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~subject:"Portfolio-Management"
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Portfolio-Management
Option pricing theory
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Takahashi, Akihiko
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ECONIS (ZBW)
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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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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
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4
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
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5
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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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
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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8
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
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9
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438155
Saved in:
10
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
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