Ryu Choonho

Choonho Ryu

Information about the author Choonho Ryu will soon be added to the site.
Found 3 papers in total
An efficient algorithm to find portfolio weights for the first degree stochastic dominance with maximum expected return
An efficient algorithm to find portfolio weights for the first degree stochastic dominance with maximum expected return
2009
Unlike the mean-variance approach, the stochastic dominance approach is to form a...
An algorithm to optimize portfolio weights for the first degree stochastic dominance
An algorithm to optimize portfolio weights for the first degree stochastic dominance
2003
Unlike the mean-variance approach, the stochastic dominance approach is to form a...
A survey: Semidefinite programming, its duality, complexity and applications
A survey: Semidefinite programming, its duality, complexity and applications
2001
SDP (Semidefinite Programming), as a sort of ‘cone-LP’, optimizes a linear...
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