Woo Chang Kim - Concepedia

Author

Woo Chang Kim

Korea Advanced Institute of Science and Technology ORCID

Also Known As

Eun Young Lee, Jang Ho Kim, Kim, Woo Chang, Lee, Yongjae, Woo Chang Kim, Woo-Chang Kim, Yongjae Lee

158

Publications

Citations

H-Index

Concepts

All Affiliations

Korea Advanced Institute of Science and Technology Ecole des Hautes Etudes Commerciales du Nord Kyung Hee University Ulsan National Institute of Science and Technology Princeton University

About

Woo Chang Kim is an author at Korea Advanced Institute of Science and Technology specializing in finance, management, and portfolio management.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Management	16	23	660
2	Business	14	18	539
3	Engineering	3	3	43
4	Accounting	3	3	64
5	Business Analytics	1	1	15

Woo Chang Kim

Publications

807

Citations

H-Index

Page 1

	Year	Citations
Dynamic asset allocation for varied financial markets under regime switching framework Geum Il Bae, Woo Chang Kim, John M. Mulvey European Journal of Operational Research EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingPortfolio Selection	2013	93
Recent Developments in Robust Portfolios with a Worst-Case Approach Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi Journal of Optimization Theory and Applications Mathematical ProgrammingPortfolio OptimizationAsset PricingManagementBusiness	2013	79
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments Woo Chang Kim, Frank J. Fabozzi, Patrick Cheridito, Economics Letters Fourth MomentsPortfolio OptimizationAsset PricingPortfolio SkewnessManagement	2013	41
Local residents’ attitudes about wind farms and associated noise annoyance in South Korea Jaehong Ki, Sun‐Jin Yun, Woo Chang Kim, Energy Policy	2022	37
What do robust equity portfolio models really do? Woo Chang Kim, Jang Ho Kim, So Hyoung Ahn, Annals of Operations Research Equity PortfoliosPortfolio SelectionManagementBusinessRobustness (Computer Science)	2012	36
Recent advancements in robust optimization for investment management Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi Annals of Operations Research Mathematical ProgrammingPortfolio OptimizationManagementRobust OptimizationFinancial Engineering	2017	35
Personalized goal-based investing via multi-stage stochastic goal programming Woo Chang Kim, Do-Gyun Kwon, Yongjae Lee, Quantitative Finance Mathematical ProgrammingPortfolio OptimizationPersonalized Wealth ManagementBusinessManagement	2019	35
Deciphering robust portfolios Woo Chang Kim, Jang Ho Kim, Frank J. Fabozzi Journal of Banking & Finance Mathematical ProgrammingPortfolio OptimizationUncertainty QuantificationPortfolio SelectionManagement	2014	34
Information Flow between Bitcoin and Other Investment Assets Eojin Yi, Woo Chang Kim, Kwangwon Ahn Entropy Empirical FinanceEconomicsFinancial EconomicsAsset PricingCausal Relationship	2019	31
Mean–Variance Optimization for Asset Allocation Jang Ho Kim, Yongjae Lee, Woo Chang Kim, The Journal of Portfolio Management Mean–variance ModelAsset AllocationPortfolio ManagementPortfolio ChoiceAsset Pricing	2021	30

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