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Financial and operational decisions in the electricity sector : contract portfolio optimization with the conditional value-at-risk criterion
Yau, Sheena; Kwon, Roy H.; Rogers, J. S.; Wu, Desheng - In: International journal of production economics 134 (2011) 1, pp. 67-77
Persistent link: https://www.econbiz.de/10009377266
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A constrained cluster-based approach for tracking the S&P 500 index
Wu, Dexiang; Kwon, Roy H.; Costa, Giorgio - In: International journal of production economics 193 (2017), pp. 222-243
Persistent link: https://www.econbiz.de/10011758344
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Optimising data-driven network under limited resource : a partial diversification approach
Wu, Dexiang; Wu, Desheng Dash; Kwon, Roy H. - In: International journal of production research 57 (2019) 21, pp. 6875-6892
Persistent link: https://www.econbiz.de/10012193767
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Cardinality-constrained risk parity portfolios
Anis, Hassan T.; Kwon, Roy H. - In: European journal of operational research : EJOR 302 (2022) 1, pp. 392-402
Persistent link: https://www.econbiz.de/10013269764