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Estimation of a single structural equation with structural change
Hodoshima, Jiro - In: Econometric theory 4 (1988) 1, pp. 86-96
Persistent link: https://www.econbiz.de/10001049384
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Effect of nonnormality on the estimation of a single structural equation with structural change
Hodoshima, Jiro - In: Econometric theory 5 (1989) 1, pp. 53-62
Persistent link: https://www.econbiz.de/10001065763
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The class of ban estimators of a single structural equation with structural change
Hodoshima, Jiro - In: Economics letters 4 (1987), pp. 339-344
Persistent link: https://www.econbiz.de/10001040581
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The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Hodoshima, Jiro - In: Finance research letters 39 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
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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
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Determinants of vertical integration : investment efficiency, product differentiation and firm size
Yamawake, Toshiyuki; Yamoto, Shigetsune; Goi, Hoe Chin; … - In: Theoretical economics letters 8 (2018) 5, pp. 1028-1043
Persistent link: https://www.econbiz.de/10011882604
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Utility indifference pricing and the Aumann-Serrano performance index
Hodoshima, Jiro; Miyahara, Yoshio - In: Journal of mathematical economics 86 (2020), pp. 83-89
Persistent link: https://www.econbiz.de/10012660654
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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229
Persistent link: https://www.econbiz.de/10011982579