Data dependent worst case bounds for weighted set packing. - Roy H. Kwon (Eur. J. Oper. Res., 2005)

Iterative Combinatorial Auctions with Bidder-Determined Combinations. - Roy H. Kwon; G. Anandalingam; Lyle H. Ungar (Manag. Sci., 2005)

On a posterior evaluation of a simple greedy method for set packing. - Roy H. Kwon; Georgios V. Dalakouras; Cheng Wang (Optim. Lett., 2008)

Mean-Absolute Deviation Portfolio Models with Discrete Choice Constraints. - Roy H. Kwon; Stephen J. Stoyan (Algorithmic Oper. Res., 2011)

A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization. - Stephen J. Stoyan; Roy H. Kwon (Comput. Ind. Eng., 2011)

Robust portfolio selection for index tracking. - Chen Chen 026; Roy H. Kwon (Comput. Oper. Res., 2012)

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)

Bounds for portfolio weights in decentralized asset allocation. - Minho Lee; Roy H. Kwon; Chi-Guhn Lee (INFOR Inf. Syst. Oper. Res., 2016)

Optimizing the Deployment of Public Access Defibrillators. - Timothy C. Y. Chan; Derya Demirtas; Roy H. Kwon (Manag. Sci., 2016)

Optimization of covered call strategies. - Mauricio Díaz; Roy H. Kwon (Optim. Lett., 2017)

Generalized risk parity portfolio optimization: an ADMM approach. - Giorgio Costa; Roy H. Kwon (J. Glob. Optim., 2020)

A sparse regression and neural network approach for financial factor modeling. - Hassan T. Anis; Roy H. Kwon (Appl. Soft Comput., 2021)

Cardinality-constrained risk parity portfolios. - Hassan T. Anis; Roy H. Kwon (Eur. J. Oper. Res., 2022)

Data-driven distributionally robust risk parity portfolio optimization. - Giorgio Costa; Roy H. Kwon (Optim. Methods Softw., 2022)

Gradient boosting for convex cone predict and optimize problems. - Andrew Butler; Roy H. Kwon (Oper. Res. Lett., 2023)

Efficient differentiable quadratic programming layers: an ADMM approach. - Andrew Butler; Roy H. Kwon (Comput. Optim. Appl., 2023)

Risk-allocation-based index tracking. - Hassan T. Anis; Giorgio Costa; Roy H. Kwon (Comput. Oper. Res., 2023)

ChatGPT-Based Investment Portfolio Selection. - Oleksandr Romanko; Akhilesh Narayan; Roy H. Kwon (Oper. Res. Forum, 2023)

End-to-end, decision-based, cardinality-constrained portfolio optimization. - Hassan T. Anis; Roy H. Kwon (Eur. J. Oper. Res., 2025)

Integration of support vector machines and mean-variance optimization for capital allocation. - David Islip; Roy H. Kwon; Seongmoon Kim (Eur. J. Oper. Res., 2025)

Contextual Scenario Generation for Two-Stage Stochastic Programming. - David Islip; Roy H. Kwon; Sanghyeon Bae; Woo Chang Kim (CoRR, 2025)

Stochastic red-blue set covering: a decomposition approach. - David Islip; Roy H. Kwon (J. Glob. Optim., 2025)

A novel regime-switching commodity pricing model with stochastic convenience yield. - Zhushun Yuan; Roy H. Kwon (Comput. Manag. Sci., 2025)