Jang Ho Kim

Orcid: 0000-0003-0844-2842

According to our database¹, Jang Ho Kim authored at least 11 papers between 2013 and 2025.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of four.

Timeline

Legend:

Book

In proceedings

Article

PhD thesis

Dataset

Other

Bibliography

2025

Enhancing mean-variance portfolio optimization through GANs-based anomaly detection.

[BibT_eX]

[DOI]

Ann. Oper. Res., March, 2025

2022

Observing Cryptocurrencies through Robust Anomaly Scores.

[BibT_eX]

[DOI]

Geumil Bae

Jang Ho Kim

Entropy, November, 2022

Goal-based investing based on multi-stage robust portfolio optimization.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2022

2021

Sparse factor model based on trend filtering.

[BibT_eX]

[DOI]

Jang Ho Kim

Woo Chang Kim

Frank J. Fabozzi

Ann. Oper. Res., 2021

2020

Sparse and robust portfolio selection via semi-definite relaxation.

[BibT_eX]

[DOI]

J. Oper. Res. Soc., 2020

2018

Robust equity portfolio performance.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2018

Recent advancements in robust optimization for investment management.

[BibT_eX]

[DOI]

Jang Ho Kim

Woo Chang Kim

Frank J. Fabozzi

Ann. Oper. Res., 2018

2016

Sparse tangent portfolio selection via semi-definite relaxation.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2016

2014

Recent Developments in Robust Portfolios with a Worst-Case Approach.

[BibT_eX]

[DOI]

Jang Ho Kim

Woo Chang Kim

Frank J. Fabozzi

J. Optim. Theory Appl., 2014

Robust portfolios that do not tilt factor exposure.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2014

2013

What do robust equity portfolio models really do?

[BibT_eX]

[DOI]

Ann. Oper. Res., 2013

Jang Ho Kim

Timeline

Legend:

Links

Online presence:

On csauthors.net:

Bibliography

Loading...