Takehara Hitoshi

Hitoshi Takehara

Information about the author Hitoshi Takehara will soon be added to the site.
Found 3 papers in total
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
2012
We show that when investors review their consumption and investment plans infrequently...
Optimizing the manager structure in a downside risk framework
Optimizing the manager structure in a downside risk framework
2002
To decide the investment policy of a pension fund, a plan sponsor first conducts an...
An interior point algorithm for large scale portfolio optimization
An interior point algorithm for large scale portfolio optimization
1993
The minimum-norm point problem which arises in portfolio selections is discussed and...
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