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Operations Research Proceedings 1997
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Operations Research Proceedings 1997 (1998)Operations Research Proceedings 1997Portfolio-optimization models for small investors (2012)Portfolio-optimization models…A Multivariate Band-Pass Filter for Economic Time Series (2010)A Multivariate Band-Pass Filt…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)The Band Pass Filter (1999)Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Optimization of conditional value-at-risk (2000)Lectures on Stochastic Programming: Modeling and Theory (2009)
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  • 2012Portfolio-optimization models for small investors40 cited
  • 2010A Multivariate Band-Pass Filter for Economic Time Series21 cited

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