Woo Chang Kim

Cited by

	All	Since 2019
Citations	1097	750
h-index	18	14
i10-index	34	25

180

135

20092010201120122013201420152016201720182019202020212022202320248 10 7 7 22 35 53 54 77 61 66 100 115 140 162 166

Co-authors

Jang Ho KimGraduate School of Management of Technology, Korea UniversityVerified email at korea.ac.kr
Yongjae LeeAssociate Professor, UNIST IE & AIGSVerified email at unist.ac.kr
John MulveyPrinceton UniversityVerified email at princeton.edu
Koray D. SimsekProfessor of Finance, Rollins CollegeVerified email at rollins.edu
Geumil BaePh.D candidate, Industrial and Systems Engineering, KAISTVerified email at kaist.ac.kr
Francesco A. FabozziData Science Doctoral Candidate, Stevens Institute of TechnologyVerified email at stevens.edu
Kwangwon AhnVerified email at yonsei.ac.kr
Jinkyu LeePhD, Industrial and Systems Engineering, KAISTVerified email at kaist.ac.kr
Woosung KohYonsei UniversityVerified email at yonsei.ac.kr
Wonje YunVerified email at uchicago.edu
Patrick CheriditoETH ZurichVerified email at math.ethz.ch
Joohwan KoUniversity of Massachusetts AmherstVerified email at umass.edu
Sanghyeon BaeKorea Advanced Institute of Science and Technology (KAIST)Verified email at kaist.ac.kr
Eojin Yi | MD, PhDSeoul AI School / Seoul Business School, aSSIST UniversityVerified email at assist.ac.kr
Hyunglip BaeDoctoral student, Industrial and Systems Engineering, KAISTVerified email at kaist.ac.kr
Munki ChungKorea Advanced Institute of Science and Technology (KAIST)Verified email at kaist.ac.kr
Guhyuk ChungPh.D. Candidate, Industrial and Systems Engineering, KAISTVerified email at kaist.ac.kr
Jihye KimKyung Hee UniversityVerified email at khu.ac.kr
Jinkyoo ParkDepartment of Industrial and Systems Engineering, KAISTVerified email at kaist.ac.kr
Weonyoung JooAssistant Professor, EWHA Womans UniversityVerified email at ewha.ac.kr

Woo Chang Kim

Professor, Industrial and Systems Engineering, KAIST

Verified email at kaist.ac.kr

Financial Engineering Portfolio Selection Machine Learning Alternative Investment


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Dynamic asset allocation for varied financial markets under regime switching framework GI Bae, WC Kim, JM Mulvey European Journal of Operational Research 234 (2), 450-458, 2014	123	2014
Recent developments in robust portfolios with a worst-case approach JH Kim, WC Kim, FJ Fabozzi Journal of Optimization Theory and Applications 161, 103-121, 2014	95	2014
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments WC Kim, FJ Fabozzi, P Cheridito, C Fox Economics Letters 122 (2), 154-158, 2014	52	2014
Deciphering robust portfolios WC Kim, JH Kim, FJ Fabozzi Journal of Banking & Finance 45, 1-8, 2014	44	2014
Robust equity portfolio management: Formulations, implementations, and properties using MATLAB WC Kim, JH Kim, FJ Fabozzi John Wiley & Sons, 2015	41*	2015
What do robust equity portfolio models really do? WC Kim, JH Kim, SH Ahn, FJ Fabozzi Annals of Operations Research 205, 141-168, 2013	40	2013
Recent advancements in robust optimization for investment management JH Kim, WC Kim, FJ Fabozzi Annals of Operations Research 266, 183-198, 2018	39	2018
Information flow between bitcoin and other investment assets SM Jang, E Yi, WC Kim, K Ahn Entropy 21 (11), 1116, 2019	37	2019
Concise formulas for the surface area of the intersection of two hyperspherical caps Y Lee, WC Kim KAIST Technical Report, 2014	37	2014
Robust equity portfolio performance JH Kim, WC Kim, DG Kwon, FJ Fabozzi Annals of Operations Research 266, 293-312, 2018	35	2018
Mean-variance optimization for asset allocation JH Kim, Y Lee, WC Kim, FJ Fabozzi Journal of Portfolio Management 47 (5), 24-40, 2021	31	2021
Personalized goal-based investing via multi-stage stochastic goal programming WC Kim, DG Kwon, Y Lee, JH Kim, C Lin Quantitative Finance 20 (3), 515-526, 2020	30	2020
Active equity managers in the US: Do the best follow momentum strategies? JM Mulvey, WC Kim The Journal of Portfolio Management 34 (2), 126-134, 2008	28	2008
Robust portfolios that do not tilt factor exposure WC Kim, MJ Kim, JH Kim, FJ Fabozzi European Journal of Operational Research 234 (2), 411-421, 2014	26	2014
Composition of robust equity portfolios JH Kim, WC Kim, FJ Fabozzi Finance Research Letters 10 (2), 72-81, 2013	26	2013
Focusing on the worst state for robust investing WC Kim, JH Kim, JM Mulvey, FJ Fabozzi International Review of Financial Analysis 39, 19-31, 2015	23	2015
Robust factor-based investing JH Kim, WC Kim, FJ Fabozzi The Journal of Portfolio Management 43 (5), 157-164, 2017	22	2017
Sparse tangent portfolio selection via semi-definite relaxation MJ Kim, Y Lee, JH Kim, WC Kim Operations Research Letters 44 (4), 540-543, 2016	19	2016
Constantly rebalanced portfolios - is mean-reverting necessary JM Mulvey, WC Kim Encyclopedia of Quantitative Finance, 2010	18*	2010
Evaluating style investment—Does a fund market defined along equity styles add value? WC Kim, JM Mulvey Quantitative Finance 9 (6), 637-651, 2009	18	2009

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors