Woo Chang Kim

Citata da

	Tutte	Dal 2020
Citazioni	1230	813
Indice H	20	16
i10-index	36	29

260

130

195

200920102011201220132014201520162017201820192020202120222023202420258 8 9 7 21 35 53 55 76 66 67 100 117 143 160 247 44

Coautori

Jang Ho KimGraduate School of Management of Technology, Korea UniversityEmail verificata su korea.ac.kr
Yongjae LeeAssociate Professor, UNIST IE & AIGSEmail verificata su unist.ac.kr
John MulveyPrinceton UniversityEmail verificata su princeton.edu
Koray D. SimsekProfessor of Finance, Rollins CollegeEmail verificata su rollins.edu
Jinkyu LeePhD, Industrial and Systems Engineering, KAISTEmail verificata su kaist.ac.kr
Hyunglip BaePhD, Industrial and Systems Engineering, KAISTEmail verificata su kaist.ac.kr
Kwangwon AhnEmail verificata su yonsei.ac.kr
Woosung KohYonsei UniversityEmail verificata su yonsei.ac.kr
Wonje YunEmail verificata su uchicago.edu
Joohwan KoUniversity of Massachusetts AmherstEmail verificata su umass.edu
Patrick CheriditoETH ZurichEmail verificata su math.ethz.ch
Sanghyeon BaeKorea Advanced Institute of Science and Technology (KAIST)Email verificata su kaist.ac.kr
Munki ChungKorea Advanced Institute of Science and Technology (KAIST)Email verificata su kaist.ac.kr
Eojin Yi | MD, PhDSeoul AI School / Seoul Business School, aSSIST UniversityEmail verificata su assist.ac.kr
Francesco A. FabozziData Science Doctoral Candidate, Stevens Institute of TechnologyEmail verificata su stevens.edu
Guhyuk ChungPh.D. Candidate, Industrial and Systems Engineering, KAISTEmail verificata su kaist.ac.kr
Jinkyoo ParkDepartment of Industrial and Systems Engineering, KAISTEmail verificata su kaist.ac.kr
Yoshua BengioProfessor of computer science, University of Montreal, Mila, IVADO, CIFAREmail verificata su umontreal.ca
Weonyoung JooAssistant Professor, EWHA Womans UniversityEmail verificata su ewha.ac.kr
Chanyeong KimKAISTEmail verificata su kaist.ac.kr

Segui

Woo Chang Kim

Professor, Industrial and Systems Engineering, KAIST

Email verificata su kaist.ac.kr

Financial Engineering Portfolio Selection Machine Learning Alternative Investment


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Dynamic asset allocation for varied financial markets under regime switching framework GI Bae, WC Kim, JM Mulvey European Journal of Operational Research 234 (2), 450-458, 2014	127	2014
Recent developments in robust portfolios with a worst-case approach JH Kim, WC Kim, FJ Fabozzi Journal of Optimization Theory and Applications 161, 103-121, 2014	99	2014
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments WC Kim, FJ Fabozzi, P Cheridito, C Fox Economics Letters 122 (2), 154-158, 2014	56	2014
Deciphering robust portfolios WC Kim, JH Kim, FJ Fabozzi Journal of Banking & Finance 45, 1-8, 2014	44	2014
Recent advancements in robust optimization for investment management JH Kim, WC Kim, FJ Fabozzi Annals of Operations Research 266, 183-198, 2018	43	2018
Robust equity portfolio management: Formulations, implementations, and properties using MATLAB WC Kim, JH Kim, FJ Fabozzi John Wiley & Sons, 2015	43*	2015
What do robust equity portfolio models really do? WC Kim, JH Kim, SH Ahn, FJ Fabozzi Annals of Operations Research 205, 141-168, 2013	42	2013
Information flow between bitcoin and other investment assets SM Jang, E Yi, WC Kim, K Ahn Entropy 21 (11), 1116, 2019	38	2019
Concise formulas for the surface area of the intersection of two hyperspherical caps Y Lee, WC Kim KAIST Technical Report, 2014	38	2014
Mean-variance optimization for asset allocation JH Kim, Y Lee, WC Kim, FJ Fabozzi Journal of Portfolio Management 47 (5), 24-40, 2021	37	2021
Robust equity portfolio performance JH Kim, WC Kim, DG Kwon, FJ Fabozzi Annals of Operations Research 266, 293-312, 2018	35	2018
Personalized goal-based investing via multi-stage stochastic goal programming WC Kim, DG Kwon, Y Lee, JH Kim, C Lin Quantitative Finance 20 (3), 515-526, 2020	34	2020
Robust portfolios that do not tilt factor exposure WC Kim, MJ Kim, JH Kim, FJ Fabozzi European Journal of Operational Research 234 (2), 411-421, 2014	28	2014
Composition of robust equity portfolios JH Kim, WC Kim, FJ Fabozzi Finance Research Letters 10 (2), 72-81, 2013	27	2013
Active equity managers in the US: Do the best follow momentum strategies? JM Mulvey, WC Kim The Journal of Portfolio Management 34 (2), 126-134, 2008	27	2008
Focusing on the worst state for robust investing WC Kim, JH Kim, JM Mulvey, FJ Fabozzi International Review of Financial Analysis 39, 19-31, 2015	23	2015
Sparse and robust portfolio selection via semi-definite relaxation Y Lee, MJ Kim, JH Kim, JR Jang, W Chang Kim Journal of the Operational Research Society 71 (5), 687-699, 2020	22	2020
Sparse tangent portfolio selection via semi-definite relaxation MJ Kim, Y Lee, JH Kim, WC Kim Operations Research Letters 44 (4), 540-543, 2016	22	2016
Robust factor-based investing JH Kim, WC Kim, FJ Fabozzi The Journal of Portfolio Management 43 (5), 157-164, 2017	21	2017
Goal-based investing based on multi-stage robust portfolio optimization JH Kim, Y Lee, WC Kim, FJ Fabozzi Annals of Operations Research 313 (2), 1141-1158, 2022	20	2022

Il sistema al momento non può eseguire l'operazione. Riprova più tardi.

Articoli 1–20

Citazioni per anno

Citazioni duplicate

Citazioni unite

Aggiungi coautoriCoautori

Segui

Citata da

Coautori