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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Donghan Kim

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2 papers indexed here

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Preprint Oct 2026

A Price-Based Framework for Stochastic Portfolio Theory

We develop a price-based framework for stochastic portfolio theory in which trading strategies are generated from nominal price weights and evaluated relative to a price-weighted benchmark. Stock splits and reverse splits induce jumps in the generating weights without changing the value of existing investments. In a se...

Jongbong An, Donghan Kim · 0 citations
Preprint Oct 2026

Portfolio Choice under General Utility with Transaction Costs and Search Frictions

We study finite-horizon portfolio optimization with proportional transaction costs and trading opportunities arriving at the jump times of a Cox process. Borrowing and short-selling are prohibited, while utility functions need not be concave, increasing, or differentiable. The admissible class includes differentiable u...

T. Gang, Donghan Kim · 0 citations

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