Hiroshi Konno

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Person:168227

Available identifiers

zbMath Open konno.hiroshiWikidataQ11377437 ScholiaQ11377437MaRDI QIDQ168227

List of research outcomes

PublicationDate of PublicationType
Lagrangian mean curvature flows and moment maps2019-04-23Paper
Convergence of Kähler to real polarizations on flag manifolds via toric degenerations2014-10-15Paper
REBALANCE SCHEDULE OPTIMIZATION OF A LARGE SCALE PORTFOLIO UNDER TRANSACTION COST2014-03-19Paper
Classification of companies using maximal margin ellipsoidal surfaces2013-06-26Paper
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm2012-02-19Paper
Third Degree Stochastic Dominance and Mean-Risk Analysis2012-02-12Paper
Mean–Absolute Deviation Model2011-05-31Paper
Construction of a portfolio with shorter downside tail and longer upside tail2011-05-11Paper
https://portal.mardi4nfdi.de/entity/Q53935132011-04-18Paper
Multi-step methods for choosing the best set of variables in regression analysis2010-08-23Paper
A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY2010-08-11Paper
A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT2010-05-19Paper
Solving a large scale semi-definite logit model2010-05-10Paper
A maximal predictability portfolio using absolute deviation reformulation2010-01-26Paper
Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface2009-11-10Paper
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems2009-11-02Paper
Choosing the best set of variables in regression analysis using integer programming2009-09-01Paper
Failure discrimination and rating of enterprises by semi-definite programming2009-04-15Paper
Failure discrimination and rating of enterprises by semi-definite programming2009-02-06Paper
Equilibrium relations in a capital asset market: A mean absolute deviation approach2009-02-06Paper
A constrained least square approach to the estimation of the term structure of interest rates2009-02-06Paper
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates2009-02-06Paper
Convex structure of the constrained least square problem for estimating the forward rate sequence2009-02-06Paper
An international portfolio optimization model hedged with forward currency contracts2009-02-06Paper
Applications of the integrated approach to international portfolio optimization2009-02-06Paper
An efficient algorithm for solving convex-convex quadratic fractional programs2008-09-23Paper
The Geometry of Toric Hyperk\"ahler Varieties2008-09-12Paper
MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS2008-09-03Paper
Comparison of search strategies of branch and bound algorithm for concave minimization problems under linear constraints2008-07-29Paper
A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION2008-05-20Paper
A two step algorithm for solving a large scale semi-definite logit model2008-01-25Paper
Applications of Global Optimization to Portfolio Analysis2007-10-24Paper
Studies on a general stock-bond integrated portfolio optimization model2007-03-20Paper
https://portal.mardi4nfdi.de/entity/Q54889552006-09-25Paper
https://portal.mardi4nfdi.de/entity/Q54889582006-09-25Paper
Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities2006-06-28Paper
Integer programming approaches in mean-risk models2006-06-12Paper
https://portal.mardi4nfdi.de/entity/Q33711372006-02-21Paper
Empirical studies on internationally diversified investment using a stock-bond integrated model2006-01-16Paper
A CONSTRAINED LEAST SQUARE METHOD FOR ESTIMATING A SMOOTH, NONNEGATIVE FORWARD RATE SEQUENCE2005-12-15Paper
Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs2005-12-13Paper
Optimization of a long-short portfolio under nonconvex transaction cost2005-11-16Paper
PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL2005-10-19Paper
Estimation of failure probability using semi-definite logit model2005-08-25Paper
A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS2005-08-03Paper
Index-plus-alpha tracking under concave transaction cost2005-06-07Paper
Optimization of polynomial fractional functions2004-11-22Paper
Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints2004-08-12Paper
VARIATION OF TORIC HYPERKÄHLER MANIFOLDS2004-07-12Paper
Portfolio optimization under lower partial risk measures2004-03-17Paper
Credit cards scoring with quadratic utility functions2003-10-29Paper
Cutting plane algorithms for nonlinear semi-definite programming problems with applications2003-10-27Paper
SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES2003-10-13Paper
Minimal concave cost rebalance of a portfolio to the efficient frontier2003-09-01Paper
https://portal.mardi4nfdi.de/entity/Q47797432003-04-23Paper
https://portal.mardi4nfdi.de/entity/Q47821592002-11-27Paper
A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis2002-09-17Paper
COHOMOLOGY RINGS OF TORIC HYPERKÄHLER MANIFOLDS2002-09-10Paper
Mean-absolute deviation portfolio optimization model under transaction costs2002-07-11Paper
Maximization of the ratio of two convex quadratic functions over a polytope2002-03-05Paper
