Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Naoya Kawadai"'
Publikováno v:
Journal of Asset Management. 23:246-255
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ecd4180e075830367b1a635646794b71
https://doi.org/10.1057/s41260-022-00256-2
https://doi.org/10.1057/s41260-022-00256-2
Publikováno v:
The Journal of Portfolio Management. 47:197-211
Customer momentum has been demonstrated to be effective in the US and Japanese stock markets but has not been examined using a large global supply chain network. In this article, the authors propose a new customer momentum strategy based on global su
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1cf5d91d7b52c5034ca4001c557995ac
https://doi.org/10.3905/jpm.2021.1.264
https://doi.org/10.3905/jpm.2021.1.264
Autor:
Rei Yamamoto, Naoya Kawadai
Publikováno v:
International Journal of Portfolio Analysis and Management. 2:238
In this paper, we focus on the 'Rachev ratio' proposed by Biglova et al. (2004) and propose a new smart beta index using it. This ratio has demonstrated its effectiveness as a performance measure; however, it is difficult to consider it to be a portf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3779c9f108ee998aa3b72d93f4f82c51
https://doi.org/10.1504/ijpam.2021.115632
https://doi.org/10.1504/ijpam.2021.115632
Publikováno v:
Computational Management Science. 7:111-120
This paper is concerned with an algorithm for solving a large scale semi-definite logit model which cannot be solved by an outer approximation (cutting plane) algorithm proposed earlier by one of the authors. Outer approximation algorithm can solve a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ddee2b00103597ba1b633e78ab2cf3b
https://doi.org/10.1007/s10287-008-0078-z
https://doi.org/10.1007/s10287-008-0078-z
Publikováno v:
Optimization Letters. 1:329-340
This paper proposes a two step algorithm for solving a large scale semi-definite logit model, which is appreciated as a powerful model in failure discriminant analysis. This problem has been successfully solved by a cutting plane (outer approximation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d8eab8469565fbe61ebd0cbfbc145d8
https://doi.org/10.1007/s11590-006-0023-4
https://doi.org/10.1007/s11590-006-0023-4
Publikováno v:
Journal of Global Optimization. 25:141-155
We will propose an outer-approximation (cutting plane) method for minimizing a function fX subject to semi-definite constraints on the variables X∈Rn. A number of efficient algorithms have been proposed when the objective function is linear. Howeve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6d232f27adfda2a238d5af36ad821e87
https://doi.org/10.1023/a:1021985014197
https://doi.org/10.1023/a:1021985014197
Autor:
Naoya Kawadai, Hiroshi Konno
Publikováno v:
Journal of the Operations Research Society of Japan. 44:251-260
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5b2eaef77915f71ad4f34c6200de4c5
https://doi.org/10.15807/jorsj.44.251
https://doi.org/10.15807/jorsj.44.251
Publikováno v:
Computational Management Science. 1
We will propose a new and practical method for estimating the failure probability of a large number of small to medium scale companies using their balance sheet data. We will use the maximum likelihood method to estimate the best parameters of the lo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4d1cd6dd0e84766034671bf1531e155
https://doi.org/10.1007/s10287-003-0001-6
https://doi.org/10.1007/s10287-003-0001-6
Publikováno v:
Journal of Global Optimization; Feb2003, Vol. 25 Issue 2, p141-155, 15p