heelang, EXTREMES, v.23, no.1, pp.55 - 83, 2020-03 |
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