Consistency among trading desks. - David Heath; Hyejin Ku (Finance Stochastics, 2006)

Coherent multiperiod risk adjusted values and Bellman's principle. - Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath; Hyejin Ku (Ann. Oper. Res., 2007)

Portfolio optimization for a large investor under partial information and price impact. - Zehra Eksi; Hyejin Ku (Math. Methods Oper. Res., 2017)

Sequence-based clustering applied to long-term credit risk assessment. - Richard Le; Hyejin Ku; Doobae Jun (Expert Syst. Appl., 2021)

Utilizing historical data for corporate credit rating assessment. - Mingfu Wang; Hyejin Ku (Expert Syst. Appl., 2021)

Risk-sensitive policies for portfolio management. - Mingfu Wang; Hyejin Ku (Expert Syst. Appl., 2022)

Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning. - Mehrdad Moghimi; Hyejin Ku (CoRR, 2025)

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning. - Mehrdad Moghimi; Hyejin Ku (CoRR, 2025)