| Publication | Date of Publication | Type |
|---|
Lagrangian mean curvature flows and moment maps
Geometriae Dedicata | 2019-04-23 | Paper |
Convergence of Kähler to real polarizations on flag manifolds via toric degenerations
The Journal of Symplectic Geometry | 2014-10-15 | Paper |
Convergence of Kähler to real polarizations on flag manifolds via toric degenerations
The Journal of Symplectic Geometry | 2014-10-15 | Paper |
Rebalance schedule optimization of a large scale portfolio under transaction cost
Journal of the Operations Research Society of Japan | 2014-03-19 | Paper |
Classification of companies using maximal margin ellipsoidal surfaces
Computational Optimization and Applications | 2013-06-26 | Paper |
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm
Management Science | 2012-02-19 | Paper |
Third degree stochastic dominance and mean-risk analysis
Management Science | 2012-02-12 | Paper |
Mean–Absolute Deviation Model
International Series in Operations Research & Management Science | 2011-05-31 | Paper |
Construction of a portfolio with shorter downside tail and longer upside tail
Computational Optimization and Applications | 2011-05-11 | Paper |
| scientific article; zbMATH DE number 5879523 (Why is no real title available?) | 2011-04-18 | Paper |
Multi-step methods for choosing the best set of variables in regression analysis
Computational Optimization and Applications | 2010-08-23 | Paper |
A maximal predictability portfolio using dynamic factor selection strategy
International Journal of Theoretical and Applied Finance | 2010-08-11 | Paper |
A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT
Asia-Pacific Journal of Operational Research | 2010-05-19 | Paper |
Solving a large scale semi-definite logit model
Computational Management Science | 2010-05-10 | Paper |
A maximal predictability portfolio using absolute deviation reformulation
Computational Management Science | 2010-01-26 | Paper |
Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface
The Journal of Computational Finance | 2009-11-10 | Paper |
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems
Computational Management Science | 2009-11-02 | Paper |
Choosing the best set of variables in regression analysis using integer programming
Journal of Global Optimization | 2009-09-01 | Paper |
Failure discrimination and rating of enterprises by semi-definite programming
Asia-Pacific Financial Markets | 2009-04-15 | Paper |
Failure discrimination and rating of enterprises by semi-definite programming
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
Equilibrium relations in a capital asset market: A mean absolute deviation approach
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
A constrained least square approach to the estimation of the term structure of interest rates
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
Convex structure of the constrained least square problem for estimating the forward rate sequence
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
An international portfolio optimization model hedged with forward currency contracts
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
Applications of the integrated approach to international portfolio optimization
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
An efficient algorithm for solving convex-convex quadratic fractional programs
Journal of Optimization Theory and Applications | 2008-09-23 | Paper |
The Geometry of Toric Hyperk\"ahler Varieties
(available as arXiv preprint) | 2008-09-12 | Paper |
MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
Comparison of search strategies of branch and bound algorithm for concave minimization problems under linear constraints
Vietnam Journal of Mathematics | 2008-07-29 | Paper |
A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION
International Journal of Theoretical and Applied Finance | 2008-05-20 | Paper |
A two step algorithm for solving a large scale semi-definite logit model
Optimization Letters | 2008-01-25 | Paper |
Applications of Global Optimization to Portfolio Analysis
Essays and Surveys in Global Optimization | 2007-10-24 | Paper |
Studies on a general stock-bond integrated portfolio optimization model
Computational Management Science | 2007-03-20 | Paper |
| scientific article; zbMATH DE number 5056705 (Why is no real title available?) | 2006-09-25 | Paper |
| scientific article; zbMATH DE number 5056702 (Why is no real title available?) | 2006-09-25 | Paper |
Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities
Journal of Global Optimization | 2006-06-28 | Paper |
Integer programming approaches in mean-risk models
Computational Management Science | 2006-06-12 | Paper |
| Portfolio optimization under long-short constraints | 2006-02-21 | Paper |
Empirical studies on internationally diversified investment using a stock-bond integrated model
Journal of Industrial and Management Optimization | 2006-01-16 | Paper |
A CONSTRAINED LEAST SQUARE METHOD FOR ESTIMATING A SMOOTH, NONNEGATIVE FORWARD RATE SEQUENCE
International Journal of Theoretical and Applied Finance | 2005-12-15 | Paper |
Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs
Journal of Global Optimization | 2005-12-13 | Paper |
Optimization of a long-short portfolio under nonconvex transaction cost
Computational Optimization and Applications | 2005-11-16 | Paper |
PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL
International Journal of Theoretical and Applied Finance | 2005-10-19 | Paper |
Estimation of failure probability using semi-definite logit model
Computational Management Science | 2005-08-25 | Paper |
A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS
International Journal of Theoretical and Applied Finance | 2005-08-03 | Paper |
Index-plus-alpha tracking under concave transaction cost
Journal of Industrial and Management Optimization | 2005-06-07 | Paper |
Optimization of polynomial fractional functions
Journal of Global Optimization | 2004-11-22 | Paper |
Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints
Journal of Global Optimization | 2004-08-12 | Paper |
VARIATION OF TORIC HYPERKÄHLER MANIFOLDS
International Journal of Mathematics | 2004-07-12 | Paper |
Portfolio optimization under lower partial risk measures
Asia-Pacific Financial Markets | 2004-03-17 | Paper |
Credit cards scoring with quadratic utility functions
Journal of Multi-Criteria Decision Analysis | 2003-10-29 | Paper |
Cutting plane algorithms for nonlinear semi-definite programming problems with applications
Journal of Global Optimization | 2003-10-27 | Paper |
SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES
Journal of the Operations Research Society of Japan | 2003-10-13 | Paper |
Minimal concave cost rebalance of a portfolio to the efficient frontier
Mathematical Programming. Series A. Series B | 2003-09-01 | Paper |
| scientific article; zbMATH DE number 1820186 (Why is no real title available?) | 2003-04-23 | Paper |
| scientific article; zbMATH DE number 1836463 (Why is no real title available?) | 2002-11-27 | Paper |
A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis
Journal of Computational and Applied Mathematics | 2002-09-17 | Paper |
COHOMOLOGY RINGS OF TORIC HYPERKÄHLER MANIFOLDS
International Journal of Mathematics | 2002-09-10 | Paper |
| Mean-absolute deviation portfolio optimization model under transaction costs | 2002-07-11 | Paper |
Maximization of the ratio of two convex quadratic functions over a polytope
Computational Optimization and Applications | 2002-03-05 | Paper |
| scientific article; zbMATH DE number 1936572 (Why is no real title available?) | 2002-01-01 | Paper |
| Equivariant cohomology rings of toric hyperkähler manifolds | 2001-11-20 | Paper |
| scientific article; zbMATH DE number 1664572 (Why is no real title available?) | 2001-10-21 | Paper |
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
Mathematical Programming. Series A. Series B | 2001-10-10 | Paper |
A cutting plane algorithm for semi-definite programming problems with applications to failure discrimination and cancer diagnosis
RIMS Kokyuroku | 2001-09-23 | Paper |
A branch and bound algorithm for solving low rank linear multiplicative and fractional programming problems
Journal of Global Optimization | 2001-03-28 | Paper |
The intersection pairings on the configuration spaces of points in the projective line.
Journal of Mathematics of Kyoto University | 2001-01-01 | Paper |
A branch and bound algorithm for solving mean-risk-skewness portfolio models
Optimization Methods & Software | 2000-07-10 | Paper |
An algorithm for a concave production cost network flow problem
Japan Journal of Industrial and Applied Mathematics | 2000-06-14 | Paper |
Minimization of the sum of three linear fractional functions
Journal of Global Optimization | 2000-06-05 | Paper |
A deterministic approach to linear programs with several additional multiplicative constraints
Computational Optimization and Applications | 2000-01-05 | Paper |
| scientific article; zbMATH DE number 1342815 (Why is no real title available?) | 1999-09-22 | Paper |
Cutting plane/tabu search algorithms for low rank concave quadratic programming problems
Journal of Global Optimization | 1998-12-02 | Paper |
Internationally Diversified Investment Using an Integrated Portfolio Model
International Journal of Theoretical and Applied Finance | 1998-11-22 | Paper |
THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET
Journal of the Operations Research Society of Japan | 1998-07-28 | Paper |
An integrated stock-bond portfolio optimization model
Journal of Economic Dynamics and Control | 1998-07-22 | Paper |
| scientific article; zbMATH DE number 1070719 (Why is no real title available?) | 1998-07-12 | Paper |
BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH
Journal of the Operations Research Society of Japan | 1997-10-30 | Paper |
D.C. representability of closed sets in reflexive Banach spaces and applications to optimization problems
Journal of Optimization Theory and Applications | 1997-07-06 | Paper |
Optimization on low rank nonconvex structures
Nonconvex Optimization and Its Applications | 1997-04-29 | Paper |
