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ECONIS (ZBW)
15
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1
Market price-based convex risk measures : a distribution-free optimization approach
Li, Jonathan Y.
;
Kwon, Roy H.
- In:
Operations research letters
40
(
2012
)
2
,
pp. 128-133
Persistent link: https://www.econbiz.de/10009507888
Saved in:
2
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
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3
A stochastic programming winner determination model for truckload procurement under shipment uncertainty
Ma, Zhong
;
Kwon, Roy H.
;
Lee, Chi-guhn
- In:
Transportation research / E : an international journal
46
(
2010
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10003905003
Saved in:
4
Optimizing critical spare parts and location based on the conditional value-at-risk criterion
Trusevych, Stephan A.
;
Kwon, Roy H.
;
Jardine, Andrew K. S.
- In:
The engineering economist : a journal devoted to the …
59
(
2014
)
2
,
pp. 116-135
Persistent link: https://www.econbiz.de/10010381349
Saved in:
5
Performance-based contract design under cost uncertainty : a scenario-based bilevel programming approach
Sharifi, Mohammadreza
;
Kwon, Roy H.
- In:
The engineering economist : a journal devoted to the …
63
(
2018
)
4
,
pp. 291-318
Persistent link: https://www.econbiz.de/10011976768
Saved in:
6
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
Saved in:
7
Valuation of performance-based contracts for capital equipment : a stochastic programming approach
Sharifi, Mohammadreza
;
Kwon, Roy H.
;
Jardine, Andrew K. S.
- In:
The engineering economist : a journal devoted to the …
61
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011460221
Saved in:
8
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
9
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
10
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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