Baeho Kim

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5069-5996

Korea University Business School, Seoul 02841, Republic of Korea

Publications

• Long-History Principal Component Analysis in a Dynamic Factor Model with Weak Loadings — Operations Research 2026
• Optimal Credit Swap Portfolios — Management Science 2014
• Risk Analysis of Collateralized Debt Obligations — Operations Research 2011
• Systemic Risk: What Defaults Are Telling Us — Management Science 2011
• Monte Carlo Algorithms for Default Timing Problems — Management Science 2011