Black-Litterman Portfolio with K-shape Clustering

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Journal of Korean Society of Industrial and Systems Engineering :: Vol.46 No.4 pp.63-73

DOI:https://doi.org/10.11627/jksie.2023.46.4.063

Clustering-driven Pair Trading Portfolio Investment in Korean Stock Market

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Journal of Korean Society of Industrial and Systems Engineering :: Vol.45 No.3 pp.123-130

DOI:https://doi.org/10.11627/jksie.2022.45.3.123

Developing Pairs Trading Rules for Arbitrage Investment Strategy based on the Price Ratios of Stock Index Futures

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Journal of Korean Society of Industrial and Systems Engineering :: Vol.37 No.4 pp.202-211

DOI:https://doi.org/10.11627/jkise.2014.37.4.202