引用次数
引用: 228
H-指数: 7
I10-指数 : 5
出版物: 19
The economic value of NFT: Evidence from a portfolio analysis using mean--variance framework
Hyungjin Ko , Bumho Son , Yunyoung Lee , Huisu Jang
Finance Research Letters 47 102784
32
2022
Fair clustering with fair correspondence distribution
Woojin Lee , Hyungjin Ko , Junyoung Byun , Taeho Yoon
Information Sciences 581 155 -178
2
2021
Predicting bitcoin prices by using rolling window LSTM model
Jang Huisu , Jaewook Lee , Hyungjin Ko , Woojin Lee
Smpte Journal 19 -23
24
2018
Price co-movements in decentralized financial markets
Seongwan Park , Seungju Lee , Yunyoung Lee , Hyungjin Ko
Applied Economics Letters 30 ( 21) 3075 -3082
6
2023
A Privacy-preserving mean–variance optimal portfolio
Junyoung Byun , Hyungjin Ko , Jaewook Lee
Finance Research Letters 54 103794 -103794
6
2023
A privacy-preserving robo-advisory system with the Black-Litterman portfolio model: A new framework and insights into investor behavior
Hyungjin Ko , Junyoung Byun , Jaewook Lee
Journal of International Financial Markets, Institutions and Money 89 101873 -101873
5
2023
Outside the (Black) Box: Explaining Risk Premium via Interpretable Machine Learning
Hyungjin Ko , Hoki Kim , Jaewook Lee
Available at SSRN
2024
Exploring Generative AI for Modeling the Dynamics of Asset Price Process
Jinseong Park , Hyungjin Ko , Jaewook Lee
Available at SSRN 4491342
5
2023
Advanced Market-Adaptive Portfolio Insurance: Dynamic Regime Detection Approach
Jinseong Park , Jaewook Lee , Hyungjin Ko
Available at SSRN 4779183
2024
Can ChatGPT improve investment decisions? From a portfolio management perspective
Hyungjin Ko , Jaewook Lee
Finance Research Letters 64 105433 -105433
36
2024
Portfolio insurance strategy in the cryptocurrency market
Hyungjin Ko , Bumho Son , Jaewook Lee
Research in International Business and Finance 67 102135 -102135
7
2024
A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management
Hyungjin Ko , Bumho Son , Jaewook Lee
Journal of International Financial Markets, Institutions and Money 91 101949 -101949
3
2024
Sequence and longevity risks of South Korean retirees: Insights and potential remedies
Hyungjin Ko , Seungyun Lee , Jaewook Lee
Pacific-Basin Finance Journal 83 102263 -102263
3
2024
Dynamic investment strategy to safeguard retirement portfolio and insights into retiree behavior
Hyungjin Ko , Seungyun Lee , Jaewook Lee
Available at SSRN 4613707
3
2023
Advancing Financial Privacy: A Novel Integrative Approach for Privacy-Preserving Optimal Portfolio
Hyungjin Ko , Jaewook Lee , Junyoung Byun
Available at SSRN 4819166
1
2024
Influence and Predictive Power of Sentiment: Evidence From the Lithium Market
Woojin Jeong , Seongwan Park , Seungyun Lee , Bumho Son
Available at SSRN 4788883
2024
Machine Learning-based Asset Allocation Strategy and Digital Asset Investment for Portfolio Management
Hyungjin Ko
Seoul National University
2022
Advancing Financial Privacy: A Novel Integrative Approach for Privacy-Preserving Optimal Portfolio
Junyoung Byun , Hyungjin Ko , Jaewook Lee
Available at SSRN 4749943
Non-fungible tokens: a hedge or a safe haven?
Ko , Hyungjin and Lee , Jaewook
Applied Economics Letters 1 -8
2023