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Jang Ho Kim
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2020 – today
- 2022
- [j10]Jang Ho Kim, Yongjae Lee
, Woo Chang Kim
Goal-based investing based on multi-stage robust portfolio optimization. Ann. Oper. Res. 313(2): 1141-1158 (2022) - [j9]Geumil Bae, Jang Ho Kim:
Observing Cryptocurrencies through Robust Anomaly Scores. Entropy 24(11): 1643 (2022) - 2021
- [j8]Jang Ho Kim, Woo Chang Kim
Sparse factor model based on trend filtering. Ann. Oper. Res. 306(1): 321-342 (2021) - 2020
- [j7]Yongjae Lee
Sparse and robust portfolio selection via semi-definite relaxation. J. Oper. Res. Soc. 71(5): 687-699 (2020)
2010 – 2019
- 2018
- [j6]Jang Ho Kim, Woo Chang Kim
Recent advancements in robust optimization for investment management. Ann. Oper. Res. 266(1-2): 183-198 (2018) - [j5]Jang Ho Kim, Woo Chang Kim
Robust equity portfolio performance. Ann. Oper. Res. 266(1-2): 293-312 (2018) - 2016
- [j4]Min Jeong Kim, Yongjae Lee
Sparse tangent portfolio selection via semi-definite relaxation. Oper. Res. Lett. 44(4): 540-543 (2016) - 2014
- [j3]Woo Chang Kim
Robust portfolios that do not tilt factor exposure. Eur. J. Oper. Res. 234(2): 411-421 (2014) - [j2]Jang Ho Kim, Woo Chang Kim
Recent Developments in Robust Portfolios with a Worst-Case Approach. J. Optim. Theory Appl. 161(1): 103-121 (2014) - 2013
- [j1]Woo Chang Kim
What do robust equity portfolio models really do? Ann. Oper. Res. 205(1): 141-168 (2013)
Coauthor Index
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