| Cardinality-constrained risk parity portfolios HT Anis, RH Kwon European Journal of Operational Research 302 (1), 392-402, 2022 | 13 | 2022 |
| A sparse regression and neural network approach for financial factor modeling HT Anis, RH Kwon Applied Soft Computing 113, 107983, 2021 | 6 | 2021 |
| Decentralized strategic asset allocation with global constraints M Lee, RH Kwon, CG Lee, H Anis Journal of Asset Management 19 (1), 13–26, 2018 | 2 | 2018 |
| Risk-allocation-based index tracking HT Anis, G Costa, RH Kwon Computers & Operations Research, 2023 | 1 | 2023 |
| A shrinking horizon optimal liquidation framework with lower partial moments criteria H Anis, RH Kwon Journal of Computational Finance 23 (4), 2020 | 1 | 2020 |
| Cardinality-Constrained Financial Optimization Problems H Anis University of Toronto (Canada), 2023 | | 2023 |
| End-to-End, Decision-based, Cardinality-Constrained Portfolio Optimization H Anis, R Kwon Available at SSRN, 2022 | | 2022 |
Roy H. KwonProfessor of Operations Research, University of TorontoVerified email at mie.utoronto.ca
