中央大学理工学部経営システム工学科今野研究室―理財工学研究室―オペレーションズリサーチ、理財工学、最適化、知的財産権などの研究を行っております。

＞サーベイ論文
＞その他論文／記事

論文

“３次元ヘルムホルツ方程式の数値解法”，（山内、森口、一松編、「電子計算機のための数値解法�U」，第５章，培風館），1966

今野浩

“Bilinear Programming, �T”,Technical Report 71-9, Dept. of Operations Research, Stanford University, California, 1971

Konno,H.

“Bilinear Programming, �U”,Technical Report 71-10, Dept. of Operations Research,Stanford University, California, 1971

Konno,H.

“Minimum Concave Cost Series Production Systems with Deterministic Demands ：A Backlogging Case”, J. of the Operations Research Society of Japan, 16 (1973) 246-253

Konno,H.

“Nuclear Reactor Strategies ：Sensitivity　Analysis of Hafele-Manne Model”, Energy Policy, 3 (1975) 211-222

Konno,H. and T. N. Srinivasan

“A Cutting Plane Algorithm for Solving Bilinear Programs ”,　 Mathematical Programming, 11 (1976) 14-27.

Konno,H.

“Maximization of a Convex Quadratic Function under Linear Constraints ”, Mathematical Programming, 11 (1976) 117-127.

Konno,H.

“On Some Applications of Bilinear Programming”, EIS 78-1, Inst．of Information Sciences, Univ. of Tsukuba, 1978.

Konno,H.

“Optimum Pricing of Indispensable Material in the Monopolistic Market”, EIS 78-2, Inst. of Information Sciences, Univ. of Tsukuba, 1978.

Konno,H.

“Maximization of a Convex Quadratic Function over a Hypercube”，J. of the Operations Research Society of Japan, 23 (1980) 171-189.

Konno,H.

“An Algorithm for Solving Bilinear Knapsack Problems ”, 　　 J. of the Operations Research Society of Japan, 24 (1981) 360-372.

Konno,H.

“凹関数の大域的最小化について”Proc. of the 4th Mathematical Programming Symposium, Japan (1983) 59-70.

今野　浩

“Minimum Concave Cost Production Systems : A Further 　　Generalization of Multi-Echelon Model ”, Mathematical Programming, 41　 (1988) 185-193.

Konno,H.

“Optimizing Chemical Plant Operations by Mixed Integer Programming ”， J. of the Operations Research of Japan, 31 (1988)44-59.

Konno,H.and H.Sekino

“Best Piecewise Constant Approximation of a Function of Single Variable ”, Operations Research Letters, 7 (1988) 205-210.

Konno,H. and T.Kuno

“On the O(n) Algorithm for Solving Continuous　　 Fractional Knapsack Problems”, IHSS Report 88-6, Institute of Human and Social Sciences, Tokyo Institute of Technology, 1988.

Kuno,T. and H.Konno

“An O(n) Algorithm for Solving a Linear Fractional 　　 Knapsack Problem with GUB Constraints ”, IHSS Report 88-7, Institute of Human and Social Sciences, Tokyo Institute of Technology, 1988.

Kuno,T. and H.Konno

“Bond Portfolio Optimization by Bilinear Fractional　　 Programming ”，J. of the Operations Research Society of Japan, 32 (1989)143-158.

Konno,H.and M.Inori

“A Modified GUB Algorithm for Solving Linear Minimax Problems”, Naval Research Logistics, 36 (1989) 311-320.

Kuno,T., K.Mori and H.Konno,

“Portfolio Optimization by Using L１ Risk Function”, IHSS Report 88-9, Institute of Human and Social Sciences, Tokyo Institute of Technology, 1989.

Konno,H.

“ＡＨＰによる燃料電池の評価”、オペレ−ションズ・リサ−チ、31 (1986) 275-279. （刀根　薫、真鍋龍太郎編：「ＡＨＰ事例集」、第 6章、　日科技連出版社、1990）

今野　浩他

“Piecewise Linear Risk Functions and Portfolio Optimization”,　J. of the Operations Research Society of Japan, 33 (1990) 139-156.

Konno,H.

“Generalized Linear Multiplicative and Fractional Programming ”, Annals of Operations Research, 25 (1990) 147-162.

Konno,H.and T.Kuno,

“Solving Rank Two Bilinear Programs by Parametric Simplex Algorithm ”, IHSS Report 89-17, Institute of Human and Social Sciences, Tokyo Institute of Technology, 1990.

Konno, H. and Y.Yajima,

“A Decomposition Method for Lot-Sizing Problemswith ρ-Concave Cost Functions ”, IHSS Report 90-29, Institute of Human and Social Sciences, Tokyo Institute of Technology, 1990.

