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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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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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The robustness of asset pricing models : Coskewness and cokurtosis
Ando, Masakazu; Hodoshima, Jiro - In: Finance research letters 3 (2006) 2, pp. 133-146
Persistent link: https://www.econbiz.de/10003333930