What do robust equity portfolio models really do? - Woo Chang Kim; Jang Ho Kim; So Hyoung Ahn; Frank J. Fabozzi (Ann. Oper. Res., 2013)

Robust portfolios that do not tilt factor exposure. - Woo Chang Kim; Min Jeong Kim; Jang Ho Kim; Frank J. Fabozzi (Eur. J. Oper. Res., 2014)

Recent Developments in Robust Portfolios with a Worst-Case Approach. - Jang Ho Kim; Woo Chang Kim; Frank J. Fabozzi (J. Optim. Theory Appl., 2014)

Sparse tangent portfolio selection via semi-definite relaxation. - Min Jeong Kim; Yongjae Lee; Jang Ho Kim; Woo Chang Kim (Oper. Res. Lett., 2016)

Recent advancements in robust optimization for investment management. - Jang Ho Kim; Woo Chang Kim; Frank J. Fabozzi (Ann. Oper. Res., 2018)

Robust equity portfolio performance. - Jang Ho Kim; Woo Chang Kim; Do-Gyun Kwon; Frank J. Fabozzi (Ann. Oper. Res., 2018)

Sparse and robust portfolio selection via semi-definite relaxation. - Yongjae Lee; Min Jeong Kim; Jang Ho Kim; Ju Ri Jang; Woo Chang Kim (J. Oper. Res. Soc., 2020)

Sparse factor model based on trend filtering. - Jang Ho Kim; Woo Chang Kim; Frank J. Fabozzi (Ann. Oper. Res., 2021)

Goal-based investing based on multi-stage robust portfolio optimization. - Jang Ho Kim; Yongjae Lee; Woo Chang Kim; Frank J. Fabozzi (Ann. Oper. Res., 2022)

Observing Cryptocurrencies through Robust Anomaly Scores. - Geumil Bae; Jang Ho Kim (Entropy, 2022)

Enhancing mean-variance portfolio optimization through GANs-based anomaly detection. - Jang Ho Kim; Seyoung Kim; Yongjae Lee; Woo Chang Kim; Frank J. Fabozzi (Ann. Oper. Res., 2025)