Robust models have a major role in portfolio optimization for resolving the sensitivity issue
of the classical mean–variance model. In this paper, we survey developments of worst-case …

Asset allocation among diverse financial markets is essential for investors especially under
situations such as the financial crisis of 2008. Portfolio optimization is the most developed …

We present the first Korean individual genome sequence (SJK) and analysis results. The
diploid genome of a Korean male was sequenced to 28.95-fold redundancy using the Illumina …

Although the deployment of wind energy has gradually increased in South Korea, local
opposition to the development of wind projects has frequently been reported; this could retard the …

The heart is an unusual site of metastasis from any malignancy. We report a case of cardiac
metastasis from colorectal cancer. A 70-year-old woman was referred with a presumptive …

This paper studies the causal relationship between Bitcoin and other investment assets. We
first test Granger causality and then calculate transfer entropy as an information-theoretic …

In spite of their importance, third or higher moments of portfolio returns are often neglected in
portfolio construction problems due to the computational difficulties associated with them. In …

The mean–variance model is widely acknowledged as the foundation of portfolio allocation
because it provides a framework for analyzing the trade-off between risk and return for …

Robust optimization has become a widely implemented approach in investment management
for incorporating uncertainty into financial models. The first applications were to asset …

The earliest documented analytical approach to portfolio selection is Markowitz’s mean–variance
analysis, which attempts to find the portfolio with optimal performance by considering …