Jun‐ya Gotoh

1.2k citations

39 papers · 774 · h-index 13

Impact in

Management Science and Operations Research top 2%
- Risk and Portfolio Optimization
Finance top 5%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies

Papers in

Management Science and Operations Research 25
- Risk and Portfolio Optimization 24
Finance 13
- Stochastic processes and financial applications 12
- Financial Markets and Investment Strategies 6

Co-authors: Yuichi Takano (7 shared papers)Akiko Takeda (10 shared papers)Hiroshi Konno (6 shared papers)Andrew E. B. Lim (3 shared papers)Michael Jong Kim (3 shared papers)Stan Uryasev (5 shared papers)Yoshinobu Kawahara (1 shared paper)Mahesan Niranjan (1 shared paper)
Journals: European Journal of Operational Research (2 papers)Annals of Operations Research (2 papers)Computational Optimization and Applications (2 papers)Computational Management Science (2 papers)Management Science (2 papers)
Partner nations: Japan United States Canada

In The Last Decade

Jun‐ya Gotoh

36 papers receiving 735 citations

Peers

Countries citing papers authored by Jun‐ya Gotoh

Since Specialization

Citations

This map shows the geographic impact of Jun‐ya Gotoh's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jun‐ya Gotoh with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jun‐ya Gotoh more than expected).

Fields of papers citing papers by Jun‐ya Gotoh

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jun‐ya Gotoh. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jun‐ya Gotoh. The network helps show where Jun‐ya Gotoh may publish in the future.

Co-authors

The 15 scholars most cited alongside Jun‐ya Gotoh, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Jun‐ya Gotoh Line = papers co-authored together Jun‐ya Gotoh links everyone, so they are left out of the graph.

All Works

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20 of 20 papers shown

Showing the 20 most-cited of 39 papers — load more, or switch the sort, to bring in the rest.

#	Work
1	Newsvendor solutions via conditional value-at-risk minimization European Journal of Operational Research ·Jun‐ya Gotoh, Yuichi Takano	2006	207
2	DC formulations and algorithms for sparse optimization problems Mathematical Programming ·Jun‐ya Gotoh, Akiko Takeda, Katsuya Tono	2017	109
3	Third Degree Stochastic Dominance and Mean-Risk Analysis Management Science ·Jun‐ya Gotoh, Hiroshi Konno	2000	51
4	Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios Computational Management Science ·Akiko Takeda, Mahesan Niranjan, Jun‐ya Gotoh, Yoshinobu Kawahara	2012	47
5	Robust empirical optimization is almost the same as mean–variance optimization Operations Research Letters ·Jun‐ya Gotoh, Michael Jong Kim, Andrew E. B. Lim	2018	47
6	Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope Computational Optimization and Applications ·Jun‐ya Gotoh, Hiroshi Konno	2001	46
7	On the role of norm constraints in portfolio selection Computational Management Science ·Jun‐ya Gotoh, Akiko Takeda	2011	42
8	Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures Quantitative Finance ·Jun‐ya Gotoh, Keita Shinozaki, Akiko Takeda	2013	31
9	Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm Management Science ·Jun‐ya Gotoh, Hiroshi Konno	2002	21
10	A linear classification model based on conditional geometric score Terrestrial Environment Research Center (University of Tsukuba) ·Jun‐ya Gotoh, Akiko Takeda	2004	17
11	Multi-period portfolio selection using kernel-based control policy with dimensionality reduction Expert Systems with Applications ·Yuichi Takano, Jun‐ya Gotoh	2013	16
12	Two pairs of families of polyhedral norms versus $$\ell _p$$ ℓ p -norms: proximity and applications in optimization Mathematical Programming ·Jun‐ya Gotoh, Stan Uryasev	2015	15
13	Support vector machines based on convex risk functions and general norms Annals of Operations Research ·Jun‐ya Gotoh, Stan Uryasev	2016	15
14	Minimizing loss probability bounds for portfolio selection European Journal of Operational Research ·Jun‐ya Gotoh, Akiko Takeda	2011	12
15	A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis Journal of Computational and Applied Mathematics ·Hiroshi Konno, Jun‐ya Gotoh, Takeaki Uno, Atsushi Yuki	2002	10
16	Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs Asia-Pacific Financial Markets ·Yuichi Takano, Jun‐ya Gotoh	2010	9
17	Robust Empirical Optimization is Almost the Same as Mean-Variance Optimization SSRN Electronic Journal ·Jun‐ya Gotoh, Michael Jong Kim, Andrew E. B. Lim	2017	9
18	Numerical exploration of dynamic behavior of the ornstein-uhlenbeck process via ehrenfest process approximation Terrestrial Environment Research Center (University of Tsukuba) ·Ushio Sumita, Jun‐ya Gotoh, Hui Jin	2003	6
19	Peer-To-Peer Lending: Classification in the Loan Application Process Risks ·Xinyuan Wei, Jun‐ya Gotoh, Stan Uryasev	2018	6
20	NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management) Journal of the Operations Research Society of Japan ·Ushio Sumita, Jun‐ya Gotoh, Hui Jin	2006	6

About Jun‐ya Gotoh

Jun‐ya Gotoh is a scholar working on Management Science and Operations Research, Finance, Statistics and Probability, Numerical Analysis and Computational Mechanics, having authored 39 papers that have together received 774 indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (24 papers), Stochastic processes and financial applications (12 papers), Advanced Optimization Algorithms Research (7 papers), Financial Markets and Investment Strategies (6 papers), Sparse and Compressive Sensing Techniques (6 papers), Fuzzy Systems and Optimization (5 papers), Statistical Methods and Inference (5 papers) and Reservoir Engineering and Simulation Methods (4 papers). The work is most often cited by research in Management Science and Operations Research (380 citations), Finance (207 citations), Management Information Systems (175 citations), Numerical Analysis (100 citations) and Statistics and Probability (87 citations). Jun‐ya Gotoh has collaborated with scholars based in Japan, United States and Canada. Frequent co-authors include Yuichi Takano, Akiko Takeda, Hiroshi Konno, Andrew E. B. Lim, Michael Jong Kim, Stan Uryasev, Yoshinobu Kawahara, Mahesan Niranjan, Hui Jin and Ushio Sumita. Their work appears in journals such as European Journal of Operational Research, Annals of Operations Research, Computational Optimization and Applications, Computational Management Science and Management Science.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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Jun‐ya Gotoh

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About Jun‐ya Gotoh

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