Jun-ya Gotoh
Management Science and Operations Research · 2000–2018
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 6 citations into it; #7,433 of 11,946 by trust here, #7,262 by citations
Whom Jun-ya Gotoh trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jun-ya Gotoh overall
- John C. Duchi
- Wlodzimierz Ogryczak
- Hongseok Namkoong
- Andrzej Ruszczynski
- Wing-Keung Wong
- Walter Briec
- Thomas Knoke
- Robert C. Williamson
Papers from Jun-ya Gotoh's perspective
Ordered by how strongly the researchers Jun-ya Gotoh trusts endorse each paper. Same corpus, a different order for every researcher.
- Data-driven robust optimization
- Lectures on modern convex optimization
- Constructing Uncertainty Sets for Robust Linear Optimization (Operational Research)
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
- Robust Portfolio Selection Problems (Mathematics of Operations Research)
- Regression Shrinkage and Selection via the Lasso
- Optimization of conditional value-at risk
- The Elements of Statistical Learning
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Portfolio Selection
Their papers
- Robust empirical optimization is almost the same as mean-variance optimization (2018) — 115 citations
- Third Degree Stochastic Dominance and Mean-Risk Analysis (2000) — 73 citations