Thach, P.T. and H.Konno,

“A Linear-Time Algorithm for Solving Continuous Maximin Knapsack Problems”, Operations Research Letters, 10(1991) 23-26.

Kuno,T., H.Konno. and E.Zemel,

“Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market”, Management Science, 37(1991) 519-531.

Konno,H., and H. Yamazaki,

“Parametric Simplex Algorithms for Solving　a Special Class of Nonconvex Minimization Problems”, J. of Global Optimization, 1 (1991) 65-81.

Konno,H, Y.Yajima and T. Matsui,

“A Parametric Successive Underestimation Method for Convex Multiplicative Programming Problems”, J.of Global Optimization, 1(1991) 267-286.

Kuno, H. and H. Konno,

“An Efficient Algorithm for Solving Rank Two and Rank Three Bilinear Programming Problems”, J.of Global Optimization, 1 (1991) 155-171.

Yajima, Y. and H. Konno,

“最適クラス編成問題　：東京工業大学におけるケ−ス・スタディ−”，オペレ−ションズ・リサ−チ, 36 (1991) 85-89

今野　浩、朱　吉吉

“Global Optimization Techniques for a Problem in the Plane”, IHSS Report 91-36,Institute of Human and Social Sciences, Tokyo Institute of Technology, 1991.

Konno, H., T. Kuno, S. Suzuki, P. T. Thach and Y. Yajima,

“Computational Complexity of the Linear Multiplicative Programming Problem ”, IHSS Report 91-37, Institute of Human and Social Sciences, Tokyo Institute of Technology, 1991.

Konno, H.

“Convex Programs with an Additional Constraint on the Product of Several Convex Functions ”, European J. of Operational Research, 77 (1994) 314-324.

Kuno, T., Y. Yajima, H. Konno and Y. Yamamoto,

“Solving Quasi-Linear Nonconvex Minimization Problems by Parametric Simplex Algorithm”, Communications of The SIAM Japan, 1 (1991) 36-50

Konno, H.

“Mean-Variance vs Mean-Absolute Deviation Portfolio Optimization Models ” (in Japanese), Proceedings of the 3rd RAMP Symposium, The Operations Research Society of Japan, 1991.

Konno, H.

“Linear Multiplicative Programming ”, Mathmatical Programming, 56 (1992) 51-64.

Konno,H.and T.Kuno,

“A Parametric Successive Underestimation Method for Convex Programming Problems with Additional　Convex Multiplicative Constraint”, J. of the Operations Research Society of Japan,35 (1992) 290-299.

Kuno, T., H. Konno and Y. Yamamoto,

“Minimizing and Maximizing the Product of Linear　Fractional Functions”, in Recent Advances in Global Optimization (Floudas　and Pardalos eds.), 259-273. Princeton University Press, 1992

Konno, H. and Y.Yajima,

“A Fast Algorithm for Solving Large Scale Mean- Vaviance Models by Compact Factorization of Covariance Matrices ”, J. of the Operations Research Society of Japan,35 (1992) 93-104.

Konno, H. and S.Suzuki,

“Parametric Simplex Algorithms for a Class of NP Complete Problems Whose Average Number of Steps are Polynomial”, Computational Optimization and Applications, 1 (1992) 227-239.

Konno, H., T. Kuno and Y. Yajima,

“Existence of a Nonnegative Equilibrium Price　Vector in the Mean-Variance Capital Market ”, Mathematical Finance, 5 (1995)　233-246

Konno, H. and H. Shirakawa,

“A Finitely Convergent Outer Approximation Method for Lower Rank Bilinear Programming Problems ”, J. of the Operations Resrearch Society of Japan, 38 (1995) 230-239

Yajima, Y. and H. Konno,

“On a Degree and Separability of Nonconvexity and Applications to Optimization Problems ”, Mathematical Programming, 77 (1997) 23-47.

Thach, P. T. and H. Konno,

“A Mean- Absoluto Deviation-Skewness Portfolio Optimization Model ”, Annals of Operations Research, 45(1993) 205-220.

Konno,H., H. Shirakawa and H. Yamazaki,

“An Outer Approximation Method for Minimizing the Product of Several Convex Functions on a Convex Set”, J. of Global Optimization, 3 (1993) 325-335

Kuno, T., Y. Yajima and H. Konno,

“Optimal Portfolio with Asymptotic Criteria”, Annals of Operations Research, 45 (1993) 187-204.

Konno, H., S. Pliska and K. Suzuki,

“A Generalized Dantzig-Wolfe Decomposition Principle for a Class of Nonconvex Programming Problems ”, Mathematical Programming, 62 (1993) 239-260.

