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Kyungchan Park
Kyungchan Park
JINRAE
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Convex hull representations for bounded products of variables
KM Anstreicher, S Burer, K Park
Journal of global optimization 80, 757-778, 2021
102021
A strengthened SDP relaxation for quadratic optimization over the Stiefel manifold
S Burer, K Park
Journal of optimization theory and applications, 1-20, 2023
22023
Weight vector analysis to portfolio performance with diversification constraints
K Park, H Kim, S Kim
Korean Management Science Review 33 (4), 51-64, 2016
12016
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
12015
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
12013
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
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Artiklar 1–6