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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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Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface
Okada, Yohei; Konno, Hiroshi - In: The journal of computational finance 12 (2009) 3, pp. 63-77
Persistent link: https://www.econbiz.de/10009534615
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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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Nuclear reactor strategies : sensitivity analysis of the Häfele-Manne model
Konno, Hiroshi; Srinivasan, T. N. - In: Energy policy 3 (1975) 3, pp. 211-222
Persistent link: https://www.econbiz.de/10002235283
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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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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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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