Faculty profile
Roy Kwon
Back to facultyThis profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a University of Toronto directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $186,000
Robust Risk Parity and Covered Call Optimization
NSERC · 2019 · Principal investigator
- $110,000
Stochastic and Robust Optimization Approaches for Financial and Operations Engineering
NSERC · 2014 · Principal investigator
- $100,000
Stochastic programming-approaches for integrating operational and financial decisions
NSERC · 2009 · Principal investigator
Robust Risk Parity and Covered Call Optimization
Principal investigators: Kwon, Roy
Keywords: Asset Allocation; Covered Calls; Financial Engineering; Mathematical Programming; Portfolio Management; Portfolio Optimization; Risk Management; Risk Parity; Robust Optimization; Stochastic Programming
Stochastic and Robust Optimization Approaches for Financial and Operations Engineering
Principal investigators: Kwon, Roy
Stochastic programming-approaches for integrating operational and financial decisions
Principal investigators: Kwon, Roy
Combinatorial auction-based distributed resource allocation
Principal investigators: Kwon, Roy
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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