Thach, P. T. and H. Konno,

“A Dual Approach to a Minimization on the Set of Pareto-optimal Solutions ”, J. of Optimization Theory and Applications, 88 (1996) 689-707.

Thach, P. T., H. Konno, and D. Yokota,

“A Mean-Variance-Skewness Portfolio Optimization　Model ”, J. of the Operations Research Society of Japan, 38 (1995) 173-187.

Konno,H., and K. Suzuki,

“A Dynamic Programming Algorithm for Lot-Sizing Problem with ρ- Concave Cost Functions”, IHSS 93-60, Institute of Human and Social Sciences, Tokyo Institute of Technology, April, 1993.

Thach, P. T. and H. Konno,

“On D. C. Reprentability of Closed Sets in Reflexive Banach Spaces and Applications in Optimization Problems ”, J. of Optimization Theory and Applications, 91 (1996) 1-22.

Thach, P. T. and H. Konno,

“Calculating a Minimal Sphere Containing a Polytope Defined by a System of Linear Inequalities ”, Computational Optimization and Applications, 3 (1994) 181-191

Konno,H., Y. Yajima and A. Ban,

“Optimal Portfolio Selection for a Multi-Factor Stable Dis tribution Model ”, IHSS 93-66, Institute of Human and Social Sciences, Tokyo Institute of Technology, November, 1993.

Shirakawa, H. and H. Konno,

“Equilibrium Retations in the Mean-Absolute Deviation Capital Market”, Financial Engineering and the Japanese Markets, 1 (1994) 21-35.

Konno, H. and H. Shirakawa,

“Global Minimization of Generalized Convex Multiplicative Programming Problems”, J. of Global Optimization, 4 (1994) 47-62.

Konno, H., T. Kuno and Y. Yajima,

“Unified Approach to a Wide Class of Specially Structured Global Optimization Problems: Primal Methods”, IHSS 93-68, Institute of Human and Social Sciences, Tokyo Institute of Technology, January, 1994.

Tuy, H., H. Konno and P. T. Thach,

“Multiplicative Programming Problems”, in Handbook of Global Optimization, (Horst, R. and P.Pardalos (eds.)), (1994) 369-405.

Konno, H. and T. Kuno,

“Mathematical Algorithms and Patents”, in Impacts of Information Technology on Management and Socioeconomics 73-87, (Sakuma, A. and Oniki, H. ed.), North Holland Publishing Co., 1994.

Konno, H.

“A Constrained Least Square Approach for Estimating the Term Structure of Interest Rates ”, Financial Engineering and the Japanese Markets, 2 (1995) 125-138.

Konno, H. and T. Takase,

“An Integrated Stock-Bond Portfolio Optimization Model”, J. of Economic Dynamics and Control, 21 (1997) 1227-1244

Konno, H. and K. Kobayashi,

“On the De-Facto Convex Structure of a Least Square Problem for Estimating the Term Structure of Interest Rates”, Financial Engineering and the Japanese Markets, 3 (1996). 77-85

Konno, H. and T. Takase,

“Bond Prortfolio Optimization Problems and Their Applications to Index Tracking : A Paitial Optimization Approach”, J. of the Operations Research Society of Japan, 39 (1996). 295-306.

Konno, H. and H. Watanabe,

“Equilibria in the Capital Market with Non-Homogeneous Investors ”, Japan J. of Industrial and Applied Mathematics, 13 (1996) 369-383.

Konno,H., and K. Suzuki,

“Convex Structure of the Constrained Least Square Problems for Estimating the Forward Rate Sequence”, Financial Engineering and the Japanese Markets, 4 (1997) 179-185.

Konno, H.

“東京工業大学における新学科所属法”、日本経営工学会誌、48　(1998) 295-300.

今野　浩、竹内俊雄

“An Algorithm for a Concave Production Cost Network Flow Problem”, Japan J. of Industrial and Applied Mathematics, 16(1999) 243-256.

Yajima, Y. and Konno, H.

“ An International Portfolio Optimization Model Hedged with Forward Currency Contracts ”, Financial Engineering and the Japanese Markets, 4(1997) 275-286.

Suzuki, K., H. Konno, and M. Morijiri,

“Cutting Plane/Tabu Search Algorithms for Solving Low Rank Concave Quadratic Programming Problems ”, J. of Global Optimization, 13 (1998) 225-240.

Konno, H., C. Gao and I. Saitoh,

“The Relation Between Investors' Expectation and the Asset Price in the Mean-Variance Market ”, J. of the Operations Research Society of Japan, 40 (1997) 579-589.

Konno, H.

“Minimization of the Sum and the Product of Several Linear Fractional Functions ”, Naval Research Logistics, 46 (1999) 583-591.

Konno, H. and H. Yamashita,

“A Deterministic Approach to Linear Programs with Several Additional Multiplicative Constraints ”, Computational Optimization and Applications, 14 ( 1999) 347-366.

