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Kijima, Masaaki
24
Kijima, M.
3
Muromachi, Yukio
3
Nishide, Katsumasa
3
Inui, Koji
2
Ohnishi, Masamitsu
2
Ohyama, Atsuyuki
2
Suzuki, Teruyoshi
2
Fujiwara, Hajime
1
Iwaki, H.
1
Iwaki, Hideki
1
Komoribayashi, Katsuya
1
Maeda, Akira
1
Makimoto, Naoki
1
Morimoto, Yuji
1
Motomiya, Shin-ichi
1
Nakagawa, Kei-Ichiro
1
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1
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1
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1
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1
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1
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Insurance / Mathematics & economics
4
Journal of economic dynamics & control
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of operations research
2
Mathematical methods of operations research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Astin bulletin : the journal of the International Actuarial Association
1
Computational and mathematical organization theory
1
Computers & industrial engineering : CAIE ; an internat. journal
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of the Operations Research Society of Japan : JORSJ
1
Operations research letters
1
The Kyoto economic review
1
The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
48
RePEc
37
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
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1
A (T,S) inventory-production system with limited production capacity and uncertain demands
Kijima, M.
;
Takimoto, T.
- In:
Operations research letters
25
(
1999
)
2
,
pp. 67-80
Persistent link: https://www.econbiz.de/10006840193
Saved in:
2
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
Kijima, M.
;
Ohnishi, M.
-
1993
Persistent link: https://www.econbiz.de/10008224689
Saved in:
3
Approximate valuation of average options
Iwaki, H.
;
Kijima, M.
;
Yoshida, T.
-
1993
Persistent link: https://www.econbiz.de/10008224690
Saved in:
4
On the significance of expected shortfall as a coherent risk measure
Inui, Koji
;
Kijima, Masaaki
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 853-864
Persistent link: https://www.econbiz.de/10005879007
Saved in:
5
A MARKOV CHAIN MODEL FOR VALUING CREDIT RISK DERIVATIVES
Kijima, Masaaki
;
Komoribayashi, Katsuya
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 97
Persistent link: https://www.econbiz.de/10007351478
Saved in:
6
PRICING EQUITY SWAPS IN A STOCHASTIC INTEREST RATE ECONOMY
Kijima, Masaaki
;
Muromachi, Yukio
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 19-35
Persistent link: https://www.econbiz.de/10005950128
Saved in:
7
Computation of quasi-stationary distributions in Markovian queues
Kijima, Masaaki
;
Makimoto, Naoki
- In:
Computers & industrial engineering : CAIE ; an …
27
(
1994
)
1-4
,
pp. 429-432
Persistent link: https://www.econbiz.de/10005999878
Saved in:
8
Competitive Price Equilibrium with Consumer Reservation Utility
Kijima, Masaaki
;
Nakagawa, Kei-Ichiro
;
Namatame, Takashi
- In:
Computational and mathematical organization theory
6
(
2000
)
1
,
pp. 27-28
Persistent link: https://www.econbiz.de/10006094425
Saved in:
9
An economic premium principle in a multiperiod economy
Iwaki, Hideki
;
Kijima, Masaaki
;
Morimoto, Yuji
- In:
Insurance / Mathematics & economics
28
(
2001
)
3
,
pp. 325-340
Persistent link: https://www.econbiz.de/10006901486
Saved in:
10
Stochastic orders and their applications in financial optimization
Kijima, Masaaki
;
Ohnishi, Masamitsu
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 351
Persistent link: https://www.econbiz.de/10006626459
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