Author/Creator: Kim, Woo Chang - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Kim, Woo Chang

1. A practical solution to improve the nutritional balance of Korean dine-out menus using linear programming. Issue 6 (15th February 2019)

Authors:: Kim, Jang Ho; Kim, Woo Chang; Kim, Jihye
Journal:: Public health nutrition
Issue:: Volume 22:Issue 6(2019)
Page Start:: 957
Record Type:: Journal Article
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2. A uniformly distributed random portfolio. Issue 2 (1st February 2016)

Authors:: Kim, Woo Chang; Lee, Yongjae
Journal:: Quantitative finance
Issue:: Volume 16:Issue 2(2016)
Page Start:: 297
Record Type:: Journal Article
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3. An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey. Issue 40 (27th August 2018)

Authors:: Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, Frank J.
Journal:: Applied economics
Issue:: Volume 50:Issue 40(2018)
Page Start:: 4318
Record Type:: Journal Article
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4. Constructing a personalized recommender system for life insurance products with machine‐learning techniques. Issue 4 (28th November 2022)

Authors:: Kong, Hyeongwoo; Yun, Wonje; Joo, Weonyoung; Kim, Ju‐Hyun; Kim, Kyoung‐Kuk; Moon, Il‐Chul; Kim, Woo Chang
Journal:: Intelligent systems in accounting, finance and management
Issue:: Volume 29:Issue 4(2022)
Page Start:: 242
Record Type:: Journal Article
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5. Penalizing variances for higher dependency on factors. Issue 4 (3rd April 2017)

Authors:: Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J.
Journal:: Quantitative finance
Issue:: Volume 17:Issue 4(2017)
Page Start:: 479
Record Type:: Journal Article
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6. Personalized goal-based investing via multi-stage stochastic goal programming. Issue 3 (3rd March 2020)

Authors:: Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, Changle
Journal:: Quantitative finance
Issue:: Volume 20:Issue 3(2020)
Page Start:: 515
Record Type:: Journal Article
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7. The effects of errors in means, variances, and correlations on the mean-variance framework. Issue 10 (3rd October 2022)

Authors:: Chung, Munki; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J.
Journal:: Quantitative finance
Issue:: Volume 22:Issue 10(2022)
Page Start:: 1893
Record Type:: Journal Article
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8. Why your smart beta portfolio might not work. (2018)

Authors:: Lee, Yongjae; Kim, Woo Chang
Journal:: International journal of financial engineering and risk management
Issue:: Volume 2:Number 4(2018)
Page Start:: 351
Record Type:: Journal Article
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