1. Bounds for portfolio weights in decentralized asset allocation. Issue 4 (1st October 2016) Authors: Lee, Minho; Kwon, Roy H.; Lee, Chi-Guhn Journal: Infor Issue: Volume 54:Issue 4(2016) Page Start: 344 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Data-driven distributionally robust risk parity portfolio optimization. (3rd September 2022) Authors: Costa, Giorgio; Kwon, Roy H. Journal: Optimization methods and software Issue: Volume 37:Number 5(2022) Page Start: 1876 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Integrating prediction in mean-variance portfolio optimization. Issue 3 (4th March 2023) Authors: Butler, Andrew; Kwon, Roy H. Journal: Quantitative finance Issue: Volume 23:Issue 3(2023) Page Start: 429 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Managing construction risk with weather derivatives. Issue 2 (3rd April 2021) Authors: Islip, David; Wei, Jason Z.; Kwon, Roy H. Journal: Engineering economist Issue: Volume 66:Issue 2(2021) Page Start: 150 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Optimising data-driven network under limited resource: a partial diversification approach. Issue 21 (2nd November 2019) Authors: Wu, Dexiang; Wu, Desheng Dash; Kwon, Roy H. Journal: International journal of production research Issue: Volume 57:Issue 21(2019) Page Start: 6875 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Performance-based contract design under cost uncertainty: A scenario-based bilevel programming approach. Issue 4 (2nd October 2018) Authors: Sharifi, Mohammadreza; Kwon, Roy H. Journal: Engineering economist Issue: Volume 63:Issue 4(2018) Page Start: 291 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Risk parity portfolio optimization under a Markov regime-switching framework. Issue 3 (4th March 2019) Authors: Costa, Giorgio; Kwon, Roy H. Journal: Quantitative finance Issue: Volume 19:Issue 3(2019) Page Start: 453 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Risk-allocation-based index tracking. (June 2023) Authors: Anis, Hassan T.; Costa, Giorgio; Kwon, Roy H. Journal: Computers & operations research Issue: Volume 154(2023) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Valuation of performance-based contracts for capital equipment: A stochastic programming approach. Issue 1 (2nd January 2016) Authors: Sharifi, Mohammadreza; Kwon, Roy H.; Jardine, Andrew K. S. Journal: Engineering economist Issue: Volume 61:Issue 1(2016) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