Applications of integer programming to financial optimization

von Konno, Hiroshima
Veröffentlicht in Handbook of financial engineering (2008)

A mean-variance-skewness model : algorithm and applications

von Konno, Hiroshi
Veröffentlicht in International journal of theoretical and applied finance (2005)

A maximal predictability portfolio using dynamic factor selection strategy

von Konno, Hiroshi
Veröffentlicht in International journal of theoretical and applied finance (2010)

A maximal predictability portfolio using absolute deviation reformulation

von Konno, Hiroshi
Veröffentlicht in Computational Management Science (2010)

Comparatative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems

von Konno, Hiroshi
Veröffentlicht in Computational Management Science (2009)

Portfolio optimization under transfer coefficient constraint

von Yamamoto, Rei
Veröffentlicht in The journal of asset management (2012)

A maximal predictability portfolio model : algorithm and performance evaluation

von Yamamoto, Rei
Veröffentlicht in International journal of theoretical and applied finance (2007)

Interaction between financial risk measures and machine learning methods

von Gotoh, Jun-ya
Veröffentlicht in Computational Management Science (2014)