Jang Ho Kim

Publication Activity (10 Years)

Years Active: 2013-2022
Publications (10 Years): 7

Top Topics

Interior Point Methods

Semi Definite Programming

Robust Optimization

Portfolio Selection

Top Venues

Ann. Oper. Res.

Oper. Res. Lett.

J. Optim. Theory Appl.

J. Oper. Res. Soc.

Publications

Geumil Bae, Jang Ho Kim
Observing Cryptocurrencies through Robust Anomaly Scores. Entropy 24 (11) (2022)
Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi
Goal-based investing based on multi-stage robust portfolio optimization. Ann. Oper. Res. 313 (2) (2022)
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
Sparse factor model based on trend filtering. Ann. Oper. Res. 306 (1) (2021)
Yongjae Lee, Min Jeong Kim, Jang Ho Kim, Ju Ri Jang, Woo Chang Kim
Sparse and robust portfolio selection via semi-definite relaxation. J. Oper. Res. Soc. 71 (5) (2020)
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
Recent advancements in robust optimization for investment management. Ann. Oper. Res. 266 (1-2) (2018)
Jang Ho Kim, Woo Chang Kim, Do-Gyun Kwon, Frank J. Fabozzi
Robust equity portfolio performance. Ann. Oper. Res. 266 (1-2) (2018)
Min Jeong Kim, Yongjae Lee, Jang Ho Kim, Woo Chang Kim
Sparse tangent portfolio selection via semi-definite relaxation. Oper. Res. Lett. 44 (4) (2016)
Woo Chang Kim, Min Jeong Kim, Jang Ho Kim, Frank J. Fabozzi
Robust portfolios that do not tilt factor exposure. Eur. J. Oper. Res. 234 (2) (2014)
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
Recent Developments in Robust Portfolios with a Worst-Case Approach. J. Optim. Theory Appl. 161 (1) (2014)
Woo Chang Kim, Jang Ho Kim, So Hyoung Ahn, Frank J. Fabozzi
What do robust equity portfolio models really do? Ann. Oper. Res. 205 (1) (2013)