Daehwan Kim

Another look at the information ratio

Ludwig B. Chincarini, Daehwan Kim, 2007 .

Benlangmead/Bowtie2: V2.3.2

Ben, Jim, Christian Brueffer, 2017 .

Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management

Ludwig B. Chincarini, Daehwan Kim, Daehwan Kim, 2006 .

On the use of the Moore–Penrose generalized inverse in the portfolio optimization problem

Daehwan Kim, Miyoung Lee, 2017 .