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Theorie
Theory
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4
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Konno, Hiroshi
21
Yamamoto, Rei
5
Yajima, Yasutoshi
3
Kuno, Takahito
2
Takase, Toru
2
Egawa, Takaaki
1
Gotoh, Jun-ya
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Ishii, Daisuke
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Kobayashi, Katsunari
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Li, Jing
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International journal of theoretical and applied finance
6
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
4
Financial engineering and the Japanese markets
3
Computational Management Science : CMS
2
Research memorandum / International Institute for Applied Systems Analysis : RM
2
Asia-Pacific financial markets
1
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Journal of economic dynamics & control
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ECONIS (ZBW)
21
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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
Saved in:
2
A cutting plane algorithm for solving bilinear programs
Konno, Hiroshi
-
1975
Persistent link: https://www.econbiz.de/10002235236
Saved in:
3
Maximization of a convex quadratic function under linear constraints
Konno, Hiroshi
-
1975
Persistent link: https://www.econbiz.de/10002235251
Saved in:
4
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
Saved in:
5
Comparatative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems
Konno, Hiroshi
;
Egawa, Takaaki
;
Yamamoto, Rei
- In:
Computational Management Science : CMS
6
(
2009
)
4
,
pp. 447-457
Persistent link: https://www.econbiz.de/10003881961
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates
Konno, Hiroshi
- In:
Financial engineering and the Japanese markets
3
(
1996
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001204472
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