Roy H. Kwon
According to our database1, Roy H. Kwon authored at least 12 papers between 2005 and 2020.
Legend:Book In proceedings Article PhD thesis Other
J. Glob. Optim., 2020
INFOR Inf. Syst. Oper. Res., 2016
A stochastic semidefinite programming approach for bounds on option pricing under regime switching.
Ann. Oper. Res., 2016
Portfolio selection under model uncertainty: a penalized moment-based optimization approach.
J. Glob. Optim., 2013
Oper. Res. Lett., 2012
A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization.
Comput. Ind. Eng., 2011
Algorithmic Oper. Res., 2011
Optim. Lett., 2008