Concepedia

Hiroshi Konno

HK

Statistics

Publications

93

Citations

5.9K

H-Index

36

Active since

1961

Affiliations

Tokyo Institute of Technology(Current)

Chuo University

University of Tsukuba

Akita Industrial Technology Center

Kaken Pharmaceutical (Japan)

Hiroshi Konno is an author at Tokyo Institute of Technology specializing in optimization, mathematics, and finance.

Publications per year

1961–2023

93

Publications

93

Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Hiroshi Konno, Hiroaki Yamazaki · Management Science · 1991 · 1.5K citations

Business, Economics, Finance +15

A mean-absolute deviation-skewness portfolio optimization model

Hiroshi Konno, Hiroshi Shirakawa, Hiroaki Yamazaki · Annals of Operations Research · 1993 · 253 citations

Business, Finance, Mathematics +12

A cutting plane algorithm for solving bilinear programs

Hiroshi Konno · Mathematical Programming · 1976 · 244 citations · Full text

Computing, Computer Science, Algorithms +7

A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL

Hiroshi Konno, Kenichi Suzuki · Journal of the Operations Research Society of Japan · 1995 · 193 citations · Full text

Business, Finance, Financial Management +17

Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints

Hiroshi Konno, Annista Wijayanayake · Mathematical Programming · 2001 · 192 citations

Natural Sciences, Finance, Mathematics +16

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