Roy H. Kwon

According to our database1, Roy H. Kwon authored at least 12 papers between 2005 and 2020.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Generalized risk parity portfolio optimization: an ADMM approach.
J. Glob. Optim., 2020

2017
Optimization of covered call strategies.
Optim. Lett., 2017

2016
Optimizing the Deployment of Public Access Defibrillators.
Manag. Sci., 2016

Bounds for portfolio weights in decentralized asset allocation.
INFOR Inf. Syst. Oper. Res., 2016

A stochastic semidefinite programming approach for bounds on option pricing under regime switching.
Ann. Oper. Res., 2016

2013
Portfolio selection under model uncertainty: a penalized moment-based optimization approach.
J. Glob. Optim., 2013

2012
Market price-based convex risk measures: A distribution-free optimization approach.
Oper. Res. Lett., 2012

Robust portfolio selection for index tracking.
Comput. Oper. Res., 2012

2011
A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization.
Comput. Ind. Eng., 2011

Mean-Absolute Deviation Portfolio Models with Discrete Choice Constraints.
Algorithmic Oper. Res., 2011

2008
On a posterior evaluation of a simple greedy method for set packing.
Optim. Lett., 2008

2005
Data dependent worst case bounds for weighted set packing.
Eur. J. Oper. Res., 2005


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