Hyejin Ku

Publication Activity (10 Years)

Years Active: 2006-2022
Publications (10 Years): 4

Top Topics

Partial Information

Optimality Criterion

Historical Data

Portfolio Management

Top Venues

Expert Syst. Appl.

Math. Methods Oper. Res.

Publications

Mingfu Wang, Hyejin Ku
Risk-sensitive policies for portfolio management. Expert Syst. Appl. 198 (2022)
Mingfu Wang, Hyejin Ku
Utilizing historical data for corporate credit rating assessment. Expert Syst. Appl. 165 (2021)
Richard Le, Hyejin Ku, Doobae Jun
Sequence-based clustering applied to long-term credit risk assessment. Expert Syst. Appl. 165 (2021)
Zehra Eksi, Hyejin Ku
Portfolio optimization for a large investor under partial information and price impact. Math. Methods Oper. Res. 86 (3) (2017)
Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku
Coherent multiperiod risk adjusted values and Bellman's principle. Ann. Oper. Res. 152 (1) (2007)
David Heath, Hyejin Ku
Consistency among trading desks. Finance Stochastics 10 (3) (2006)