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今野浩 研究業績一覧 (41件)
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論文
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今野浩.
金融工学のススメ2理工系大学とファイナンス,
日本経済研究センター会報,
No. 99 年7月号,
pp. 32-33,
1999.
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今野浩.
金融工学のススメ3 金融工学と経済学,
日本経済研究センター会報,
No. 99年8月号,
pp. 38-39,
1999.
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今野浩.
金融工学のススメ4金融工学の系譜,
日本経済研究センター会報,
No. ,99年9月号,
pp. 30-31,
1999.
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今野浩.
金融工学のススメ5金融工学の系譜 その2,
日本経済研究センター会報,
No. 99年10月号,
pp. 40-41,
1999.
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今野浩.
金融工学のススメ6金融工学の系譜 その3,
日本経済研究センター会報,
No. 99年11月号,
pp. 34-35,
1999.
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今野浩.
金融工学のススメ7 資産運用理論 その1,
日本経済研究センター会報,
No. 99年12月号,
pp. 40-41,
1999.
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HIROSHI KONNO.
Portfolio Optimization Problem under Concave Transaction Costs and Minimal Transaction Unit Constraints,
日本オペレーシ ョンズ・リサーチ学会秋季大会,
No. 10月,
1999.
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HIROSHI KONNO.
Minimization of the Sum of Several Linear Fractional Functions,
6 th Int'l Conference on Generalized Convexity, Samos (Greece),
1999.
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HIROSHI KONNO.
Minimization of the Sum and the Produst of Sereral Lunear Fractional Functions,
Naval Reseach Logistics,
Vol. 46,
No. 2,
pp. 583-591,
1999.
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HIROSHI KONNO.
Mean-Absolute Deviation Portfolio Optimization Model Under Tronsaction Costs,
J. of the Operations Research Society of Japan,
Vol. 42,
No. 4,
pp. 422-435,
1999.
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Konno, H.,
Li, J..
Experimental Studies of an International Portfolio Optimization Using Integrated Approach,
JAFEE International Conference,
August,
1999.
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HIROSHI KONNO.
An Internationally Diversified Investment Using a Stock-Bond Integrated Portfolee Model,
International J. of Theoretical and Applied Finance,
Vol. 1,
No. 1,
pp. 145-160,
1998.
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HIROSHI KONNO.
Convex Structure of the Constrained Ceart Square Problems for Estimating the Forward Rate Sequence,
Financial Engineering and the Japanese Markets,
Vol. 4,
No. 2,
pp. 179-185,
1997.
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HIROSHI KONNO.
Existence of a Nonnegative Equilibrium Price Vector in the Mean-Variance Capital Market,
Mathematical Finance,
Vol. 5,
pp. 233-246,
1995.
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HIROSHI KONNO.
Calculating a Minimal Sphere Containing a Polytope Defined by a Systems of Linear Inequalities,
Computational Optimization and Applications,
Vol. 3,
pp. 181-191,
1994.
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HIROSHI KONNO.
An Outer Approximatin Method for Minimizing the Product of Several Convex Functions on a Convex Set,
J. of Global Optimization,
No. 3,
pp. 325-335,
1993.
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HIROSHI KONNO.
Optimal Portfolios with Asymptotic Criteria,
Annals of Operations Research,
No. 45,
pp. 187-204,
1993.
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HIROSHI KONNO.
A Mean-Absolute Deviation - Skewness Portfolio Optimization Model,
Annals of Operations Research,
No. 45,
pp. 205-220,
1993.
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今野浩.
アルゴリズムと特許(1)?(5),
オペレーションズ・リサーチ,
Vol. 38,
No. 8.9.10.11.12,
pp. 414-418,494-498,544-548,596-601,645-659,
1993.
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HIROSHI KONNO.
A Generaliged Danfzig-Wolfe Decomposition Principle for a Class of Nonconvex Progromming Problems,
Mathematical Programming,
No. 62,
pp. 239-260,
1993.
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HIROSHI KONNO.
Parametric Simplex Algorithms for a Class of NP Complete Problems Whose Average Number of Steps is Polynomial,
Computational Optimization and Applications,
Vol. 1,
pp. 1,
1992.
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HIROSHI KONNO.
A Fast Algorithm for Solving large Scale Near-Variance Model by Compact Factorization of Covariance Matrices,
J. of the Operations Research Soc. of Japan,
Vol. 35,
pp. 2,
1992.
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HIROSHI KONNO.
Linear Multiplicative Programming,
Mathematical Programming,
pp. 56,
1992.
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HIROSHI KONNO.
Parametric Simplex Algorithms for Solving a Special Class of Nonconvex Minimization Problems,
Journal of Global Optimization,
Vol. 1,
pp. 1,
1991.
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HIROSHI KONNO.
A Mean Abolute Deviation Protfolio Optimization Model,
Management Science,
pp. 37,
1991.
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今野浩.
パラメトリク単体法による非線関数の大域的最小化,
応用数理,
Vol. 1,
pp. 1,
1991.
著書
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HIROSHI KONNO.
Financial Optimization,
Nikka Giren Publishing, Co.,
Nikka Giren Publishing, Co.,
1998.
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HIROSHI KONNO.
Practices in Mathematical Decision Making,
Nikka Giren Publishup Co.,
Nikka Giren Publishup Co.,
1997.
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HIROSHI KONNO.
Optimization on Low Rank Nonconvex Structures,
Kluwer Academic Publishers,
Kluwer Academic Publishers,
1997.
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HIROSHI KONNO.
Karmarkars' Patent and Software,
Chuo Koron Publishuiy Co.,
Chuo Koron Publishuiy Co.,
1996.
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HIROSHI KONNO.
Intellectual Property Rights Of Software/Algorithums,
Asakura Publishing Co.,
Asakura Publishing Co.,
1996.
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今野浩.
理財工学 I,
日科技連出版社,
日科技連出版社,
1995.
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HIROSHI KONNO.
Multiplicative Programming Problems,
Handbook of Global Optimization,
Handbook of Global Optimization,
pp. 369-405,
1995.
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今野浩.
数理決定法入門:キャンパスのOR,
朝倉書店,
朝倉書店,
1992.
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今野浩.
線形計画法,
日科技連出版社,
日科技連出版社,
1987.
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今野浩.
整数計画法,
産業図書,
産業図書,
1982.
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今野浩.
非線形計画法,
日科技連出版社,
日科技連出版社,
1978.
学位論文
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双線形計画法・理論と応用,
Master of Engineering,
東京大学,
1977/--/--,
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bilinear programming,
本文,
Doctor,
スタンフォード大学,
1971/--/--,
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,
Master,
1971/--/--,
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,
Master,
スタンフォード大学,
1971/--/--,
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