Ju Ri Jang

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Semi Definite Programming

Convex Relaxation

Portfolio Selection

Interior Point Methods

Top Venues

J. Oper. Res. Soc.

Publications

Yongjae Lee, Min Jeong Kim, Jang Ho Kim, Ju Ri Jang, Woo Chang Kim
Sparse and robust portfolio selection via semi-definite relaxation. J. Oper. Res. Soc. 71 (5) (2020)