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S. Noma

1 paper hereh-index 338 citations19 works total

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author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

most citedRM-CVaR: Regularized Multiple β-CVaR Portfolio

11 citations · 11 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.PM2020★ 11 cited

RM-CVaR: Regularized Multiple β-CVaR Portfolio

Kei Nakagawa, Shuhei Noma, Masaya Abe

The problem of finding the optimal portfolio for investors is called the portfolio optimization problem. Such problem mainly concerns the expectation and variability of return (i.e…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.