Kuno, T., H. Konno and A. Irie,

“An Internationally Diversified Investment Using A Stock-Bond Integrated Portfolio Model ”, International J. of Theoretical and Applied Finance, 1 (1998) 145-160.

Konno, H. and J. Li,

“蒸気タ−ビンシステム最適運転問題の効率的解法”、経営工学会誌、50 (2000) 363-370.

有住悟、今野浩

“A Branch and Bound Algorithm for Solving Mean-Risk-Skewness Portfolio Models ”, Optimization Methods andSoftware, 10 (1998) 297-317.

Konno, H., T. Suzuki and D. Kobayashi

“Third Degree Stochastic Dominance and Mean-Risk Analysis”, Management Science, 46 (2000) 289-301.

Gotoh, J. and H. Konno,

“Mean-Absolute Diviation Portfolio Optimization Model Under Transaction Costs”, J. of the Operations Research Society of Japan, 42 (1999) 422-435.

Konno, H. and A. Wijayanayake,

“Minimization of the Sum of Three Linear Fractional　Functions ”, J. of Global Optimization, 15 (1999) 419-422.

Konno, H and N. Abe,

“変動金利の下でのセミアクティブ・キャッシュ・マネ−ジメント”、ジャフィ−・ジャ−ナル、第３号 (1999) 117-135, 東洋経済新報社

今野浩、李晶

“ベ−タ関係式の一般化とその応用”、テクニカル・レポ−ト、東京工業大　学経営工学専攻、1999.

今野浩

“地価決定における期待と流動性の役割”、ジャフィ−・ジャ−　　ナル、第３号 (1999)，75-93, 東洋経済新報社

今野浩、 後藤順哉

“A Branch and Bound Algorithm for Solving Low Rank Linear Multiplicative and Fractional Programming Problems”, J. of Global Optimization, 18(2000) 283-299.

Konno, H.and Fukaishi, K.

“Experimental Studies of an International Portfolio Model Using Integrated Optimization Approach”, Asia Pacific Financial Markets, 7(2000) 121-144.

Konno, H. and Li, J.

“Optimal Rebalancing under ConcaveTransaction Costs and Minimal Transaction Units Constraints ”, Mathematical Programming, 89(2001) 233-250.

Konno, H. and Wijayanayake, A.

“Minimization of the Sum of Several Linear Fractional Functions ”, in Advances in Global Optimization, (N. Hadjisavvas, ed.) Springer, 2001, pp.3-20.

Konno, H.

“Minimizing the Ratio of Two Convex Quadratic Functions over a Polytope ”, Computational Optimization and Applications, 20(2001)43-59.

Gotoh, J. and Konno, H.

“Solving a Large Non-Factorable Dense Mean-Variance Portfolio Optimization Problem”, J. of the Operations Research Society of Japan, 44(2001)251-260.

Konno, H. and Kawadai, N.

“Failure Discrimination and Rating of Enterprises by Semi-Definite Programming”, Asia Pacific Financial Markets, 7 (2000), 261-273.

Konno, H. and Kobayashi, H.

“Portfolio Optimization under D.C. Transaction Costs and Minimal Transaction Unit Constraints”, J. of Global Optimization, 22(2002)137-154.

Konno, H. and Wijayanayake, A.

“Portfolio Optimization under D.C. Transaction Costs and Minimal Transaction Unit Constraints”, J. of Global Optimization, 22(2002)137-154.

Konno, H. and Wijayanayake, A.

“A Cutting Plane Algorithms for Semi-Definite Programming Problem with Applications to Failure Discrimination”, in Financial Engineering, E-Commerce and Supply Chain (P. Paldalos et al, eds.) Kluwer Academic Publishers, 2002 pp. 379-396.

Konno, H., Gotoh. J. and Uno, T., and Yuuki, A.

“Minimal Cost Index Tracking under Concave　Transaction Costs”, Int’l J. of Theoretical and Applied Finance, 4(2001)939-957.

Konno, H. and Wijayanayake, A.

“少額資産運用のためのポートフォリオ最適化モデル”,フィナンシャル・プランニング研究、1(2001)8-14.

今野　浩、白川　浩、アニスタ・ウィジャヤナヤケ

“Bounding Option Price by Semi-Definite Programming”,Management Science, 48(2002)665-678.

Gotoh,J. and Konno, H.

“Failure Discrimination by　Semi-Definite Programming”, J. of Computational and Applied Mathematics, 146(2002)141-154.

Konno, H ., Gotoh, J., Uryasev, S. and Yuuki, A.

“Optimization of Polynomial Fractional Functions ”, Journal of Global Optimization, 29 (2004) 19-44.

