Kwon Roy H

Roy H Kwon

Information about the author Roy H Kwon will soon be added to the site.
Found 6 papers in total
Optimizing the Deployment of Public Access Defibrillators
Optimizing the Deployment of Public Access Defibrillators
2016
Out‐of‐hospital cardiac arrest is a significant public health issue, and...
Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value‐at‐risk criterion
Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value‐at‐risk criterion
2011
The restructuring of electricity markets around the world have caused increased...
Robust portfolio selection for index tracking
Robust portfolio selection for index tracking
2012
We develop a robust portfolio selection model for tracking a market index using a...
Market price‐based convex risk measures: A distribution‐free optimization approach
Market price‐based convex risk measures: A distribution‐free optimization approach
2012
In Cont (2006) , a convex risk measure was proposed to measure the impact of...
A Stochastic‐Goal Mixed‐Integer Programming approach for integrated stock and bond portfolio optimization
A Stochastic‐Goal Mixed‐Integer Programming approach for integrated stock and bond portfolio optimization
2011
We consider a Stochastic‐Goal Mixed‐Integer Programming (SGMIP) approach...
A two-stage stochastic mixed-integer programming approach to the index tracking problem
A two-stage stochastic mixed-integer programming approach to the index tracking problem
2010
We consider the problem of tracking a target portfolio or index under uncertainty. Due...
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