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Showing results 1 to 7 of 7

1
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

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
Modelling for design and evaluation of industrial exoskeletons: A systematic review

Ma, Tiejun; Zhang, Yanxin; Choi, Sang D.; Xiong, Shuping, APPLIED ERGONOMICS, v.113, 2023-11

4
Pressure thresholds of the human foot: measurement reliability and effects of stimulus characteristics

Xiong, Shuping; Goonetilleke, Ravindra S.; Jiang, Zuhua, ERGONOMICS, v.54, no.3, pp.282 - 293, 2011

5
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

6
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

7
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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