Tuy, H., Thach, P.T. and Konno, H.

“半定値計画法による倒産確率推計”、日本応用数理学会論文誌、12(2002)121-134．

今野　浩、武　黛

“Credit Cards Scoring with Quadratic Utility Function”, Journal of Multi Criteria Decision Analysis, 11(2002)197-211.

Bugera, V., Uryasev. S., and Konno, H.

“Cutting Plane Algorithms for Nonlinear Semi-Definite Programming Problems with Applications”, J. of Global Optimization, 25(2003)141-155.99.

Konno, H., Kawadai, N. and Tuy, H.

“Minimal Concave Cost Rebalance of a Portfolio to the Efficient Frontier”, Mathematical Programming, Ser. B., 97(2003)571-585.

Konno, H. and Yamamoto, R.

“Portfolio Optimization under Long-Short Constraints”, Dynamics of Continuous, Discrete and Impulsive System, 12 (2005) 483-498.

Konno, H., Koshizuka, T. and Yamamoto, R.

“Estimation of Failure Probability using Semi-definite Logit Model”, Computational Management Science, 1 (2004) 59-73.

Konno, H., Kawadai, N. and Wu, D.

“Portfolio Optimization under Lower Partial Risk Measures”, Asia-Pacific Financial Markets, 9(2002) 127-140.

Konno, H., Waki, H. and Yuuki, A.

“Portfolio Optimization of Small Scale Fund using Mean-Absolute Deviation Model”, International J. of Theoretical and Applied Finance, 6(2003)403-418.

Konno, H.

“Mean-Absolute Deviation Model”, in IIE Transactions, 37 (2005) 893-9-00

Konno, H. and Koshizuka, T.

“Optimization of Long-Short Portfolio under Nonconvex Transaction Costs”, Computational Optimization and Applications, 32 (2005) 115-132.

Konno, H., Akishino, K. and Yamamoto, R.

“Index Plus Alpha Tracking under Concave Transaction Costs”, J. of Industrial and Management Optimization, 1(2005) 87-98.

Konno, H. and Hatagi, T.

“Global Optimization versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs”, J. of Global Optimization, 32 (2005) 207-219.

Konno, H. and Yamamoto, R.

“Integer Programming Approach in Portfolio Optimization”, Computational Management Science, 2 (2205) 339-351.

Konno, H. and Yamamoto, R.

“Applications of Global Optimization to Portfolio Analysis”, in Essays and Surveys in Global Optimization, (C. Audet et al., eds.) pp.195-210. Kluwer Academic Publishers, 2005.

Konno, H.

“Minimal Ellipsoid Circumscribing a Polytope Defined by a System Linear Inequalities”, J. of Global Optimization, 34 (2006) 1-14.

Gotoh,J. and Konno, H.

“The University Researcher and Patents”, International J. of Intellectual Property, -Law, Economy and Management, 1 (2004) 129-134

Konno, H.

“A Mean-Variance-Skewness Model : Algorithm and Applications”, International J. of Theoretical and Applied Finance, 8 (2005) 1-15.

Konno, H. and Yamamoto, R.

“An Efficient Algorithm for Solving Convex-Convex Quadratic Fractional Programs”, J. of Optimization Theory and Applications, 133 (2007) 241-255.

Yamamoto, R. and Konno, H.

“A Constrained Least Square Method for Estimating a Smooth Forward Rate Sequence”, International J. of Theoretical and Applied Finance, 8 (2005) 989-998.

Konno, H. and Ito, S.

「ソフトウェア特許と技術者」、経営システム、14 (2004) 129-134.

今野　浩

「大学人と特許」、日本知財学会誌，１(2004) 58-63.

今野　浩

“Computational Studies on Large Scale Concave Cost Transportation Problems”, J. of Pacific J. of Optimization, 2 (2006) 327-339.

Konno, H. and Egawa,T.

“Minimization of a Ratio of Functions Defined as the Sum of the Absolute Values of Affine Functions”, J. of Optimization Theory and Applications, 135 (2007) 399-410.

Konno, H., Tsuchiya, K. and Yamamoto, R.

“Internationally Diversified Investment By Stock-Bond Integrated Model”, J. of Industrial and Management Optimization, 1 (2005) 433-442.

Komuro, S. and Konno, H.

“Studies on General Stock-Bond Integrated Portfolio Optimization Model”, Computational Management Science, 4 (2007) 41-57.

Kato, K. and Konno, H.

“An Efficient Algorithm for Solving Mean-Variance Model under Transaction Costs”, Pacific J. of Optimization, 2 (2006) 367-384.

Yamamoto, R. and Konno, H.

“Solving a Large Scale Semi-Definite Logit Model”, Computational Management Science, 7 (2010) 111-120.

