3 papers
q-fin.GN2025
Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty
Jinho Cha, Long Pham, Thi Le Hoa Vo +2
This study develops an inverse portfolio optimization framework for recovering latent investor preferences including risk aversion, transaction cost sensitivity, and ESG orientatio…
q-fin.GN2025
Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach
Jinho Cha, Long Pham, Thi Le Hoa Vo +2
This study develops and analyzes an optimization model of smart contract adoption under bounded risk, linking structural theory with simulation and real-world validation. We examin…
q-fin.CP2025
Optimal automation under overdispersed discrete risk: thresholds and hysteresis in a Negative Binomial model
Jinho Cha, Sahng-Min Han, Long Pham +2
Decision-making under clustered uncertainty requires models that accommodate discrete overdispersed risk and endogenous control mechanisms. Standard approaches often impose equi-di…