| 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 | 99 | 2014 |
| Deciphering robust portfolios WC Kim, JH Kim, FJ Fabozzi Journal of Banking & Finance 45, 1-8, 2014 | 44 | 2014 |
| Recent advancements in robust optimization for investment management JH Kim, WC Kim, FJ Fabozzi Annals of Operations Research 266, 183-198, 2018 | 43 | 2018 |
| What do robust equity portfolio models really do? WC Kim, JH Kim, SH Ahn, FJ Fabozzi Annals of Operations Research 205, 141-168, 2013 | 42 | 2013 |
| Mean-variance optimization for asset allocation JH Kim, Y Lee, WC Kim, FJ Fabozzi Journal of Portfolio Management 47 (5), 24-40, 2021 | 37 | 2021 |
| Robust equity portfolio performance JH Kim, WC Kim, DG Kwon, FJ Fabozzi Annals of Operations Research 266, 293-312, 2018 | 35 | 2018 |
| 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 | 34 | 2020 |
| Robust equity portfolio management: Formulations, implementations, and properties using MATLAB WC Kim, JH Kim, FJ Fabozzi John Wiley & Sons, 2015 | 33 | 2015 |
| 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 | 28 | 2014 |
| Composition of robust equity portfolios JH Kim, WC Kim, FJ Fabozzi Finance Research Letters 10 (2), 72-81, 2013 | 27 | 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 |
| Sparse and robust portfolio selection via semi-definite relaxation Y Lee, MJ Kim, JH Kim, JR Jang, W Chang Kim Journal of the Operational Research Society 71 (5), 687-699, 2020 | 22 | 2020 |
| Sparse tangent portfolio selection via semi-definite relaxation MJ Kim, Y Lee, JH Kim, WC Kim Operations Research Letters 44 (4), 540-543, 2016 | 22 | 2016 |
| Goal-based investing based on multi-stage robust portfolio optimization JH Kim, Y Lee, WC Kim, FJ Fabozzi Annals of Operations Research 313 (2), 1141-1158, 2022 | 21 | 2022 |
| Robust factor-based investing JH Kim, WC Kim, FJ Fabozzi The Journal of Portfolio Management 43 (5), 157-164, 2017 | 21 | 2017 |
| What if ChatGPT were a quant asset manager JH Kim Finance Research Letters 58, 104580, 2023 | 18 | 2023 |
| An overview of machine learning for asset management Y Lee, JRJ Thompson, JH Kim, WC Kim, FA Fabozzi, FJ Fabozzi, ... The Journal of Portfolio Management 49 (9), 31-63, 2023 | 18 | 2023 |
| Portfolio selection with conservative short-selling JH Kim, WC Kim, FJ Fabozzi Finance Research Letters 18, 363-369, 2016 | 14 | 2016 |
| Analyzing diversification benefits of cryptocurrencies through backfill simulation JH Kim Finance Research Letters 50, 103238, 2022 | 13 | 2022 |
| The effects of errors in means, variances, and correlations on the mean-variance framework M Chung, Y Lee, JH Kim, WC Kim, FJ Fabozzi Quantitative Finance 22 (10), 1893-1903, 2022 | 13 | 2022 |
