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Risikoaversion
utility indifference pricing
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Utility indifference pricing
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Hodoshima, Jiro
4
Ishinagi, Yoshikazu
1
Miyahara, Yoshio
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Takino, Kazuhiro
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
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International journal of accounting and finance
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ECONIS (ZBW)
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1
The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Hodoshima, Jiro
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
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2
Evaluation of performance of stock and real estate investment trust markets in Japan
Hodoshima, Jiro
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10012585880
Saved in:
3
Utility
indifference
pricing
and the Aumann-Serrano performance index
Hodoshima, Jiro
;
Miyahara, Yoshio
- In:
Journal of mathematical economics
86
(
2020
),
pp. 83-89
Persistent link: https://www.econbiz.de/10012660654
Saved in:
4
Valuation of a risk-averse investor under incomplete information
Takino, Kazuhiro
;
Ishinagi, Yoshikazu
- In:
International journal of accounting and finance
9
(
2019
)
1
,
pp. 68-85
Persistent link: https://www.econbiz.de/10012138845
Saved in:
5
Stock performance by
utility
indifference
pricing
and the Sharpe ratio
Hodoshima, Jiro
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
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