공학 관 476 - 1 호 
 031 - 201 - 2428 
 janghokim @ khu . ac . kr 
 http : / / felab . khu . ac . kr / 
 Ph . D . , KAIST , Department of Industrial and Systems Engineering , Korea , 2014 . M . Eng . , Cornell University , Department of Computer Science , USA , 2008 . B . S , Cornell University , Department of Computer Science , USA , 2007 . 
 Assistant Professor , Industrial and Management Systems Engineering , Kyung Hee University , 2015 - present . Adjunct Professor , Department of Software Convergence , Kyung Hee University , 2017 - present . Visiting Assistant Professor , College of Business , James Madison University , 2014 - 2015 Editorial Advisory Board , Journal of Portfolio Management , 2017 - present . 국민 연금 투자 정책 전문 위원회 위원 , 2019 - present . Advisor , Veranos , 2017 - present . Guest Editor , Special Issue on Optimization Methods in Asset Management , International Journal of Financial Engineering and Risk Management , 2017 Collaborator , KAIST Center for Wealth Management Technologies , 2016 - present Director , Financial Engineering Lab , Kyung Hee University , 2016 - present Researcher , DPT Capital Management , LLC , 2012 . Associate , Bank of America Merrill Lynch , 2008 - 2010 . An automated system for financial guidance , National Research Foundation of Korea , 2016 . 06 - 2018 . 05 ( Principal researcher ) Controlling long - term portfolio risk with robust optimization , Kyung Hee University , 2015 . 09 - 2016 . 08 ( Principal researcher ) 
 Lee , Y . , Kim . , M . J . , Kim , J . H . , Jang , J . R . , & Kim , W . C . ( 2019 ) . Spare and robust portfolio selection via semi - definite relaxation . Journal of the Operational Research Society , forthcoming . [ SCI ] Kim , J . H . , Kim , W . C . , & Kim , J . ( 2019 ) . A practical solution to improve the nutritional balance of Korean dine - out menus using linear programming . Public Health Nutrition , forthcoming . [ SCIE ] Kim , J . H . , Kim , W . C . , & Fabozzi , F . J . ( 2018 ) . Recent advancements in robust optimization for investment management . Annals of Operations Research , 266 ( 1 - 2 ) , 183 - 198 . [ SCI ] Kim , J . H . , Kim , W . C . , Kwon , D . G . , & Fabozzi , F . J . ( 2018 ) . Robust equity portfolio performance . Annals of Operations Research , 266 ( 1 - 2 ) , 293 - 312 . [ SCI ] Kim , J . H . , Kim , W . C . , & Fabozzi , F . J . ( 2017 ) . Robust factor - based investing . Journal of Portfolio Management , 43 ( 5 ) , 157 - 164 . [ SSCI ] Kim , J . H . , Kim , W . C . , & Fabozzi , F . J . ( 2017 ) . Penalizing variances for higher dependency on factors . Quantitative Finance , 17 ( 4 ) , 479 - 489 . [ SSCI ] Kwon , D . G . , Kim , J . H . , Lee , Y . , & Kim , W . C . ( 2017 ) . Modeling the dynamics of institutional , foreign , and individual investors through price consensus . International Review of Financial Analysis , 49 , 166 - 175 . [ SSCI ] Kim , J . H . , Kim , W . C . , & Fabozzi , F . J . ( 2016 ) . Portfolio selection with conservative short - selling . Finance Research Letters , 18 , 363 - 369 . [ SSCI ] Kim , M . J . , Lee , Y . , Kim , J . H . , & Kim , W . C . ( 2016 ) . Sparse tangent portfolio selection via semi - definite relaxation . Operations Research Letters , 44 ( 4 ) , 540 - 543 . [ SCI ] Kim , W . C . , Kim , J . H . , Mulvey , J . M . , & Fabozzi , F . J . ( 2015 ) . Focusing on the worst state for robust investing . International Review of Financial Analysis , 39 , 19 - 31 . [ SSCI ] Kim , W . C . , Kim , J . H . , & Fabozzi , F . J . ( 2014 ) . Deciphering robust portfolios . Journal of Banking and Finance , 45 , 1 - 8 . [ SSCI ] Kim , W . C . , Kim , M . J . , Kim , J . H . , & Fabozzi , F . J . ( 2014 ) . Robust portfolios that do not tilt factor exposure . European Journal of Operational Research , 234 ( 2 ) , 411 - 421 . [ SCIE ] Kim , J . H . , Kim , W . C . , & Fabozzi , F . J . ( 2014 ) . Recent developments in robust portfolios with a worst - case approach . Journal of Optimization Theory and Applications , 161 ( 1 ) , 103 - 121 . [ SCI ] Kim , J . H . , Kim , W . C . , & Fabozzi , F . J . ( 2013 ) . Composition of robust equity portfolios . Finance Research Letters , 10 ( 2 ) , 72 - 81 . [ SSCI ] Kim , W . C . , Kim , J . H . , Ahn , S . H . , & Fabozzi , F . J . ( 2013 ) . What do robust equity portfolio models really do ? Annals of Operations Research , 205 ( 1 ) , 141 - 168 . [ SCI ] 
 International Conference : " Multi - Stage Stochastic Goal Programming Explained : Holistic Approach for Goal - Based Investing , " Four - University Rotating FinTech Conference , Seoul , April 2018 . " Robust Portfolio Models , " Four - University Rotating FinTech Conference , Princeton , US , April 2017 . " Higher Factor Dependency of Robust Portfolios for Achieving Robustness , " International Conference on Continuous Optimization ( ICCOPT ) , Tokyo , Japan , August 2016 . Reviewer for Journal of Portfolio Management , Quantitative Finance , Finance Research Letters , Emerging Markets Finance and Trade , IMA Journal of Management Mathematics , International Journal of Multicriteria Decision Making , Journal of the Korean Institute of Industrial Engineers 
 Financial engineering , Portfolio optimization , Investment and risk management , Automated investments , Robust optimization