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A cutting plane algorithm for solving bilinear programs
Konno, Hiroshi - 1975
Persistent link: https://www.econbiz.de/10002235236
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Maximization of a convex quadratic function under linear constraints
Konno, Hiroshi - 1975
Persistent link: https://www.econbiz.de/10002235251
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Global minimization of a generalized convex multiplicative function
Konno, Hiroshi - In: Journal of global optimization 4 (1994) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10001158494
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Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531
Persistent link: https://www.econbiz.de/10001106902
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Parametric simplex algorithms for solving a special class of nonconvex minimization problems
Konno, Hiroshi - In: Journal of global optimization 1 (1991) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10001109027
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Efficient algorithms for solving rank two and rank three bilinear programming problems
Yajima, Yasutoshi - In: Journal of global optimization 1 (1991) 2, pp. 155-171
Persistent link: https://www.econbiz.de/10001111643
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Portfolio optimization under lower partial risk measures
Konno, Hiroshi; Waki, Hayato; Yuuki, Atsushi - In: Asia-Pacific financial markets 9 (2002) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10001758328
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An integrated stock-bond portfolio optimization model
Konno, Hiroshi - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1427-1444
Persistent link: https://www.econbiz.de/10001222038
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Failure discrimination by semi-definite programming
Konno, Hiroshi; Gotoh, Jun-ya; Uryasev, Stanislav; … - In: Financial engineering, E-commerce and supply chain, (pp. 379-396). 2002
Persistent link: https://www.econbiz.de/10001747179
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A mean-variance-skewness model : algorithm and applications
Konno, Hiroshi; Yamamoto, Rei - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 409-423
Persistent link: https://www.econbiz.de/10002980613