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Keisuke Nanjo
Publication Activity (10 Years)
Years Active: 2015-2015
Publications (10 Years): 0
Top Topics
Portfolio Optimization
Transaction Costs
Risk Measures
Cutting Plane
Top Venues
Comput. Manag. Sci.
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Publications
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Yuichi Takano
,
Keisuke Nanjo
,
Noriyoshi Sukegawa
,
Shinji Mizuno
Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs.
Comput. Manag. Sci.
12 (2) (2015)