| The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework H Ko, B Son, Y Lee, H Jang, J Lee Finance Research Letters 47, 102784, 2022 | 95 | 2022 |
| Can ChatGPT improve investment decisions? From a portfolio management perspective H Ko, J Lee Finance Research Letters 64, 105433, 2024 | 34 | 2024 |
| Predicting bitcoin prices by using rolling window LSTM model J Huisu, J Lee, H Ko, W Lee Proceedings of the KDD data science in Fintech Workshop, London, UK, 19-23, 2018 | 26 | 2018 |
| Non-fungible tokens: a hedge or a safe haven? H Ko, J Lee Applied economics letters 31 (14), 1278-1285, 2024 | 17 | 2024 |
| Fair clustering with fair correspondence distribution W Lee, H Ko, J Byun, T Yoon, J Lee Information Sciences 581, 155-178, 2021 | 12 | 2021 |
| Portfolio insurance strategy in the cryptocurrency market H Ko, B Son, J Lee Research in International Business and Finance 67, 102135, 2024 | 6 | 2024 |
| Price co-movements in decentralized financial markets S Park, S Lee, Y Lee, H Ko, B Son, J Lee, H Jang Applied Economics Letters 30 (21), 3075-3082, 2023 | 6 | 2023 |
| A privacy-preserving mean–variance optimal portfolio J Byun, H Ko, J Lee Finance Research Letters 54, 103794, 2023 | 6 | 2023 |
| A privacy-preserving robo-advisory system with the Black-Litterman portfolio model: A new framework and insights into investor behavior H Ko, J Byun, J Lee Journal of International Financial Markets, Institutions and Money 89, 101873, 2023 | 5 | 2023 |
| Exploring generative AI for modeling the dynamics of asset price process J Park, H Ko, J Lee Available at SSRN 4491342, 2023 | 5 | 2023 |
| A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management H Ko, B Son, J Lee Journal of International Financial Markets, Institutions and Money 91, 101949, 2024 | 3* | 2024 |
| Sequence and longevity risks of South Korean retirees: Insights and potential remedies H Ko, S Lee, J Lee Pacific-Basin Finance Journal 83, 102263, 2024 | 3* | 2024 |
| Dynamic investment strategy to safeguard retirement portfolio and insights into retiree behavior H Ko, S Lee, J Lee Available at SSRN 4613707, 2023 | 3 | 2023 |
| Advancing Financial Privacy: A Novel Integrative Approach for Privacy-Preserving Optimal Portfolio H Ko, J Lee, J Byun Available at SSRN 4819166, 2024 | 1 | 2024 |
| Influence and Predictive Power of Sentiment: Evidence From the Lithium Market W Jeong, S Park, S Lee, B Son, J Lee, H Ko Available at SSRN 4788883, 2024 | | 2024 |
| Outside the (Black) Box: Explaining Risk Premium via Interpretable Machine Learning H Ko, H Kim, J Lee Available at SSRN, 2024 | | 2024 |
| Machine Learning-based Asset Allocation Strategy and Digital Asset Investment for Portfolio Management H Ko Seoul National University, 2022 | | 2022 |
| Advanced Market-Adaptive Portfolio Insurance: Dynamic Regime Detection Approach J Park, J Lee, H Ko Available at SSRN 4779183, 0 | | |
| Advancing Financial Privacy: A Novel Integrative Approach for Privacy-Preserving Optimal Portfolio J Byun, H Ko, J Lee Available at SSRN 4749943, 0 | | |