https://portal.mardi4nfdi.de/entity/Q44064112002-01-01Paper
https://portal.mardi4nfdi.de/entity/Q27157402001-11-20Paper
https://portal.mardi4nfdi.de/entity/Q27513212001-10-21Paper
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints2001-10-10Paper
https://portal.mardi4nfdi.de/entity/Q27426772001-09-23Paper
A branch and bound algorithm for solving low rank linear multiplicative and fractional programming problems2001-03-28Paper
The intersection pairings on the configuration spaces of points in the projective line.2001-01-01Paper
A branch and bound algorithm for solving mean-risk-skewness portfolio models2000-07-10Paper
An algorithm for a concave production cost network flow problem2000-06-14Paper
Minimization of the sum of three linear fractional functions2000-06-05Paper
A deterministic approach to linear programs with several additional multiplicative constraints2000-01-05Paper
https://portal.mardi4nfdi.de/entity/Q42667621999-09-22Paper
Cutting plane/tabu search algorithms for low rank concave quadratic programming problems1998-12-02Paper
Internationally Diversified Investment Using an Integrated Portfolio Model1998-11-22Paper
THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET1998-07-28Paper
An integrated stock-bond portfolio optimization model1998-07-22Paper
https://portal.mardi4nfdi.de/entity/Q43571701998-07-12Paper
BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH1997-10-30Paper
D.C. representability of closed sets in reflexive Banach spaces and applications to optimization problems1997-07-06Paper
Optimization on low rank nonconvex structures1997-04-29Paper
Equilibria in the capital market with non-homogeneous investors1997-04-16Paper
EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET1997-03-23Paper
On the degree and separability of nonconvexity and applications to optimization problems1997-01-01Paper
Dual approach to minimization on the set of Pareto-optimal solutions1996-07-31Paper
https://portal.mardi4nfdi.de/entity/Q43283561996-04-22Paper
A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL1996-02-07Paper
OUTER APPROXIMATION ALGORITHMS FOR LOWER RANK BILINEAR PROGRAMMING PROBLEMS1996-01-14Paper
Convex programs with an additional constraint on the product of several convex functions1995-12-13Paper
https://portal.mardi4nfdi.de/entity/Q48338091995-05-23Paper
Calculating a minimal sphere containing a polytope defined by a system of linear inequalities1994-12-01Paper
Global minimization of a generalized convex multiplicative function1994-03-10Paper
Optimal portfolios with asymptotic criteria1994-01-26Paper
A mean-absolute deviation-skewness portfolio optimization model1994-01-26Paper
On the natural line bundle on the moduli space of stable parabolic bundles1994-01-04Paper
Construction of the moduli space of stable parabolic Higgs bundles on a Riemann surface1993-12-20Paper
An outer approximation method for minimizing the product of several convex functions on a convex set1993-10-13Paper
A PARAMETRIC SUCCESSIVE UNDERESTIMATION METHOD FOR CONVEX PROGRAMMING PROBLEMS WITH AN ADDITIONAL CONVEX MULTIPLICATIVE CONSTRAINT1993-08-12Paper
Linear multiplicative programming1993-04-01Paper
Parametric simplex algorithms for a class of NP-complete problems whose average number of steps is polynomial1993-02-04Paper
A parametric successive underestimation method for convex multiplicative programming problems1993-01-16Paper
A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES1993-01-16Paper
A generalized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems1993-01-01Paper
Efficient algorithms for solving rank two and rank three bilinear programming problems1992-06-28Paper
Parametric simplex algorithms for solving a special class of nonconvex minimization problems1992-06-26Paper
A linear-time algorithm for solving continuous maximin knapsack problems1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57532301990-01-01Paper
Generalized linear multiplicative and fractional programming1990-01-01Paper
PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION1990-01-01Paper
BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING1989-01-01Paper
A mofified gub algorithm for solving linear minimax problems1989-01-01Paper
Best piecewise constant approximation of a function of single variable1988-01-01Paper
Minimum concave cost production system: A further generalization of multi-echelon model1988-01-01Paper
OPTIMIZING CHEMICAL PLANT OPERATION BY MIXED INTEGER PROGRAMMING1988-01-01Paper
AN ALGORITHM FOR SOLVING BILINEAR KNAPSACK PROBLEMS1981-01-01Paper
MAXIMIZING A CONVEX QUADRATIC FUNCTION OVER A HYPERCUBE1980-01-01Paper
A cutting plane algorithm for solving bilinear programs1976-01-01Paper
Maximization of A convex quadratic function under linear constraints1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41094941975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41112951975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44039861973-01-01Paper

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