Konno Hiroshi

Hiroshi Konno

Information about the author Hiroshi Konno will soon be added to the site.
Found 36 papers in total
A mean-variance-skewness portfolio optimization model
A mean-variance-skewness portfolio optimization model
1995
The authors will propose a mean-variance-skewness portfolio optimziation model, a...
A generalized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems
A generalized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems
1993
Since Dantzig-Wolfe’s pioneering contribution, the decomposition approach using...
A parametric successive underestimation method for convex programming problems with an additional convex multiplicative constraint
A parametric successive underestimation method for convex programming problems with an additional convex multiplicative constraint
1992
This paper addresses itself to an algorithm for a convex minimization probelm with an...
Optimal portfolios with asymptotic criteria
Optimal portfolios with asymptotic criteria
1993
This paper is concerned with a portfolio optimization model for a long planning...
A mean-absolute deviation-skewness portfolio optimization model
A mean-absolute deviation-skewness portfolio optimization model
1993
It is assumed in the standard portfolio analysis that an investor is risk averse and...
A fast algorithm for solving large scale mean-variance models by compact factorization of covariance matrices
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...
Linear multiplicative programming
Linear multiplicative programming
1992
An algorithm for solving a linear multiplicative programming problem (referred to as...
Optimal assignment of students to classes at Tokyo Institute of Technology
Optimal assignment of students to classes at Tokyo Institute of Technology
1991
This is a report on a case study concerning the optimal assignment of 1,200 freshmen...
Piecewise linear risk function and portfolio optimization
Piecewise linear risk function and portfolio optimization
1990
A new portfolio optimization model using a piecewise linear risk function is proposed....
Mean-absolute deviation portfolio optimization model and its applications to Tokyo Stock Market
Mean-absolute deviation portfolio optimization model and its applications to Tokyo Stock Market
1991
The purpose of this paper is to demonstrate that a portfolio optimization model using...
A linear-time algorithm for solving continuous maximin knapsack problems
A linear-time algorithm for solving continuous maximin knapsack problems
1991
This paper introduces a special class of mathematical programming problem which...
Bond portfolio optimization by bilinear fractional programming
Bond portfolio optimization by bilinear fractional programming
1989
A variety of bond portfolio optimization problems of institutional investors are...
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