| Dynamic asset allocation for varied financial markets under regime switching framework GI Bae, WC Kim, JM Mulvey European Journal of Operational Research 234 (2), 450-458, 2014 | 115 | 2014 |
| 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 | 93 | 2014 |
| Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments WC Kim, FJ Fabozzi, P Cheridito, C Fox Economics Letters 122 (2), 154-158, 2014 | 52 | 2014 |
| Deciphering robust portfolios WC Kim, JH Kim, FJ Fabozzi Journal of Banking & Finance 45, 1-8, 2014 | 45 | 2014 |
| Robust Equity Portfolio Management: Formulations, Implementations, and Properties Using MATLAB WC Kim, JH Kim, FJ Fabozzi John Wiley & Sons, 2015 | 41* | 2015 |
| What do robust equity portfolio models really do? WC Kim, JH Kim, SH Ahn, FJ Fabozzi Annals of Operations Research 205, 141-168, 2013 | 40 | 2013 |
| Information flow between bitcoin and other investment assets SM Jang, E Yi, WC Kim, K Ahn Entropy 21 (11), 1116, 2019 | 37 | 2019 |
| Recent advancements in robust optimization for investment management JH Kim, WC Kim, FJ Fabozzi Annals of Operations Research 266, 183-198, 2018 | 37 | 2018 |
| Robust equity portfolio performance JH Kim, WC Kim, DG Kwon, FJ Fabozzi Annals of Operations Research 266, 293-312, 2018 | 33 | 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 | 28 | 2020 |
| Active equity managers in the US: Do the best follow momentum strategies? JM Mulvey, WC Kim The Journal of Portfolio Management 34 (2), 126-134, 2008 | 28 | 2008 |
| 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 | 27 | 2014 |
| Composition of robust equity portfolios JH Kim, WC Kim, FJ Fabozzi Finance Research Letters 10 (2), 72-81, 2013 | 26 | 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 | 24 | 2015 |
| Mean–variance optimization for asset allocation JH Kim, Y Lee, WC Kim, FJ Fabozzi The Journal of Portfolio Management 47 (5), 24-40, 2021 | 22 | 2021 |
| Robust factor-based investing JH Kim, WC Kim, FJ Fabozzi The Journal of Portfolio Management 43 (5), 157-164, 2017 | 22 | 2017 |
| Sparse tangent portfolio selection via semi-definite relaxation MJ Kim, Y Lee, JH Kim, WC Kim Operations Research Letters 44 (4), 540-543, 2016 | 19 | 2016 |
| Evaluating style investment—Does a fund market defined along equity styles add value? WC Kim, JM Mulvey Quantitative Finance 9 (6), 637-651, 2009 | 18 | 2009 |
| Constantly rebalanced portfolios - is mean-reverting necessary JM Mulvey, WC Kim Encyclopedia of Quantitative Finance, 2010 | 17* | 2010 |
| 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 | 13 | 2020 |
Yongjae LeeAssociate Professor, UNIST IE & AIGSVerified email at unist.ac.kr
