Roy H. Kwon

1.1k total citations
67 papers, 744 citations indexed

About

Roy H. Kwon is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Roy H. Kwon has authored 67 papers receiving a total of 744 indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Management Science and Operations Research, 32 papers in Finance and 13 papers in Economics and Econometrics. Recurrent topics in Roy H. Kwon's work include Risk and Portfolio Optimization (35 papers), Stochastic processes and financial applications (23 papers) and Financial Markets and Investment Strategies (13 papers). Roy H. Kwon is often cited by papers focused on Risk and Portfolio Optimization (35 papers), Stochastic processes and financial applications (23 papers) and Financial Markets and Investment Strategies (13 papers). Roy H. Kwon collaborates with scholars based in Canada, United States and India. Roy H. Kwon's co-authors include Chi-Guhn Lee, Timothy C. Y. Chan, Derya Demirtas, Hani E. Naguib, Dexiang Wu, J. Scott Rogers, Desheng Wu, G. Anandalingam, Lyle Ungar and Oleksandr Romanko and has published in prestigious journals such as Management Science, European Journal of Operational Research and International Journal of Production Economics.

In The Last Decade

Roy H. Kwon

60 papers receiving 718 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Roy H. Kwon Canada	14	401	182	139	100	97	67	744
Goutam Dutta India	15	161 0.4×	44 0.2×	110 0.8×	195 1.9×	88 0.9×	82	905
Leslie Monplaisir United States	19	191 0.5×	46 0.3×	153 1.1×	38 0.4×	56 0.6×	48	901
Hassan Shavandi Iran	13	303 0.8×	40 0.2×	113 0.8×	124 1.2×	109 1.1×	30	680
Fernando S. Oliveira United Kingdom	15	237 0.6×	65 0.4×	139 1.0×	331 3.3×	142 1.5×	41	842
Kyle Y. Lin United States	14	144 0.4×	41 0.2×	197 1.4×	68 0.7×	61 0.6×	40	544
Bartosz Sawik Poland	13	79 0.2×	62 0.3×	57 0.4×	39 0.4×	49 0.5×	28	459
Armin Mahmoodi Canada	11	99 0.2×	27 0.1×	42 0.3×	110 1.1×	44 0.5×	23	479
Pooyan Nayyeri Canada	5	350 0.9×	85 0.5×	10 0.1×	157 1.6×	114 1.2×	13	574
Ashkan Negahban United States	14	234 0.6×	12 0.1×	131 0.9×	74 0.7×	39 0.4×	40	936
Lam Weng Siew Malaysia	12	193 0.5×	26 0.1×	47 0.3×	16 0.2×	51 0.5×	73	553

Countries citing papers authored by Roy H. Kwon

Since Specialization

Citations

This map shows the geographic impact of Roy H. Kwon's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Roy H. Kwon with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Roy H. Kwon more than expected).

Fields of papers citing papers by Roy H. Kwon

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Roy H. Kwon. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Roy H. Kwon. The network helps show where Roy H. Kwon may publish in the future.

Co-authorship network of co-authors of Roy H. Kwon

This figure shows the co-authorship network connecting the top 25 collaborators of Roy H. Kwon. A scholar is included among the top collaborators of Roy H. Kwon based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Roy H. Kwon. Roy H. Kwon is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Kwon, Roy H., et al.. (2024). End-to-end, decision-based, cardinality-constrained portfolio optimization. European Journal of Operational Research. 320(3). 739–753. 1 indexed citations

Kwon, Roy H., et al.. (2024). Integration of support vector machines and mean-variance optimization for capital allocation. European Journal of Operational Research. 322(3). 1045–1058.

Kwon, Roy H., et al.. (2024). Risk-return adaptive receding Horizon Index Tracking Strategy. The Engineering Economist. 69(3). 189–212.

Kwon, Roy H., et al.. (2023). Risk-allocation-based index tracking. Computers & Operations Research. 154. 106219–106219. 3 indexed citations

Kwon, Roy H., et al.. (2023). Portfolio Optimization Techniques for Cryptocurrencies. The Journal of Investing. 32(3). 50–65.

Makiš, Viliam, et al.. (2023). Bayesian change point prediction for downhole drilling pressures with hidden Markov models. Applied Stochastic Models in Business and Industry. 40(3). 772–790. 2 indexed citations

Romanko, Oleksandr, et al.. (2023). ChatGPT-Based Investment Portfolio Selection. Operations Research Forum. 4(4). 13 indexed citations

Kwon, Roy H., et al.. (2022). Cardinality-constrained risk parity portfolios. European Journal of Operational Research. 302(1). 392–402. 17 indexed citations

Kwon, Roy H., et al.. (2020). Data-Driven Distributionally Robust Risk Parity Portfolio Optimization. SSRN Electronic Journal. 1 indexed citations

10.

Kwon, Roy H., et al.. (2020). Multi-Period Portfolio Optimization with Investor Views under Regime Switching. Journal of risk and financial management. 14(1). 3–3. 11 indexed citations

11.

Kwon, Roy H. & Stavros A. Zenios. (2017). Optimization for financial engineering: a special issue. Optimization and Engineering. 18(2). 343–347.

12.

Naguib, Hani E., et al.. (2016). A constriction resistance model of conjugated polymer based piezoresistive sensors for electronic skin applications. Soft Matter. 12(18). 4180–4189. 21 indexed citations

13.

Lee, Minho, Roy H. Kwon, & Chi-Guhn Lee. (2016). Bounds for portfolio weights in decentralized asset allocation. INFOR Information Systems and Operational Research. 54(4). 344–354. 1 indexed citations

14.

Kwon, Roy H., et al.. (2014). Optimizing Critical Spare Parts and Location Based on the Conditional Value-At-Risk Criterion. The Engineering Economist. 59(2). 116–135. 8 indexed citations

15.

Kwon, Roy H.. (2013). Introduction to Linear Optimization and Extensions with MATLAB. 10 indexed citations

16.

Kwon, Roy H., et al.. (2011). Mean-Absolute Deviation Portfolio Models with Discrete Choice Constraints. 6(2). 118–134. 1 indexed citations

17.

Jo, Choonghee, Hani E. Naguib, & Roy H. Kwon. (2011). Fabrication, modeling and optimization of an ionic polymer gel actuator. Smart Materials and Structures. 20(4). 45006–45006. 11 indexed citations

18.

Jo, Choonghee, Hani E. Naguib, & Roy H. Kwon. (2008). Modeling and optimization of the electromechanical behavior of an ionic polymer–metal composite. Smart Materials and Structures. 17(6). 65022–65022. 7 indexed citations

19.

Kwon, Roy H., et al.. (2008). On a posterior evaluation of a simple greedy method for set packing. Optimization Letters. 2(4). 587–597. 5 indexed citations

20.

Lee, Chi-Guhn, et al.. (2006). A carrier’s optimal bid generation problem in combinatorial auctions for transportation procurement. Transportation Research Part E Logistics and Transportation Review. 43(2). 173–191. 81 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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