Konno, H., Kameda, S. and Kawadai, N.

“A two-Step Algorithm for Solving Large Scale Semi-Definite Logit Model”, Optimization Letters, 1 (2007) 329-340.

Konno, H., Kawadai, N. and Shimode, H.

“A Maximal Predictability Portfolio Model: Algorithm and Performance Evaluation”, International J. of Theoretical and Applied Finance, 10 (2007) 1095-1109.

Yamamoto, R., Ishii, D. and Konno, H.

“Comparison of Search Strategies of Branch and Bound Algorithm for Concave Minimization Problems Under Linear Constraints”, Vietnam Journal of Mathematics, 35 (2007) 399-414.

Konno, H., Izumi, K. and Yamamoto, R.

“Comparative Studies on Dynamic Programming and Integer Programming Approaches for Concave Cost Production/Inventory Control Problems”, Computational Management Science, 6 (2009) 447-457.

Konno, H., Egawa, T. and Yamamoto, R.

“Choosing the Best Set of Variables in Regression Analysis using Integer Programming”, J. of Global Optimization, 44 (2009) 273-282.

Konno, H. and Yamamoto, R.

“Applications of Integer Programming to Financial Optimization”, The Handbook of Financial Engineering, (Zopounidis, C., Doumpos, M. and Pardalos, P. M., eds.) pp.25-48. Springer, 2008.

Konno, H. and Yamamoto, R.

“A Maximal Predictability Portfolio Using Absolute Deviation Reformulation”, Computational Management Science, 7 (2010) 47-60.

Konno, H., Morita, Y. and Yamamoto, R.

“Multi-Step Methods for Choosing the best set of Variables in Regression Analysis”, Computational Optimization and Applications, 46 (2010) 417-426.

Konno, H., Takaya, Y.

“Failure Discrimination by Semi-Definite Programming using Maximal Margin Hyperplane”, J. of Computational Finance, 12 (2009) 63-78.

Okada, Y. and Konno, H.

“Construction of a Portfolio with Shorter Downside Tail and Longer Upside Tail”, Computational Optimization and Applications, 48(2011) 199-212.

Konno, H., Tanaka, K. and Yamamoto, R.

“A Maximal Predictability Portfolio using Dynamic Factor Selection Strategy”, International J. of Theoretical and Applied Finance, 13 (2010) 355-366.

Konno, H., Takaya, Y. and Yamamoto, R.

“A Maximal Predictability Portfolio Under Turnover Constraint”, Asia-Pacific J. of Operational Research, 27 (2010) 1-13.

Takaya, Y. and Konno, H.

“Portfolio Optimization Under Transfer Coefficient Constraint”, J. of Asset Management, 13 (2012) 51-57.

Yamamoto, R., Ishibashi, T. and Konno, H.

“Index-plus-Alpha Tracking Subject to Correlation Constraint”, International J. of Optimization: Theory, Methods and Applications, 1 (2009) 215-224.

Koshizuka, T., Konno, H. and Yamamoto, R.

“Classification of Companies Using Ellipsoidal Surfaces”, ISE09-05, Department of Industrial and Systems Engineering, Chuo University, 2009.

Saito, M., and Konno, H.

“Classification of Companies Using Maximal Margin Ellipsoidal Surfaces”, Computational Optimization and Applications, 55(2013) 469-480.

Konno, H., and Saito, M.

“Mean-Absolute Deviation Model”, Stochastic Programming, 150 (2011) 239-255.

Konno, H.

“Rebalance Schedule Optimization of a Large Scale Portfolio under Transaction Cost”, J. of the Operations Research Society of Japan, 56 (2013) 26-37.

Yamamoto, R. and Konno, H.

サーベイ論文

“数理計画法３つの話題”，経営科学，16 (1972) 187-201.

今野浩

“整数／組合せ計画法の現状　その１　　分枝限定法”，オペレ−ションズ・リサ−チ，23 (1978) 709-716

今野浩，岡本吉晴，玉井哲雄，

“整数／組合せ計画法の現状　その２　　構造的アプロ−チ”，オペレ−ションズ・リサ−チ，23 (1978) 780-789.

今野浩

“整数／組合せ計画法の現状　その３　　種々の実用的技法”，オペレ−ションズ・リサ−チ，24 (1979) 35-41.

今野浩，岡本吉晴

“凹型最小化と切除平面”、第３回　数理計画法シンポジウム報告集、(1983)　35-29.

今野浩

“大規模数理計画法の現状”，計測と制御，25 (1986) 223-228.

今野浩

“大規模数理計画法の現状”，計測と制御，25 (1986) 223-228.

今野浩

“線形計画法の現状”, シミュレ−ション，6 (1987) 18-25.

