Jang Ho Kim

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We estimated overweight and obesity (OWOB) prevalence of children in US-Affiliated Pacific jurisdictions (USAP) of the Children's Healthy Living Program compared with the contiguous United States. We searched peer-reviewed literature and government reports (January 2001-April 2014) for OWOB prevalence of children aged 2 to 8 years in the USAP and found 24(More)
BACKGROUND Although surveillance data are limited in the US Affiliated Pacific, Alaska, and Hawaii, existing data suggest that the prevalence of childhood obesity is similar to or in excess of other minority groups in the contiguous US. Strategies for addressing the childhood obesity epidemic in the region support the use of community-based, environmentally(More)
Robust portfolio optimization has been developed to resolve the high sensitivity to inputs of the Markowitz mean-variance model. Although much effort has been put into forming robust portfolios, there have not been many attempts to analyze the characteristics of portfolios formed from robust optimization. We investigate the behavior of robust portfolios by(More)
The high-cardinality of mean–variance portfolios is a concern in practice because it increases transaction costs and management fees. Therefore, we propose a method to resolve the cardinality problem by applying the semi-definite relaxation method to a cardinality constrained optimal tangent portfolio selection model. We find that the relaxed model becomes(More)
The U.S. Affiliated Pacific Region (USAPR) is an underserved region with high rates of obesity-related, non-communicable diseases and a low proportion of trained obesity prevention professionals, especially indigenous professionals. The Children's Healthy Living Training Program was developed to enhance the USAPR's capacity to address childhood obesity(More)
Robust portfolios resolve the sensitivity issue identified as a concern in implementing mean-variance analysis. Because robust approaches are not widely used in practice due to a limited understanding regarding the portfolios constructed from these methods, we present an analysis of the composition of robust equity portfolios. We find that compared to the(More)
Robust portfolios reduce the uncertainty in portfolio performance. In particular, the worst-case optimization approach is based on the Markowitz model and form portfolios that are more robust compared to mean–variance portfolios. However, since the robust formulation finds a different portfolio from the optimal mean–variance portfolio, the two portfolios(More)
Most of previous work on robust equity portfolio optimization has focused on its formulation and performance. In contrast, in this paper we analyze the behavior of robust equity portfolios to determine whether reducing the sensitivity to input estimation errors is all robust models do and investigate any side-effects of robust formulations. Therefore, our(More)
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