Keio University
日本語
日本語

Presentations

Yamamoto, Rei

61-80 items (total 80)

公的年金運用における基本ポートフォリオ策定プロセスの再考 -多期間最適化モデルの活用-

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2009 - 2009
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

IC最大化による期待収益率作成とその効果

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2009 - 2009
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

TC制約の下でのポートフォリオ最適化

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2009 - 2009
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

公的年金運用における基本ポートフォリオ策定プロセスの再考について -多期間最適化モデルの活用-

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2009 - 2009
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

整数計画法を用いたファクター選択による決定係数最大化ポートフォリオ構築と評価

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2008 - 2008
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

整数計画法を用いたファクター選択による決定係数最大化ポートフォリオ構築

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2008 - 2008
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

数理計画法を用いた個人投資家の資産運用モデル

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2008 - 2008
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

投資信託を用いた個人投資家の資産運用モデル

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2008 - 2008
Invitation Status
With
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (invited, special)

取引手数料を考慮した平均・分散モデルの効率的解法

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2005 - 2005
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

An Efficient Algorithm for Solving Convex-Convex Quadratic Fractional Programs

Speaker
REI YAMAMOTO, HIROSHI KONNO
Conference Title
[Conference Category International presentation] Conference Title 17st Conference of the International Federation of Operational Research Societies Dates 2005 - 2005
Invitation Status
Without
Presentation Format
International presentation
Language of Publication
English
Conference Category
Oral presentation (general)

平均・分散・歪度モデルの効率的解法に関する研究

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2005 - 2005
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

平均・分散・歪度モデルの効率的解法と評価

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2004 - 2004
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

Global Optimization vs Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs

Speaker
HIROSHI KONNO, REI YAMAMOTO
Conference Title
[Conference Category Domestic presentation] Dates 2004 - 2004
Invitation Status
With
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (invited, special)

絶対偏差の比の最小化問題の解法

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2004 - 2004
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

凸2次関数の比の最大化問題の効率的解法に関する研究

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2004 - 2004
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

整数計画法を用いたポートフォリオ最適化

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2004 - 2004
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

ポートフォリオ最適化問題における大域的最適化 vs 整数計画法

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2003 - 2003
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

非凸型取引コストの下でのロング・ショートポートフォリオ最適化問題に関する研究

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2003 - 2003
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

Portfolio Optimization under Short Sale Opportunity

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2002 - 2002
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

非凸型取引コストの下での効率的フロンティア上への最小コストリバランス

Speaker
YAMAMOTO REI
Conference Title
[Conference Category Domestic presentation] Dates 2002 - 2002
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)
Yamamoto, Rei Details