Concepedia

Annista Wijayanayake

AW

Statistics

Publications

6

Citations

395

H-Index

6

Active since

1999

Affiliations

Tokyo Institute of Technology(Current)

Advanced Institute of Industrial Technology

Annista Wijayanayake is an author at Tokyo Institute of Technology specializing in engineering, portfolio optimization, and operations research.

Top concepts

FinanceEngineeringOperations ResearchFinancial EngineeringPortfolio OptimizationMathematical ProgrammingManagementComputer SciencePortfolio ManagementAsset Pricing

Publications per year

1999–2016

6

Publications

6

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

MEAN-ABSOLUTE DEVIATION PORTFOLIO OPTIMIZATION MODEL UNDER TRANSACTION COSTS

Hiroshi Konno, Annista Wijayanayake · Journal of the Operations Research Society of Japan · 1999 · 68 citations

Mathematical Programming, Transaction Cost Table, Transaction Cost Function +12

Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints

Hiroshi Konno, Annista Wijayanayake · Journal of Global Optimization · 2002 · 44 citations

MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS

Hiroshi Konno, Annista Wijayanayake · International Journal of Theoretical and Applied Finance · 2001 · 38 citations

Mathematical Programming, Engineering, Discrete Optimization +20

Mean-absolute deviation portfolio optimization model under transaction costs

Hiroshi Konno, Annista Wijayanayake · Journal of the Operations Research Society of Japan · 1999 · 35 citations · Full text

Mathematical Programming, Transaction Cost Table, Transaction Cost Function +12

1–5 of 6