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Roy H. Kwon · Study
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Author
Roy H. Kwon
9 works
· latest 2023
· 1 institutions
cluster: provisional
ORCID 0000-0002-0502-1607
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Citations
493
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Most cited in this library
Optimizing the Deployment of Public Access Defibrillators
2016 · 93 citations
Robust portfolio selection for index tracking
2010 · 86 citations
A stochastic programming winner determination model for truckload procurement under shipment uncertainty
2009 · 74 citations
ChatGPT-Based Investment Portfolio Selection
2023 · 48 citations
Risk parity portfolio optimization under a Markov regime-switching framework
2018 · 47 citations
Works
9 shown
ChatGPT-Based Investment Portfolio Selection
Operations Research Forum
·
2023
·
3 authors
·
Open access
48
citations
Integrating Prediction in Mean-Variance Portfolio Optimization
Quantitative Finance
·
2021
·
2 authors
·
Open access
39
citations
Risk parity portfolio optimization under a Markov regime-switching framework
Quantitative Finance
·
2018
·
2 authors
47
citations
A constrained cluster-based approach for tracking the S&P 500 index
International Journal of Production Economics
·
2017
·
3 authors
·
Open access
27
citations
Optimizing the Deployment of Public Access Defibrillators
Management Science
·
2016
·
3 authors
·
Open access
93
citations
Robust portfolio selection for index tracking
Computers & Operations Research
·
2010
·
2 authors
86
citations
A two-stage stochastic mixed-integer programming approach to the index tracking problem
Optimization and Engineering
·
2009
·
2 authors
35
citations
A stochastic programming winner determination model for truckload procurement under shipment uncertainty
Transportation Research Part E Logistics and Transportation Review
·
2009
·
3 authors
74
citations
Iterative Combinatorial Auctions with Bidder-Determined Combinations
Management Science
·
2005
·
3 authors
44
citations