← All authors Jun-ya Gotoh Chuo University (from arXiv:2605.31306, 2026) · ORCID · OpenAlex
16 papers in scope · 14 published · 2 on the econ.EM arXiv · 556 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Andrew E. B. Lim Michael Jong Kim Maximilian Blesch Philipp Eisenhauer Lena Janys Janos Gabler Yaroslav Mukhin Charles F. Manski Anna Bindler Luisa H. Santiago Wolf Barbara Boelmann Timothy B. Armstrong Stéphane Bonhomme Michal Kolesár Martin Weidner James M. Robins Hidehiko Ichimura Juan Carlos Escanciano Whitney K. Newey Victor Chernozhukov Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 16)
working paper 2026 · arXiv
published 2023 · Operations Research · 8 citations · first circulated 2021
working paper 2020 · arXiv
Peer-To-Peer Lending: Classification in the Loan Application Process
published 2018 · Risks · 9 citations
published 2017 · Operations Research · 15 citations
Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures
published 2013 · Quantitative Finance · 38 citations
with Keita Shinozaki, Akiko Takeda
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
published 2012 · Computational Management Science · 76 citations
with Akiko Takeda, Mahesan Niranjan, Yoshinobu Kawahara
Minimizing loss probability bounds for portfolio selection
published 2011 · European Journal of Operational Research · 15 citations
with Akiko Takeda
Bounding Contingent Claim Prices via Hedging Strategy with Coherent Risk Measures
published 2011
with Yoshitsugu Yamamoto, Weifeng Yao
On the role of norm constraints in portfolio selection
published 2011 · Computational Management Science · 65 citations · first circulated 2009
with Akiko Takeda
Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs
published 2010 · Asia-Pacific Financial Markets · 14 citations
with Yuichi Takano
Numerical Evaluation of Dynamic Behavior of Ornstein–Uhlenbeck Processes Modified by Various Boundaries and its Application to Pricing Barrier Options
published 2009 · Methodology And Computing In Applied Probability · 2 citations
with Hui Jin, Ushio Sumita
A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions
published 2007 · The Journal of Derivatives · 2 citations
with Hui Jin, Ushio Sumita
Newsvendor solutions via conditional value-at-risk minimization
published 2006 · European Journal of Operational Research · 269 citations
with Yuichi Takano
A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis
published 2002 · Journal of Computational and Applied Mathematics · 14 citations
with Hiroshi Konno, Takeaki Uno, Atsushi Yuki
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm
published 2002 · Management Science · 29 citations
with Hiroshi Konno
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