Market price-based convex risk measures: A distribution-free optimization approach. - Jonathan Y. Li; Roy H. Kwon (Oper. Res. Lett., 2012)

Portfolio selection under model uncertainty: a penalized moment-based optimization approach. - Jonathan Y. Li; Roy H. Kwon (J. Glob. Optim., 2013)

A stochastic semidefinite programming approach for bounds on option pricing under regime switching. - Roy H. Kwon; Jonathan Y. Li (Ann. Oper. Res., 2016)