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International journal of production research
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The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
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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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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
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3
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
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4
A shrinking horizon optimal liquidation framework with lower partial moments criteria
Anis, Hassan
;
Kwon, Roy H.
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012212469
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5
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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