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A sequential competitive bidding strategy considering inaccurate cost estimates

Takano, Yuichi; Ishii, Nobuaki; Muraki, Masaaki - In: Omega : the international journal of management science 42 (2014), pp. 132-140

Persistent link: https://www.econbiz.de/10010205150

Multi-period resource allocation for estimating project costs in competitive bidding

Takano, Yuichi; Ishii, Nobuaki; Muraki, Masaaki - In: Central European journal of operations research : CEJOR … 25 (2017) 2, pp. 303-323

Persistent link: https://www.econbiz.de/10011711279

Quantitative evaluation of an information network in a supply chain

Ishii, Nobuaki; Ohba, Masaaki - In: International journal of production economics 261 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014336946

A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection

Sotirov, Renata - 2010

We address the multi-period portfolio optimization problem with the constant rebalancing strategy. This problem is formulated as a polynomial optimization problem (POP) by using a mean-variance criterion. In order to solve the POPs of high degree, we develop a cutting-plane algorithm based on...

Persistent link: https://www.econbiz.de/10013136268

Cardinality-constrained distributionally robust portfolio optimization

Kobayashi, Ken; Takano, Yuichi; Nakata, Kazuhide - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1173-1182

Persistent link: https://www.econbiz.de/10014435005

Robust portfolio optimization model for electronic coupon allocation

Uehara, Yuki; Nishimura, Naoki; Li, Yilin; Yang, Jie; … - In: INFOR : information systems and operational research 62 (2024) 4, pp. 646-660

Persistent link: https://www.econbiz.de/10015190385

Constant rebalanced portfolio optimization under nonlinear transaction costs

Takano, Yuichi; Gotoh, Jun-ya - In: Asia-Pacific financial markets 18 (2011) 2, pp. 191-211

Persistent link: https://www.econbiz.de/10009237739

A polynomial optimization approach to constant rebalanced portfolio selection

Takano, Yuichi; Sotirov, Renata - 2010

Persistent link: https://www.econbiz.de/10008697955

Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs

Takano, Yuichi; Nanjo, Keisuke; Sukegawa, Noriyoshi; … - In: Computational Management Science : CMS 12 (2015) 2, pp. 319-340

Persistent link: https://www.econbiz.de/10010513407

Mixed integer second-order cone programming formulations for variable selection in linear regression

Miyashiro, Ryuhei; Takano, Yuichi - In: European journal of operational research : EJOR 247 (2015) 3, pp. 721-731

Persistent link: https://www.econbiz.de/10011385275