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~accessRights:"restricted"
~person:"Kwon, Roy H."
~subject:"Portfolio-Management"
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1
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
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2
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:
3
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
Saved in:
4
Decentralized strategic asset allocation with global constraints
Lee, Minho
;
Kwon, Roy H.
;
Lee, Chi-Guhn
;
Anis, Hassan
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10011847583
Saved in:
5
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
6
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
Saved in:
7
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:
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
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
Saved in:
10
Portfolio optimization techniques for cryptocurrencies
Gaskin, Samuel
;
Kalim, Rafay
;
Wallace, Kelvin J.
; …
- In:
The journal of investing : JOI
32
(
2023
)
3
,
pp. 50-65
Persistent link: https://www.econbiz.de/10014306956
Saved in:
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