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The Aumann-Serrano performance...
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Portfolio selection
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Hodoshima, Jiro
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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ECONIS (ZBW)
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Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
Hodoshima, Jiro
;
Yamawake, Toshiyuki
- In:
Finance research letters
28
(
2019
),
pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Evaluation of performance of stock and real estate investment trust markets in Japan
Hodoshima, Jiro
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10012585880
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
The robustness of asset pricing models: Coskewness and cokurtosis
Ando, Masakazu
;
Hodoshima, Jiro
- In:
Finance Research Letters
3
(
2006
)
2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10005397454
Saved in:
9
The class of BAN estimators of a single structural equation with structural change
HODOSHIMA, Jiro
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927308
Saved in:
10
Estimation of a single structural equation with structural change
HODOSHIMA, Jiro
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927398
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