Journal of the Operations Research Society of Japan

Journal of the Operations Research Society of Japan

Published by The Operations Research Society of Japan

2,020 registered articles
(updated on October 19, 2018)

Online ISSN : 2188-8299
Print ISSN : 0453-4514

JOURNALS PEER REVIEWED FREE ACCESS

2018 Volume 61 Issue 3

LINEAR REBALANCING STRATEGY FOR MULTI-PERIOD DYNAMIC PORTFOLIO OPTIMIZATION UNDER REGIME SWITCHES Takahiro Komatsu, Naoki Makimoto

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Most viewed articles Sep.2018

1

PRIVATIZATION OF JAPAN NATIONAL RAILWAYS : DEA TIME SERIES APPROACHES

Released: June 27, 2017 | Volume 40 Issue 2 Pages 186-205

Toshiyuki Sueyoshi, Hiroshi Machida, Manabu Sugiyama, Takeshi Arai, Yoshiyasu Yamada
1

A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL

Released: June 27, 2017 | Volume 38 Issue 2 Pages 173-187

Hiroshi Konno, Ken-ichi Suzuki
3

LINEAR REBALANCING STRATEGY FOR MULTI-PERIOD DYNAMIC PORTFOLIO OPTIMIZATION UNDER REGIME SWITCHES

Released: July 27, 2018 | Volume 61 Issue 3 Pages 239-260

Takahiro Komatsu, Naoki Makimoto
4

AN INEFFICIENCY MEASUREMENT METHOD FOR MANAGEMENT SYSTEMS

Released: June 27, 2017 | Volume 37 Issue 2 Pages 158-168

Yoshiyasu Yamada, Tomomi Matsui, Manabu Sugiyama
5

BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY

Released: July 31, 2017 | Volume 60 Issue 3 Pages 321-336

Ryuta Tamura, Ken Kobayashi, Yuichi Takano, Ryuhei Miyashiro, Kazuhide Nakata, Tomomi Matsui

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