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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 using absolute deviation reformulation
Konno, Hiroshi; Morita, Yuuhei; Yamamoto, Rei - In: Computational Management Science : CMS 7 (2010) 1, pp. 47-60
Persistent link: https://www.econbiz.de/10003922196
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Portfolio optimization under transfer coefficient constraint
Yamamoto, Rei; Ishibashi, Takuya; Konno, Hiroshi - In: The journal of asset management 13 (2012) 1, pp. 51-57
Persistent link: https://www.econbiz.de/10009550634
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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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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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Portfolio optimization under lower partial risk measures
Konno, Hiroshi; Waki, Hayato; Yuuki, Atsushi - In: Asia-Pacific financial markets 9 (2002) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10001758328
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Applications of the integrated approach to international portfolio optimization
Konno, Hiroshi; Li, Jing - In: Asia-Pacific financial markets 7 (2000) 2, pp. 121-144
Persistent link: https://www.econbiz.de/10001486788
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An integrated stock-bond portfolio optimization model
Konno, Hiroshi - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1427-1444
Persistent link: https://www.econbiz.de/10001222038
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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