今野浩

“単体法の平均的振舞いについて”　　統計数理研究所共同研究レポ−ト 5, (1987).

今野浩，久野誉人

“パラメトリック単体法による非凸型関数の大域的最小化”，　　応用数理，1 (1991) 36-50.

今野浩

“平均・分散モデルと平均絶対偏差モデル”，　　Proceedings of the 3rd RAMP Symposium, (1991) 45-54.

今野浩

“数理計画法によるポ−トフォリオ最適化”，　　シミュレ−ション，10 (1992) 30-36.

今野浩

“数理計画法のファイナンスへの応用”，システム／制御／情報， 37 　　(1993) 223-229.

今野浩

“アルゴリズムと特許 (1)〜(5) ”，オペレ−ションズ・リサ−チ， 38 　　(1993) 414-418, 494-498, 544-548, 596-601, 654-659.

今野浩

“大域的最適化法の現状：低ランク非凸型最小化問題を中心に”，情報処理， 36 (1995) 1062-1069.

今野浩

“理財工学：ファイナンスと数理計画法”，オペレ−ションズ・リサ−チ，41 (1996) 326-330.

今野浩

“迷走するソフトウェア特許”、オペレ−ションズ・リサ−チ， 41 　(1996) 700-704.

今野浩

“カ−マ−カ−特許に対する異議申立て”，「ソフトウェアとアルゴリズムの権利保護」，（今野，中川編）第 9章、( 105-123)　朝倉書店，1996年

今野浩

“オペレ−ションズ・リサ−チの40年：　最適化法を中心に”，品質, 27 (1997) 7-12.

今野 浩

“ ファイナンスと大域的最適化：資産運用への応用を中心に”、オペレ−ションズ・リサーチ、44　(1999) 243-246

今野 浩

“金融技術革とエンジニア“、情報処理、40　(1999) 802-806.

今野 浩

“金融工学と人材教育”、研究技術計画、14 (1999) 169-173

今野 浩

“金融工学ブ−ムとジャフィ−”、ジャフィ−・ジャ−ナル、3 (1999) 165- 177.

今野 浩

“ソフトウェア特許とビジネス・モデル特許”、経営情報学会誌、18（2000）85-88.

今野 浩

“下方リスクモデルによるポートフォリオ最適化”、オペレーションズ・リサーチ、46(2001)635-639

今野 浩

“ORモデルvs経済学モデル”、ISE 04-04、中央大学理工学部経営工学科、2004年3月

今野 浩

その他論文／記事

“楕円型偏微分方程式の数値解法”，数理科学，ダイヤモンド社1966年 1月号, 26-31.

今野　浩

“21世紀の日本：十倍経済社会と人間”，中央公論，1967年11月号，中央公論社

野口悠紀雄，斎藤精一郎，今野　浩

“情報革命と文化の未来”，都留重人，佐橋滋編「クオリティ・ライフ」所載，弘文堂，1983.

今野　浩

“ＭＥ革命再考”，「産業政策と国際関係」所載、産業研究所，1984.

今野　浩

“エレクトロニクスと未来の生活”，NHK 編「現代文明を解読する」所載，日本放送出版協会，1984.

合田周平，吉川弘之，今野　浩

“整数計画法”他、「岩波数学辞典」、岩波書店，1985.

今野　浩

“数理計画法の新時代”，コンピュ−トロ−ル、12、コロナ社，1985. 69-70.

今野　浩

“途上国援助のＯＲ：TVA プロジェクトの教訓”，オペレ−ションズ・リサ−チ, 30 (1985).

今野　浩

“貿易摩擦と日本式生産技術”，「先端技術に関する摩擦とその対応」所載，産業研究所，1986.

今野　浩

“転機に立つ日本…米国先端技術調査報告”,「先端技術に関する摩擦とその対応」所載，産業研究所，1986.

今野　浩

“我が国の先端・限界技術について”，「限界技術動向に関する研究所載，日本機械工業連合会，1986.

今野　浩

“我が国の先端・限界技術について”，「限界技術動向に関する研究所載，日本機械工業連合会，1986.

今野　浩

“体験的技術協力論”，「南北協力の新しい戦略」所載，日本オペレ−ションズ・リサ−チ学会報文シリ−ズ T 86-1, 1986.

今野　浩

“整数計画法：代数的解法の図解”，オペレ−ションズ・リサ−チ, 32(1987)

今野　浩

“情報化社会と意思決定”，東京工業大学情報社会研究会編，「高度情報社会」所載，ジャパン・タイムズ，1988.

今野　浩

“カ−マ−カ−特許”，科学、58、 岩波書店，(1988) 746-747.

