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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Iwaki, Hideki"
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Decision under uncertainty
6
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Theorie
6
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Erwartungsnutzen
4
Expected utility
4
Portfolio selection
4
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Ambiguity Measurement
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Asset Pricing
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Behavioural finance
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CAPM
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Convex Duality
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Empirical Studies
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Equilibrium
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Expected Utility with Uncertain Probability (EUUP)
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Fat-Tailed Properties
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Hybrid Brownian Motions
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Knightian Uncertainty
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Lebensversicherung
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Life Insurance
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Aufsatz in Zeitschrift
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Iwaki, Hideki
10
Osaki, Yusuke
5
Fujii, Yoichiro
1
Luo, Lei
1
Nariu, Tatsuhiko
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Yoshikawa, Daisuke
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Journal of mathematical finance
4
Asia-Pacific journal of risk and insurance : APJRI
1
Astin bulletin : the journal of the International Actuarial Association
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Finance research letters
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Journal of banking & finance
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The Kyoto economic review
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ECONIS (ZBW)
10
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1
The disposition effect under the reference dependent smooth model of ambiguity
Iwaki, Hideki
;
Yoshikawa, Daisuke
- In:
Asia-Pacific journal of risk and insurance : APJRI
15
(
2021
)
2
,
pp. 107-144
Persistent link: https://www.econbiz.de/10012656973
Saved in:
2
An ambiguity measure under EUUP and its application to a portfolio problem
Iwaki, Hideki
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10012545704
Saved in:
3
An equilibrium asset pricing model under the dual theory of the smooth ambiguity model
Iwaki, Hideki
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 497-515
Persistent link: https://www.econbiz.de/10011875350
Saved in:
4
An economic premium principle under the dual theory of the smooth ambiguity model
Fujii, Yoichiro
;
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 787-801
Persistent link: https://www.econbiz.de/10011763633
Saved in:
5
Comparative statics and portfolio choices under the phantom decision model
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Journal of banking & finance
84
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011816832
Saved in:
6
The dual theory of the smooth ambiguity model
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Economic theory : official journal of the Society for …
56
(
2014
)
2
,
pp. 275-289
Persistent link: https://www.econbiz.de/10010362187
Saved in:
7
An empirical study of option prices under the hybrid Brownian motion model
Iwaki, Hideki
;
Luo, Lei
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 329-334
Persistent link: https://www.econbiz.de/10010239548
Saved in:
8
An optimal life insurance policy in the continuous-time investment-consumption problem
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010239565
Saved in:
9
Some properties of subjective probabilities induced by optimal expectations
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Finance research letters
7
(
2010
)
2
,
pp. 98-102
Persistent link: https://www.econbiz.de/10009272768
Saved in:
10
Increase in risk and comparative static analysis
Nariu, Tatsuhiko
;
Iwaki, Hideki
- In:
The Kyoto economic review
75
(
2006
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10003586310
Saved in:
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