Robust Factor-Based Investing
Jang Ho Kim, Woo Chang Kim and Frank J. Fabozzi
The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 157-164; DOI: https://doi.org/10.3905/jpm.2017.43.5.157
Jang Ho Kim
is an assistant professor in the Department of Industrial and Management Systems Engineering at Kyung Hee University in Seoul, Republic of Korea.
Woo Chang Kim
is an associate professor in the Department of Industrial and Systems Engineering at Korea Advanced Institute of Science and Technology (KAIST) in Daejeon, Republic of Korea.
Frank J. Fabozzi
is a professor of finance at EDHEC Business School in Nice, France.
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In this issue
The Journal of Portfolio Management
Vol. 43, Issue 5
Special QES Issue 2017
Robust Factor-Based Investing
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
The Journal of Portfolio Management Mar 2017, 43 (5) 157-164; DOI: 10.3905/jpm.2017.43.5.157