Results 1-10 of 50 (Search time: 0.008 seconds).
NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
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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 | |
Duration-enhancing overlay strategies for defined benefit pension plans Mulvey, J.M.; Kim, Woo Chang; Ma, Y., JOURNAL OF ASSET MANAGEMENT, v.11, no.2-3, pp.136 - 162, 2010-06 | |
Active equity managers in the US: Do the best follow momentum strategies? Mulvey, JM; Kim, Woo Chang, JOURNAL OF PORTFOLIO MANAGEMENT, v.34, no.2, pp.126 - 126, 2008 | |
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 | |
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 | |
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 | |
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 | |
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 | |
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 | |
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 |
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