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Dynamic Optimality of Yield Curve Strategies (Published in "International Review of Finance", Vol.4, 49-78, 2003. )
Kobayashi, Takao, (2004)
Investment Frictions versus Financing Frictions
Kobayashi, Takao, (2009)
Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution
Kobayashi, Takao, (2008)