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Comparing dynamic and static performance indexes in the stock market : evidence from Japan

Hodoshima, Jiro; Yamawake, Toshiyuki - In: Asia Pacific financial markets 29 (2022) 2, pp. 171-193

Persistent link: https://www.econbiz.de/10013260054

Sensitivity of performance indexes to disaster risk

Hodoshima, Jiro; Yamawake, Toshiyuki - In: Risks : open access journal 9 (2021) 2/40, pp. 1-22

We examine how sensitive the new performance indexes incorporating high moments and disaster risk are to disaster risk. The new performance indexes incorporating high moments and disaster risk are the Aumann-Serrano performance index and Foster-Hart performance index proposed by Kadan and Liu....

Persistent link: https://www.econbiz.de/10012483189

Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes

Hodoshima, Jiro; Yamawake, Toshiyuki - In: International review of financial analysis 83 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013454995

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

Reexamining the robustness of market value of equity

Garza-Gómez, Xavier; Hodoshima, Jiro; Kunimura, Michio - In: Asia-Pacific financial markets 8 (2001) 2, pp. 61-85

Persistent link: https://www.econbiz.de/10001648547

Cross-sectional regression analysis of return and beta in Japan

Hodoshima, Jiro; Garza-Gómez, Xavier; Kunimura, Michio - In: Journal of economics & business 52 (2000) 6, pp. 515-533

Persistent link: https://www.econbiz.de/10001544337

Stock performance evaluation incorporating high moments and disaster risk : evidence from Japan

Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Asia Pacific financial markets 27 (2020) 2, pp. 155-174

Persistent link: https://www.econbiz.de/10012222392