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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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Portfolio optimization with covered calls
Diaz, Mauricio; Kwon, Roy H. - In: The journal of asset management 20 (2019) 1, pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
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ChatGPT‑based investment portfolio selection
Romanko, Oleksandr; Narayan, Akhilesh; Kwon, Roy H. - In: Operations research forum 4 (2023) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10014441063
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End-to-end, decision-based, cardinality-constrained portfolio optimization
Anis, Hassan T.; Kwon, Roy H. - In: European journal of operational research : EJOR 320 (2025) 3, pp. 739-753
Persistent link: https://www.econbiz.de/10015085370
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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