Faculty 교수진 We are the Frontiers of Liberty, Justice and Truth


Jang Ho Kim
기술경영학과  김장호 부교수 Jang Ho Kim

Financial technology and automated investments

Portfolio optimization and asset allocation

Financial data analysis



재무관리기술(Technology for Financial Management)

자산관리이론및응용(Theory and Application of Investment Management)


B.S., Computer Science, Cornell University

M.Eng., Computer Science, Cornell University

Ph.D., Industrial and Systems Engineering (Financial Engineering), KAIST


Associate Professor, Graduate School of Management of Technology, Korea University

Associate Professor, Industrial and Management Systems Engineering, Kyung Hee University

Visiting Assistant Professor, Finance and Business Law, James Madison University

Associate, Electronic Trading Technology, Bank of America (NYC office)

  • Editorial Advisory Board, The Journal of Portfolio Management, 2017-present.
  • Advisor, Fount Inc., 2021-present.
  • 국민연금 투자정책전문위원회 위원, 2019.
  • Co-founder and advisor, Veranos, 2017-2020.

Journal Publications (selected)
  • Kim, J. H. (2023). What if ChatGPT were a quant asset manager. Finance Research Letters, 58, 104580.
  • Kim, J. H., Kim, W. C., Lee, Y., Choi, B., & Fabozzi, F. J. (2023). Robustness in portfolio optimization. The Journal of Portfolio Management, 49(9), 140-159.
  • Lee, Y., Thompson, J., Kim, J. H., Kim, W. C., & Fabozzi, F. A. (2023). An overview of machine learning for asset management. The Journal of Portfolio Management, 49(9), 31-63.
  • Kim, J. H., Han, J., Kang, T., & Fabozzi, F. J. (2023). A machine learning approach for comparing the largest firm effect. Emerging Markets Review, 54, 100995.
  • Kim, J. H. (2022). Analyzing diversification benefits of cryptocurrencies through backfill simulation. Finance Research Letters, 50, 103238. ▹Kim, J. H., Lee, Y., Kim, W. C., & Fabozzi, F. J. (2022). Goal-based investing based on multi-stage robust portfolio optimization. Annals of Operations Research, 313, 1141–1158.
  • Kim, J. H., Lee, Y., Bae, J., & Kim, W. C. (2021). Recent trends and perspectives on the Korean asset management industry. The Journal of Portfolio Management, 47(7), 172-183.

금융기술 연구에 중점을 두고 있으며, 포트폴리오 이론, 금융 최적화, 퀀트 모델 등을 통한 자산관리 기법을 비롯하여 금융데이터 분석을 통한 금융시장 모델링, 자동화 재무관리 등에 대한 연구를 수행한다.