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Showing results 1 to 5 of 5

1
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

2
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

3
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

4
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

5
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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