BibTeX records: Hyejin Ku

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@article{DBLP:journals/eswa/WangK22,
  author       = {Mingfu Wang and
                  Hyejin Ku},
  title        = {Risk-sensitive policies for portfolio management},
  journal      = {Expert Syst. Appl.},
  volume       = {198},
  pages        = {116807},
  year         = {2022},
  url          = {https://doi.org/10.1016/j.eswa.2022.116807},
  doi          = {10.1016/J.ESWA.2022.116807},
  timestamp    = {Wed, 18 May 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/eswa/WangK22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eswa/WangK21,
  author       = {Mingfu Wang and
                  Hyejin Ku},
  title        = {Utilizing historical data for corporate credit rating assessment},
  journal      = {Expert Syst. Appl.},
  volume       = {165},
  pages        = {113925},
  year         = {2021},
  url          = {https://doi.org/10.1016/j.eswa.2020.113925},
  doi          = {10.1016/J.ESWA.2020.113925},
  timestamp    = {Sun, 25 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/eswa/WangK21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eswa/LeKJ21,
  author       = {Richard Le and
                  Hyejin Ku and
                  Doobae Jun},
  title        = {Sequence-based clustering applied to long-term credit risk assessment},
  journal      = {Expert Syst. Appl.},
  volume       = {165},
  pages        = {113940},
  year         = {2021},
  url          = {https://doi.org/10.1016/j.eswa.2020.113940},
  doi          = {10.1016/J.ESWA.2020.113940},
  timestamp    = {Sun, 25 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/eswa/LeKJ21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mmor/EksiK17,
  author       = {Zehra Eksi and
                  Hyejin Ku},
  title        = {Portfolio optimization for a large investor under partial information
                  and price impact},
  journal      = {Math. Methods Oper. Res.},
  volume       = {86},
  number       = {3},
  pages        = {601--623},
  year         = {2017},
  url          = {https://doi.org/10.1007/s00186-017-0589-x},
  doi          = {10.1007/S00186-017-0589-X},
  timestamp    = {Tue, 03 Mar 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mmor/EksiK17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/ArtznerDEHK07,
  author       = {Philippe Artzner and
                  Freddy Delbaen and
                  Jean{-}Marc Eber and
                  David Heath and
                  Hyejin Ku},
  title        = {Coherent multiperiod risk adjusted values and Bellman's principle},
  journal      = {Ann. Oper. Res.},
  volume       = {152},
  number       = {1},
  pages        = {5--22},
  year         = {2007},
  url          = {https://doi.org/10.1007/s10479-006-0132-6},
  doi          = {10.1007/S10479-006-0132-6},
  timestamp    = {Sun, 25 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ArtznerDEHK07.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/HeathK06,
  author       = {David Heath and
                  Hyejin Ku},
  title        = {Consistency among trading desks},
  journal      = {Finance Stochastics},
  volume       = {10},
  number       = {3},
  pages        = {331--340},
  year         = {2006},
  url          = {https://doi.org/10.1007/s00780-006-0014-4},
  doi          = {10.1007/S00780-006-0014-4},
  timestamp    = {Sun, 25 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/HeathK06.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}