今野　浩

“線形計画法における単体法とカ−マ−カ−法”,日経コンピュ−タ，181 ， (1988)

今野　浩

“理財工学のすすめ”，オペレ−ションズ・リサ−チ，34, （1989)

“高度情報化社会と数学”，数学セミナ−， 89-5 (1989) 10-14.

今野　浩

“数理計画法”，「数理科学辞典」，大阪書籍，(1991) 629-633.

今野　浩

“投資と金融のＯＲ”，オペレ−ションズ・リサ−チ，34, (1989) 326-328.

今野　浩

“マ−コビッツ・モデル再訪”，第24回SSOR講演録，日本オペレ−ションズ・リサ−チ学会，1989. 1-9.

今野　浩

“理工系大学のリストラクチャリングと経営工学”，第 5回経営工学研連シンポジウム予稿集，1989.

今野　浩

“マ−コビッツ・モデルとその改良”，統計数理，37, (1989) 235-237.

今野　浩

“線形計画法”，数学セミナ−，90-5 (1990)

今野　浩

“デ−タの川をモデルで渡る”， '90物流ソフトウェア全国会議報告書，物流ソフトウェア全国会議事務局，1990.

今野　浩

“国際数理計画法学会「アルゴリズムと法律」委員会報告”，Proceedings of the 3rd RAMP Symposium, 1991.

今野　浩（訳）

“オペレ−ションズ・リサ−チの過去・現在・そして……”，「高度情報社会」ニュ−ス，No.18 (1992)

今野　浩

“内点法革命とＯＲの新時代”，フジ・ビジネス・レビュ−, 5 (1993) 42-49.

今野　浩

“ソフトウェア特許の審査基準をめぐって”，研究開発マネ−ジメント,1993年12月号、72-76.

今野　浩

“東京工業大学における停年制に関する調査”,東京工業大学人文論叢，19 (1993) 85-94.

今野　浩，周　宏傑，高瀬　徹

“整数計画法”，　情報数理科学辞典，朝倉書店，1995年

今野　浩

“ Karmarkar's Patent on Linear Programming Algorithms”, Patent & Licensing, 25 (1995) 17-22.

Konno, H.

“純粋数学特許批判”，数学セミナ−，1996年 6月号、 66-69.

今野　浩

“数学を特許にしたアメリカ企業の戦略”，中央公論，1996年 5月号

今野　浩

“ Report on the Symposium on Software/Algorithm Patents of the Information Processing Society of Japan”, Patent and Licensing, 1996.

Konno, H.

“理工系大学の新規大展開”、計画行政, 20 （1997) 39-40.

今野 浩

“理財工学研究センタ−紹介”、蔵前工業会誌、 2/3月号 (1999) 16-19.

今野 浩

“応用数理工学と社会的問題”、応用数理 9，(1999) 101.

今野 浩

“理財工学研究センタ−紹介”、蔵前工業会誌、 6/7月号 (1999) 16-19.

今野 浩

“理財工学のススメ 1〜12 ”、日本経済研究センタ−会報、　1999年 6 月号〜2000年 5月号。

今野 浩

“科学技術白書と金融工学”、ＮＲＩレポ−ト、1999年6月号。

今野 浩

“資産運用と下方リスクモデル”、日本経済研究センター会報､ 2000年２月号。

今野 浩

“理財工学の挑戦”、応用数理学会2002年研究発表会報告集，2002年9月。

今野 浩

“金融ビジネスとビジネス方法特許”、第18回研究・技術計画学会シンポジウム報告集、2003年月。

今野 浩

“研究開発活動の価格づけ”、ISE03-01、中央大学理工学部経営システム工学科、2003年1月。

今野 浩

“整数計画法”、“ポートフォリオ理論”、“オペレーションズ・リサーチ”、岩波数学辞典、2005．

今野 浩

“ソフトウェア特許論1，2”、日経バイト、　2004年7月号、pp.87-92. 8月号、pp.69-74。

今野 浩

「OR40年」、オペレーションズ・リサーチ， 49 (2004) 454-456, 525-527,594-596, 656-658, 708-710, 771-773; 50 (2005) 42-44, 125-127, 187-189, 285-287, 349-351, 417-419, 495-497, 568-570, 660-662, 719-921, 777-779.

今野 浩

「ワールドカップ1988-国際会議の舞台裏-」、オペレーションズ・リサーチ， 55 (2010).

今野 浩

「【対談】社会に役立つファイナンス」、経済セミナー, 666 (2012) pp.9-21.

今野 浩、森平爽一郎

「マグニチュード10の大天才」、現代思想-総集編フォン・ノイマン-, Vol.41-10 (2013) pp.60-71.

今野 浩

「OR50年」、オペレーションズ・リサーチ, Vol.60 (2015) pp.17-21.

今野 浩

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