Concepedia
Statistics
Publications
92
Citations
5.8K
H-Index
36
Active since
1961
Affiliations
Tokyo Institute of Technology(Current)
Chuo University
University of Tsukuba
Czech Academy of Sciences, Institute of Biotechnology
Hiroshi Konno is an author at Tokyo Institute of Technology specializing in engineering, mathematical programming, and finance.
Top concepts
EngineeringMathematical ProgrammingOperations ResearchPortfolio OptimizationFinanceManagementApproximation TheoryPortfolio ManagementCombinatorial OptimizationFinancial Engineering
Publications per year
1961–2023
Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
Hiroshi Konno, Hiroaki Yamazaki · Management Science · 1991 · 1.5K citations
Mathematical Programming, Portfolio Optimization, Risk Model +13
A mean-absolute deviation-skewness portfolio optimization model
Hiroshi Konno, Hiroshi Shirakawa, Hiroaki Yamazaki · Annals of Operations Research · 1993 · 253 citations
Mathematical Programming, Portfolio Optimization, Asset Pricing +6
A cutting plane algorithm for solving bilinear programs
Hiroshi Konno · Mathematical Programming · 1976 · 242 citations
Mathematical Programming, Branch-and-bound Algorithm, Engineering +6
A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
Hiroshi Konno, Kenichi Suzuki · Journal of the Operations Research Society of Japan · 1995 · 192 citations · Full text
Mathematical Programming, Mvs Model, Portfolio Optimization +10
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
Hiroshi Konno, Annista Wijayanayake · Mathematical Programming · 2001 · 192 citations
Mathematical Programming, Portfolio Optimization, Engineering +10
1–5 of 92