Yamane Yuji

Yuji Yamane

Information about the author Yuji Yamane will soon be added to the site.
Found 2 papers in total
Computation of mean-semivariance efficient sets by the Critical Line Algorithm
1993
The general mean-semivariance portfolio optimization problem seeks to determine the...
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
1993
In this study, the authors show that earnings forecasting creates an index-tracking...
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