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
Smart Contract Adoption under Discrete Overdispersed Demand: A Negative Binomial Optimization Perspective
Jinho Cha, Sahng-Min Han, Long Pham
Effective supply chain management under high-variance demand requires models that jointly address demand uncertainty and digital contracting adoption. Existing research often simpl…