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Optimal pricing and quality choice of a monopolist under Knightian uncertainty
Asano, Takao; Shibata, Akihisa - In: International journal of industrial organization 29 (2011) 6, pp. 746-754
Persistent link: https://www.econbiz.de/10009375174
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Taxing capital is a good idea : the role of idiosyncratic risk in an OLG model
Hiraguchi, Ryoji; Shibata, Akihisa - In: Journal of economic dynamics & control 52 (2015), pp. 258-269
Persistent link: https://www.econbiz.de/10011474203
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Uncertainty aversion and portfolio inertia
Asano, Takao - In: Bulletin of economic research 64 (2012) 3, pp. 334-343
Persistent link: https://www.econbiz.de/10009674439
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Irreversibilities and the optimal timing of environmental policy under Knightian uncertainty
Asano, Takao (contributor) - 2005
In this paper, we consider a problem in environmental policy design by applying optimal stopping rules. The purpose of this paper is to analyze the optimal timings at which the government should adopt environmental policies to deal with increases in greenhouse gas concentrations and to reduce...
Persistent link: https://www.econbiz.de/10003154571
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Optimal initial capital induced by the optimized certainty equivalent
Arai, Takuji; Asano, Takao; Nishide, Katsumasa - In: Insurance / Mathematics & economics 85 (2019), pp. 115-125
Persistent link: https://www.econbiz.de/10011990619
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Portfolio allocation problems between risky and ambiguous assets
Asano, Takao; Osaki, Yusuke - 2020
Persistent link: https://www.econbiz.de/10012165413
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Time-varying ambiguity shocks and business cycles
Asano, Takao; Cai, Xiaojing; Sakemoto, Ryuta - 2023
Persistent link: https://www.econbiz.de/10014331891
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Cross risk apportionment and non-financial correlated background uncertainty
Asano, Takao; Osaki, Yusuke - 2023
Persistent link: https://www.econbiz.de/10014420566
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Intrinsic bubbles, target zones and investment under uncertainty
Shibata, Akihisa - In: Journal of economic research 3 (1998) 2, pp. 113-137
Persistent link: https://www.econbiz.de/10001353010
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Irreversibilities and the optimal timing of environmental policy under Knightian uncertainty
Asano, Takao - 2005
In this paper, we consider a problem in environmental policy design by applying optimal stopping rules. The purpose of this paper is to analyze the optimal timings at which the government should adopt environmental policies to deal with increases in greenhouse gas concentrations and to reduce...
Persistent link: https://www.econbiz.de/10010332424