Jun Ya Gotoh

Jun Ya Gotoh

Chuo University - Hachioji / Japan
Engineering & Technology / Computer Science
AD Scientific Index ID: 347775
中央大学
person_outline Jun Ya Gotoh's MOST POPULAR ARTICLES
1-) Newsvendor solutions via conditional value-at-risk minimizationJ Gotoh, Y TakanoEuropean Journal of Operational Research 179 (1), 80-96, 20073392007
2-) DC formulations and algorithms for sparse optimization problemsJ Gotoh, A Takeda, K TonoMathematical Programming 169 (1), 141-176, 20181512018
3-) Robust empirical optimization is almost the same as mean–variance optimizationJ Gotoh, MJ Kim, AEB LimOperations research letters 46 (4), 448-452, 20181062018
4-) Third degree stochastic dominance and mean-risk analysisJ Gotoh, H KonnoManagement science 46 (2), 289-301, 20001122000
5-) Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfoliosA Takeda, M Niranjan, J Gotoh, Y KawaharaComputational Management Science 10, 21-49, 2013892013