Construction of a portfolio with shorter downside tail and longer upside tail. - Hiroshi Konno; Katsuhiro Tanaka; Rei Yamamoto (Comput. Optim. Appl., 2011)

Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation. - Katsuhiro Tanaka; Rei Yamamoto (Comput. Manag. Sci., 2023)