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A maximal predictability portfolio using dynamic factor selection strategy
Konno, Hiroshi; Takaya, Yoshihiro; Yamamoto, Rei - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 355-366
Persistent link: https://www.econbiz.de/10008904372
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Portfolio optimization of small scale fund using mean-absolute deviation model
Konno, Hiroshi - In: International journal of theoretical and applied finance 6 (2003) 4, pp. 403-418
Persistent link: https://www.econbiz.de/10001779826
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A maximal predictability portfolio model : algorithm and performance evaluation
Yamamoto, Rei; Ishii, Daisuke; Konno, Hiroshi - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 1095-1109
Persistent link: https://www.econbiz.de/10003631030
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A constrained least square method for estimating a smooth, nonnegative forward rate sequence
Konno, Hiroshi; Ito, Sumito - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 988-998
Persistent link: https://www.econbiz.de/10003206762
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A mean-variance-skewness model : algorithm and applications
Konno, Hiroshi; Yamamoto, Rei - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 409-423
Persistent link: https://www.econbiz.de/10002980613
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Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Konno, Hiroshi; Wijayanayake, Annista - In: International journal of theoretical and applied finance 4 (2001) 6, pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
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Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 145-160
Persistent link: https://www.econbiz.de/10001236671