Shirakawa Hiroshi

Hiroshi Shirakawa

Information about the author Hiroshi Shirakawa will soon be added to the site.
Found 3 papers in total
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...
Optimal consumption and arbitrage in incomplete, finite state security markets
Optimal consumption and arbitrage in incomplete, finite state security markets
1993
The authors study a consistent treatment for both the multi-period portfolio selection...
Stochastic minimization of the makespan in flow shops with identical machines and buffers of arbitrary size
Stochastic minimization of the makespan in flow shops with identical machines and buffers of arbitrary size
1990
Stochastic permutation flow shops of m identical machines and n jobs are considered....
Papers per page: