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Kyungchan Park
Kyungchan Park
California Institute of Advanced Management
Verified email at ciam.edu - Homepage
Title
Cited by
Cited by
Year
Convex hull representations for bounded products of variables
KM Anstreicher, S Burer, K Park
Journal of Global Optimization 80 (4), 757-778, 2021
142021
A strengthened SDP relaxation for quadratic optimization over the Stiefel manifold
S Burer, K Park
Journal of optimization theory and applications 202 (1), 320-339, 2024
42024
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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Articles 1–6