Suzuki Ken-ichi

Ken-ichi Suzuki

Information about the author Ken-ichi Suzuki will soon be added to the site.
Found 2 papers in total
A mean-variance-skewness portfolio optimization model
1995
The authors will propose a mean-variance-skewness portfolio optimziation model, a...
A fast algorithm for solving large scale mean-variance models by compact factorization of covariance matrices
1992
A fast algorithm for solving large scale MV (mean-variance) portfolio optimization...
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