Equilibria in the capital market with non-homogeneous investors
Japan Journal of Industrial and Applied Mathematics | 1997-04-16 | Paper |
EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
Mathematical Finance | 1997-03-23 | Paper |
On the degree and separability of nonconvexity and applications to optimization problems
Mathematical Programming. Series A. Series B | 1997-01-01 | Paper |
Dual approach to minimization on the set of Pareto-optimal solutions
Journal of Optimization Theory and Applications | 1996-07-31 | Paper |
| scientific article; zbMATH DE number 739377 (Why is no real title available?) | 1996-04-22 | Paper |
A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
Journal of the Operations Research Society of Japan | 1996-02-07 | Paper |
OUTER APPROXIMATION ALGORITHMS FOR LOWER RANK BILINEAR PROGRAMMING PROBLEMS
Journal of the Operations Research Society of Japan | 1996-01-14 | Paper |
Convex programs with an additional constraint on the product of several convex functions
European Journal of Operational Research | 1995-12-13 | Paper |
| scientific article; zbMATH DE number 757680 (Why is no real title available?) | 1995-05-23 | Paper |
Calculating a minimal sphere containing a polytope defined by a system of linear inequalities
Computational Optimization and Applications | 1994-12-01 | Paper |
Global minimization of a generalized convex multiplicative function
Journal of Global Optimization | 1994-03-10 | Paper |
A mean-absolute deviation-skewness portfolio optimization model
Annals of Operations Research | 1994-01-26 | Paper |
Optimal portfolios with asymptotic criteria
Annals of Operations Research | 1994-01-26 | Paper |
On the natural line bundle on the moduli space of stable parabolic bundles
Communications in Mathematical Physics | 1994-01-04 | Paper |
Construction of the moduli space of stable parabolic Higgs bundles on a Riemann surface
Journal of the Mathematical Society of Japan | 1993-12-20 | Paper |
An outer approximation method for minimizing the product of several convex functions on a convex set
Journal of Global Optimization | 1993-10-13 | Paper |
A PARAMETRIC SUCCESSIVE UNDERESTIMATION METHOD FOR CONVEX PROGRAMMING PROBLEMS WITH AN ADDITIONAL CONVEX MULTIPLICATIVE CONSTRAINT
Journal of the Operations Research Society of Japan | 1993-08-12 | Paper |
Linear multiplicative programming
Mathematical Programming. Series A. Series B | 1993-04-01 | Paper |
Parametric simplex algorithms for a class of NP-complete problems whose average number of steps is polynomial
Computational Optimization and Applications | 1993-02-04 | Paper |
A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
Journal of the Operations Research Society of Japan | 1993-01-16 | Paper |
A parametric successive underestimation method for convex multiplicative programming problems
Journal of Global Optimization | 1993-01-16 | Paper |
A generalized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems
Mathematical Programming. Series A. Series B | 1993-01-01 | Paper |
Efficient algorithms for solving rank two and rank three bilinear programming problems
Journal of Global Optimization | 1992-06-28 | Paper |
Parametric simplex algorithms for solving a special class of nonconvex minimization problems
Journal of Global Optimization | 1992-06-26 | Paper |
A linear-time algorithm for solving continuous maximin knapsack problems
Operations Research Letters | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4188785 (Why is no real title available?) | 1990-01-01 | Paper |
PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
Journal of the Operations Research Society of Japan | 1990-01-01 | Paper |
Generalized linear multiplicative and fractional programming
Annals of Operations Research | 1990-01-01 | Paper |
BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING
Journal of the Operations Research Society of Japan | 1989-01-01 | Paper |
| A mofified gub algorithm for solving linear minimax problems | 1989-01-01 | Paper |
OPTIMIZING CHEMICAL PLANT OPERATION BY MIXED INTEGER PROGRAMMING
Journal of the Operations Research Society of Japan | 1988-01-01 | Paper |
Minimum concave cost production system: A further generalization of multi-echelon model
Mathematical Programming. Series A. Series B | 1988-01-01 | Paper |
Best piecewise constant approximation of a function of single variable
Operations Research Letters | 1988-01-01 | Paper |
AN ALGORITHM FOR SOLVING BILINEAR KNAPSACK PROBLEMS
Journal of the Operations Research Society of Japan | 1981-01-01 | Paper |
MAXIMIZING A CONVEX QUADRATIC FUNCTION OVER A HYPERCUBE
Journal of the Operations Research Society of Japan | 1980-01-01 | Paper |
Maximization of A convex quadratic function under linear constraints
Mathematical Programming | 1976-01-01 | Paper |
A cutting plane algorithm for solving bilinear programs
Mathematical Programming | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3532739 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3535830 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3436898 (Why is no real title available?) | 1973-01-01 | Paper |
