Young Shin Kim - Publications, H-index & Citations

Young Shin Kim

Cornell University

23H指数

154论文数

2.0K被引数

收录论文 18

发表时间

Portfolio optimization with relative tail risk

ANNALS OF OPERATIONS RESEARCH

IF4.5

2024-08-31

PREAI

Kim, Young Shin; Fabozzi, Frank J.

Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model 多元正态调和稳定模型的投资组合优化和风险边际贡献

ANNALS OF OPERATIONS RESEARCH

IF4.5

2022-03-09

PREAI

Kim, Young Shin

Enhancing binomial and trinomial equity option pricing models 改进二项式和三项式股票期权定价模型

FINANCE RESEARCH LETTERS

IF6.9

2019-03-01

OAAI

Kim, Young Shin; Stoyanov, Stoyan; Rachev, Svetlozar; Fabozzi, Frank J.

The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation

ANNALS OF OPERATIONS RESEARCH

IF4.5

2016-10-24

PREAI

Anand, Abhinav; Li, Tiantian; Kurosaki, Tetsuo; Kim, Young Shin

Foster-Hart optimal portfolios

JOURNAL OF BANKING & FINANCE

IF3.8

2016-07-01

PREAI

Anand, Abhinav; Li, Tiantian; Kurosaki, Tetsuo; Kim, Young Shin

Reward-risk momentum strategies using classical tempered stable distribution

JOURNAL OF BANKING & FINANCE

IF3.8

2015-09-01

OAAI

Choi, Jaehyung; Kim, Young Shin; Mitov, Ivan

Quanto option pricing in the presence of fat tails and asymmetric dependence

JOURNAL OF ECONOMETRICS

IF4

2015-08-01

OAAI

Kim, Young Shin; Lee, Jaesung; Mittnik, Stefan; Park, Jiho

Option pricing under stochastic volatility and tempered stable Levy jumps

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2014-01-01

PREAI

Zaevski, Tsvetelin S.; Kim, Young Shin; Fabozzi, Frank J.

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model 基于非高斯多变量模型的金融风险度量与投资组合优化

ANNALS OF OPERATIONS RESEARCH

IF4.5

2012-11-21

PREAI

Kim, Young Shin; Giacometti, Rosella; Rachev, Svetlozar T.; Fabozzi, Frank J.; Mignacca, Domenico

Time series analysis for financial market meltdowns

JOURNAL OF BANKING & FINANCE

IF3.8

2011-08-01

OAAI

Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Mitov, Ivan; Fabozzi, Frank J.

Epitaxial Oxygen Getter for a Brownmillerite Phase Transformation in Manganite Films

ADVANCED MATERIALS

IF26.8

2011-01-27

OAAI

Ferguson, J. D.; Kim, Y.; Kourkoutis, L. Fitting; Vodnick, A.; Woll, A. R.; Muller, D. A.; Brock, J. D.

Anomalous Hall effect suppression in anatase Co:TiO2 by the insertion of an interfacial TiO2 buffer layer

APPLIED PHYSICS LETTERS

IF3.6

2010-11-24

OAAI

Lee, Y. J.; de Jong, M. P.; van der Wiel, W. G.; Kim, Y.; Brock, J. D.

Tempered stable and tempered infinitely divisible GARCH models

JOURNAL OF BANKING & FINANCE

IF3.8

2010-09-01

OAAI

Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.

Financial market models with Levy processes and time-varying volatility

JOURNAL OF BANKING & FINANCE

IF3.8

2008-07-01

OAAI

Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.

A PDA and wireless web-integrated system for quality inspection and defect management of apartment housing projects

AUTOMATION IN CONSTRUCTION

IF11.5

2008-01-01

PREAI

Kim, Young S.; Oh, Se W.; Cho, Yong K.; Seo, Jong W.

Network conscious design of distributed real-time systems 分布式实时系统的网络意识设计

JOURNAL OF SYSTEMS ARCHITECTURE

IF4.1

1998-10-01

PREAI

Park, JW; Kim, YS; Hong, SS; Saksena, M; Noh, SH; Kwon, WH

A pre-run-time scheduling method for distributed real-time systems in an FIP environment

CONTROL ENGINEERING PRACTICE

IF4.6

1998-01-01

PREAI

Kim, YS; Jeong, S; Kwon, WH

A model-based and computer-aided approach to analysis of human errors in nuclear power plants

RELIABILITY ENGINEERING & SYSTEM SAFETY

IF11

1996-01-01

PREAI

Yoon, WC; Lee, YH; Kim, YS

研究方向