• 160 Citations
  • 8 h-Index
20032017

Research output per year

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Research Output

  • 160 Citations
  • 8 h-Index
  • 18 Article
  • 1 Chapter
  • Interaction between financial risk measures and machine learning methods

    Gotoh, J. Y., Takeda, A. & Yamamoto, R., 2014 Sep 27, In : Computational Management Science. 11, 4, p. 365-402 38 p.

    Research output: Contribution to journalArticle

  • 7 Citations (Scopus)

    Rebalance schedule optimization of a large scale portfolio under transaction cost

    Yamamoto, R. & Konno, H., 2013 Jan 1, In : Journal of the Operations Research Society of Japan. 56, 1, p. 26-37 12 p.

    Research output: Contribution to journalArticle

    Open Access
  • 2 Citations (Scopus)

    Portfolio optimization under transfer coefficient constraint

    Yamamoto, R., Ishibashi, T. & Konno, H., 2012 Feb 1, In : Journal of Asset Management. 13, 1, p. 51-57 7 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)

    Construction of a portfolio with shorter downside tail and longer upside tail

    Konno, H., Tanaka, K. & Yamamoto, R., 2011 Mar 1, In : Computational Optimization and Applications. 48, 2, p. 199-212 14 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)