Y. Takaya

A Maximal Predictability Portfolio Using Dynamic Factor Selection Strategy

H. Konno, Rei Yamamoto, Y. Takaya, 2010 .

Multi-step methods for choosing the best set of variables in regression analysis

Hiroshi Konno, Yoshihiro Takaya, H. Konno, 2010, Comput. Optim. Appl..

A Maximal Predictability Portfolio Subject to a turnover Constraint

Hiroshi Konno, Yoshihiro Takaya, H. Konno, 2010, Asia Pac. J. Oper. Res..