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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, … - In: Applied economics 50 (2018) 40, pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
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Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; … - In: Economics letters 122 (2014) 2, pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
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Robust equity portfolio performance
Kim, Jang Ho; Kim, Woo Chang; Kwon, Do-Gyun; Fabozzi, … - In: Analytical models for financial modeling and risk management, (pp. 293-312). 2018
Persistent link: https://www.econbiz.de/10011897181
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Portfolio selection with conservative short-selling
Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Finance research letters 18 (2016), pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
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Elucidating directed statistical dependencies : investigating global financial market indices' influence on korean short selling activities
Choi, Insu; Lee, Myounggu; Kim, Hyejin; Kim, Woo Chang - In: Pacific-Basin finance journal 79 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014463192
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A transparent single financial asset trading framework via reinforcement learning
Choi, Insu; Kim, Woo Chang - In: Selected Papers from the 10th International Conference …, (pp. 72-79). 2024
Persistent link: https://www.econbiz.de/10015063634