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Dive into the research topics where Young Shin Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Diversified Reward-Risk Parity in Portfolio Construction
Choi, J., Kim, H. & Kim, Y. S., Apr 1 2025, In: Studies in Nonlinear Dynamics and Econometrics. 29, 2, p. 213-233 21 p.Research output: Contribution to journal › Article › peer-review
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Portfolio optimization with relative tail risk
Kim, Y. S. & Fabozzi, F. J., Oct 2024, In: Annals of Operations Research. 341, 2-3, p. 1023-1055 33 p.Research output: Contribution to journal › Article › peer-review
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Deep Calibration with Artificial Neural Network: A Performance Comparison on Option-Pricing Models
Kim, Y. S., Kim, H. & Choi, J., Sep 1 2023, In: Journal of Financial Data Science. 5, 4, p. 100-118 19 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Multi-Asset Option Pricing Using Normal Tempered Stable Processes with Stochastic Correlation
Kim, Y. S., Kim, H., Choi, J. & Fabozzi, F. J., Mar 2023, In: Journal of Derivatives. 30, 3, p. 42-63 22 p.Research output: Contribution to journal › Article › peer-review
4 Scopus citations -
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk
Kurosaki, T. & Kim, Y. S., Mar 2022, In: Finance Research Letters. 45, 102143.Research output: Contribution to journal › Article › peer-review
Open Access13 Scopus citations