Convex hull representations for bounded products of variables KM Anstreicher, S Burer, K Park Journal of global optimization 80, 757-778, 2021 | 10 | 2021 |
A strengthened SDP relaxation for quadratic optimization over the Stiefel manifold S Burer, K Park Journal of optimization theory and applications, 1-20, 2023 | 2 | 2023 |
Weight vector analysis to portfolio performance with diversification constraints K Park, H Kim, S Kim Korean Management Science Review 33 (4), 51-64, 2016 | 1 | 2016 |
Effects of Additional Constraints on Performance of Portfolio Selection Models with Incomplete Information: Case Study of Group Stocks in the Korean Stock Market K Park, J Jung, S Kim Korean Management Science Review 32 (1), 15-33, 2015 | 1 | 2015 |
Developing an Investment Framework based on Markowitz's Portfolio Selection Model Integrated with EWMA: Case Study in Korea under Global Financial Crisis K Park, J Jung, S Kim Journal of the Korean Operations Research and Management Science Society 38 …, 2013 | 1 | 2013 |
Advances in Convex Relaxations for Quadratic Optimization: A Study on Conic Programming Relaxations Including Second-Order-Cone and Semidefinite Programming K Park The University of Iowa, 2023 | | 2023 |