Cost of shareholder engagement by institutional investors under short-swing profit rule

von Lee, Dongyeol
Veröffentlicht in Finance research letters (2021)

Why your smart beta portfolio might not work

von Lee, Yongjae
Veröffentlicht in International journal of financial engineering and risk management (2018)

Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs

von Choi, Insu
Veröffentlicht in Research in international business and finance (2023)

Multistage financial planning models : integrating stochastic programs and policy stimulators

von Mulvey, John M.
Veröffentlicht in Stochastic programming (2011)

Special issue: applications of optimisation in finance

Veröffentlicht 2018

Neural Marked Hawkes Process for Limit Order Book Modeling

von Chung, Guhyuk
Veröffentlicht in Pacific-Asia Conference on Knowledge Discovery and Data Mining (28. : 2024 : Taipeh) Advances in knowledge discovery and data mining ; Part 3 (2024)

Tracking customer risk aversion

von Kong, Hyeongwoo
Veröffentlicht in Finance research letters (2023)

Duration-enhancing overlay strategies for defined benefit pension plans

von Mulvey, John M.
Veröffentlicht in The journal of asset management (2010)

Optimizing a portfolio of liquid and illiquid assets

von Mulvey, John M.
Veröffentlicht in Optimal financial decision making under uncertainty (2017)

Levered exchange-traded products : theory and practice

von Mulvey, John M.
Veröffentlicht in The Journal of financial perspectives (2013)

Composition of robust equity portfolios

von Kim, Jang Ho
Veröffentlicht in Finance research letters (2013)

Dynamic asset allocation for varied financial markets under regime switching framework

von Bae, Geum Il
Veröffentlicht in European journal of operational research (2014)

Stochastic Volatility and Early Warning Indicator

von Ji, Guseon
Veröffentlicht in Computational science - ICCS 2020 ; Part I (2020)

Elucidating directed statistical dependencies : investigating global financial market indices' influence on korean short selling activities

von Choi, Insu
Veröffentlicht in Pacific-Basin finance journal (2023)

Robust equity portfolio management + website : formulations, implementations, and properties using MATLAB

von Kim, Woo Chang
Veröffentlicht 2016

Deciphering robust portfolios

von Kim, Woo Chang
Veröffentlicht in Journal of banking & finance (2014)

Recent advancements in robust optimization for investment management

von Kim, Jang Ho
Veröffentlicht in Financial Engineering and Banking Society (International Conference : 6. : 2016 : Malaga) Analytical models for financial modeling and risk management (2018)

Robust equity portfolio management + website : formulations, implementations, and properties using MATLAB

von Kim, Woo Chang
Veröffentlicht 2016

Value function gradient learning for large-scale multistage stochastic programming problems

von Lee, Jinkyu
Veröffentlicht in European journal of operational research (2023)

Robust factor-based investing

von Kim, Jang Ho
Veröffentlicht in The journal of portfolio management (2017)