| Integrating prediction in mean-variance portfolio optimization A Butler, RH Kwon Quantitative Finance 23 (3), 429-452, 2023 | 38 | 2023 |
| Efficient optimization of the likelihood function in Gaussian process modelling A Butler, RD Haynes, TD Humphries, P Ranjan Computational Statistics & Data Analysis 73, 40-52, 2014 | 21 | 2014 |
| An exact symbolic reduction of linear smart predict+ optimize to mixed integer linear programming J Jeong, P Jaggi, A Butler, S Sanner International Conference on Machine Learning, 10053-10067, 2022 | 18 | 2022 |
| Efficient differentiable quadratic programming layers: an ADMM approach A Butler, RH Kwon Computational Optimization and Applications 84 (2), 449-476, 2023 | 17 | 2023 |
| Covariance estimation for risk-based portfolio optimization: an integrated approach R Kwon, A Butler Journal of Risk 24 (2), 2021 | 7 | 2021 |
| Gradient boosting for convex cone predict and optimize problems A Butler, RH Kwon Operations Research Letters 51 (1), 79-83, 2023 | 3 | 2023 |
| Data-driven integration of norm-penalized mean-variance portfolios A Butler, RH Kwon arXiv preprint arXiv:2112.07016, 2021 | 2* | 2021 |
| SCQPTH: an efficient differentiable splitting method for convex quadratic programming A Butler arXiv preprint arXiv:2308.08232, 2023 | | 2023 |
| Integrating prediction and portfolio optimization ADS Butler University of Toronto (Canada), 2022 | | 2022 |
| Tactical Alpha: A Quantitative Case for Active Asset Allocation A Butler, M Philbrick, R Gordillo, A Butler SSRN, 2017 | | 2017 |
| MANAGED FUTURES CARRY A Butler, A Butler | | |
Roy H. KwonProfessor of Operations Research, University of TorontoVerified email at mie.utoronto.ca
