The following pages link to Hiroshi Konno (Q168227):
Displaying 50 items.
- (Q462172) (redirect page) (← links)
- Convergence of Kähler to real polarizations on flag manifolds via toric degenerations (Q462173) (← links)
- (Q535297) (redirect page) (← links)
- Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
- (Q587150) (redirect page) (← links)
- Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints (Q598593) (← links)
- Equilibria in the capital market with non-homogeneous investors (Q678002) (← links)
- An outer approximation method for minimizing the product of several convex functions on a convex set (Q686993) (← links)
- A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis (Q697556) (← links)
- Choosing the best set of variables in regression analysis using integer programming (Q839047) (← links)
- Studies on a general stock-bond integrated portfolio optimization model (Q871691) (← links)
- Comparison of search strategies of branch and bound algorithm for concave minimization problems under linear constraints (Q934175) (← links)
- An efficient algorithm for solving convex-convex quadratic fractional programs (Q946299) (← links)
- Solving a large scale semi-definite logit model (Q970129) (← links)
- Multi-step methods for choosing the best set of variables in regression analysis (Q989838) (← links)
- Equilibrium relations in a capital asset market: A mean absolute deviation approach (Q1000348) (← links)
- A constrained least square approach to the estimation of the term structure of interest rates (Q1000382) (← links)
- On the de-facto convex structure of a least square problem for estimating the term structure of interest rates (Q1000400) (← links)
- Convex structure of the constrained least square problem for estimating the forward rate sequence (Q1000431) (← links)
- An international portfolio optimization model hedged with forward currency contracts (Q1000444) (← links)
- Applications of the integrated approach to international portfolio optimization (Q1000510) (← links)
- Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems (Q1035283) (← links)
- Best piecewise constant approximation of a function of single variable (Q1111948) (← links)
- Minimum concave cost production system: A further generalization of multi-echelon model (Q1114584) (← links)
- Parametric simplex algorithms for solving a special class of nonconvex minimization problems (Q1177915) (← links)
- Efficient algorithms for solving rank two and rank three bilinear programming problems (Q1186269) (← links)
- A parametric successive underestimation method for convex multiplicative programming problems (Q1200637) (← links)
- Parametric simplex algorithms for a class of NP-complete problems whose average number of steps is polynomial (Q1203065) (← links)
- Linear multiplicative programming (Q1207311) (← links)
- Cutting plane/tabu search algorithms for low rank concave quadratic programming problems (Q1272984) (← links)
- An algorithm for a concave production cost network flow problem (Q1301576) (← links)
- On the natural line bundle on the moduli space of stable parabolic bundles (Q1308469) (← links)
- Construction of the moduli space of stable parabolic Higgs bundles on a Riemann surface (Q1309189) (← links)
- Optimal portfolios with asymptotic criteria (Q1313154) (← links)
- A mean-absolute deviation-skewness portfolio optimization model (Q1313156) (← links)
- Global minimization of a generalized convex multiplicative function (Q1315440) (← links)
- A generalized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems (Q1321648) (← links)
- Calculating a minimal sphere containing a polytope defined by a system of linear inequalities (Q1326513) (← links)
- Convex programs with an additional constraint on the product of several convex functions (Q1333464) (← links)
- Optimization on low rank nonconvex structures (Q1353375) (← links)
- D.C. representability of closed sets in reflexive Banach spaces and applications to optimization problems (Q1359460) (← links)
- On the degree and separability of nonconvexity and applications to optimization problems (Q1373758) (← links)
- An integrated stock-bond portfolio optimization model (Q1391444) (← links)
- Minimal concave cost rebalance of a portfolio to the efficient frontier (Q1403305) (← links)
- Cutting plane algorithms for nonlinear semi-definite programming problems with applications (Q1411319) (← links)
- Portfolio optimization under lower partial risk measures (Q1425572) (← links)
- Minimization of the sum of three linear fractional functions (Q1567073) (← links)
- The intersection pairings on the configuration spaces of points in the projective line. (Q1612776) (← links)
- Lagrangian mean curvature flows and moment maps (Q1737574) (← links)
- Index-plus-alpha tracking under concave transaction cost (Q1780349) (← links)
