The following pages link to Hiroshi Konno (Q168227):
Displayed 50 items.
- A deterministic approach to linear programs with several additional multiplicative constraints (Q1819156) (← links)
- Optimization of polynomial fractional functions (Q1888159) (← links)
- Dual approach to minimization on the set of Pareto-optimal solutions (Q1918295) (← links)
- A linear-time algorithm for solving continuous maximin knapsack problems (Q2277359) (← links)
- Generalized linear multiplicative and fractional programming (Q2277368) (← links)
- Classification of companies using maximal margin ellipsoidal surfaces (Q2376124) (← links)
- Estimation of failure probability using semi-definite logit model (Q2386627) (← links)
- A two step algorithm for solving a large scale semi-definite logit model (Q2468775) (← links)
- Integer programming approaches in mean-risk models (Q2493230) (← links)
- Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities (Q2494476) (← links)
- Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062) (← links)
- Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs (Q2576446) (← links)
- Empirical studies on internationally diversified investment using a stock-bond integrated model (Q2583317) (← links)
- A maximal predictability portfolio using absolute deviation reformulation (Q2655748) (← links)
- (Q2715740) (← links)
- (Q2742677) (← links)
- (Q2751321) (← links)
- Mean–Absolute Deviation Model (Q3001278) (← links)
- Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783) (← links)
- Third Degree Stochastic Dominance and Mean-Risk Analysis (Q3116732) (← links)
- EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (Q3126235) (← links)
- (Q3371137) (← links)
- PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (Q3487096) (← links)
- A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION (Q3503130) (← links)
- MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS (Q3523608) (← links)
- The Geometry of Toric Hyperk\"ahler Varieties (Q3525468) (← links)
- A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT (Q3560104) (← links)
- A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY (Q3580214) (← links)
- Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface (Q3643089) (← links)
- OPTIMIZING CHEMICAL PLANT OPERATION BY MIXED INTEGER PROGRAMMING (Q3778546) (← links)
- BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING (Q3830776) (← links)
- MAXIMIZING A CONVEX QUADRATIC FUNCTION OVER A HYPERCUBE (Q3898345) (← links)
- AN ALGORITHM FOR SOLVING BILINEAR KNAPSACK PROBLEMS (Q3931021) (← links)
- A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES (Q4018363) (← links)
- (Q4109494) (← links)
- (Q4111295) (← links)
- A cutting plane algorithm for solving bilinear programs (Q4124613) (← links)
- Maximization of A convex quadratic function under linear constraints (Q4127644) (← links)
- Internationally Diversified Investment Using an Integrated Portfolio Model (Q4216103) (← links)
- (Q4266762) (← links)
- (Q4328356) (← links)
- BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH (Q4345047) (← links)
- (Q4357170) (← links)
- THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET (Q4399711) (← links)
- (Q4403986) (← links)
- (Q4406411) (← links)
- Credit cards scoring with quadratic utility functions (Q4432704) (← links)
- VARIATION OF TORIC HYPERKÄHLER MANIFOLDS (Q4474419) (← links)
- SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES (Q4483762) (← links)
- COHOMOLOGY RINGS OF TORIC HYPERKÄHLER MANIFOLDS (Q4529123) (← links)