Showing results 2 to 6 of 6
Recent advancements in robust optimization for investment management Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.266, no.1-2, pp.183 - 198, 2018-07 |
Recent Developments in Robust Portfolios with a Worst-Case Approach Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v.161, no.1, pp.103 - 121, 2014-04 |
Robust Factor-Based Investing Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., JOURNAL OF PORTFOLIO MANAGEMENT, v.43, no.5, pp.157 - 164, 2017 |
Spectral risk measure minimization in hazardous materials transportation Su, Liu; Sun, Longsheng; Karwan, Mark; Kwon, Changhyun, IISE TRANSACTIONS, v.51, no.6, pp.638 - 652, 2019 |
Time-Dependent Hazardous-Materials Network Design Problem Esfandeh, Tolou; Batta, Rajan; Kwon, Changhyun, TRANSPORTATION SCIENCE, v.52, no.2, pp.454 - 473, 2018-03 |
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