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~subject:"Portfolio selection"
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A new scheme for static hedgin...
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Portfolio selection
Option pricing theory
77
Optionspreistheorie
77
Theorie
70
Theory
70
Stochastic process
55
Stochastischer Prozess
55
Portfolio-Management
40
Volatility
33
Volatilität
33
Yield curve
22
Zinsstruktur
22
Asymptotic expansion
21
Credit risk
16
Kreditrisiko
16
Malliavin calculus
16
Agent-based modeling
15
Agentenbasierte Modellierung
15
Monte Carlo simulation
14
CAPM
13
Derivat
13
Derivative
13
Incomplete market
13
Unvollkommener Markt
13
Monte-Carlo-Simulation
12
Option trading
12
Optionsgeschäft
12
Risk management
12
Estimation theory
11
Game theory
11
Hedging
11
Probability theory
11
Risikomanagement
11
Schätztheorie
11
Spieltheorie
11
Wahrscheinlichkeitsrechnung
11
Allgemeines Gleichgewicht
10
Analysis
10
Currency option
10
General equilibrium
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Graue Literatur
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9
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English
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Takahashi, Akihiko
38
Saito, Taiga
13
Kizaki, Keisuke
10
Yamamoto, Kyo
5
Fujii, Masaaki
4
Mita, Daiya
4
Sato, Seisho
4
Nakano, Masafumi
3
Okawara, Makoto
3
Takahashi, Soichiro
3
Fukui, Takaya
2
Yamazaki, Akira
2
Kobayashi, Takao
1
Nakayama, Keita
1
Ohsaki, Shuichi
1
Tokioka, Norio
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International Workshop on Finance <2011, Kyōto>
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8
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7
International journal of financial engineering
3
Asia-Pacific financial markets
1
Global journal of business research : GJBR
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Insurance : mathematics and economics
1
International journal of theoretical and applied finance
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International review of finance
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Quantitative Finance, Forthcoming
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ECONIS (ZBW)
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A factor allocation approach to optimal bond portfolio
Nakayama, Keita
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
14
(
2007
)
4
,
pp. 299-324
Persistent link: https://www.econbiz.de/10003757794
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2
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
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3
A new hedge fund replication method with the dynamic optimal portfolio
Takahashi, Akihiko
;
Yamamoto, Kyo
- In:
Global journal of business research : GJBR
4
(
2010
)
4
,
pp. 23-34
Persistent link: https://www.econbiz.de/10008807875
Saved in:
4
Pertubative expansion of FBSDE in an incomplete market with stochastic volatility
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1501-1524
Persistent link: https://www.econbiz.de/10009679953
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5
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
Takahashi, Akihiko
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009566646
Saved in:
6
Dynamic optimality of yield curve strategies
Kobayashi, Takao
;
Takahashi, Akihiko
;
Tokioka, Norio
- In:
International review of finance
4
(
2003
)
1/2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10003014258
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7
Portfolio optimization with choice of a probability measure
Saito, Taiga
;
Takahashi, Akihiko
-
2022
Persistent link: https://www.econbiz.de/10013271723
Saved in:
8
Style analysis with particle filtering and generalized simulated annealing
Fukui, Takaya
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011778283
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9
Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2024
Persistent link: https://www.econbiz.de/10014513437
Saved in:
10
A state space modeling for proactive management in equity investment
Takahashi, Akihiko
;
Takahashi, Soichiro
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014234372
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