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| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| 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 | |
| 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 | |
| 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 | |
| A uniformly distributed random portfolio Kim, Woo Chang; Lee, Yongjae, QUANTITATIVE FINANCE, v.16, no.2, pp.297 - 307, 2016 | |
| 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 |