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Optimal dividend distribution policy from the perspective of the impatient and loss-averse investor

Yang, Yang; Shoji, Isao; Kanehiro, Sumei - In: The journal of socio-economics 38 (2009) 3, pp. 534-540

Persistent link: https://www.econbiz.de/10003882457

Disposition effect as a behavioral trading activity elicited by investors' different risk preferences

Shoji, Isao; Kanehiro, Sumei - In: International review of financial analysis 46 (2016), pp. 104-112

Persistent link: https://www.econbiz.de/10011580871

Intertemporal dynamic choice under myopia for reward and different risk tolerances

Shoji, Isao; Kanehiro, Sumei - In: Economic theory : official journal of the Society for … 50 (2012) 1, pp. 85-98

Persistent link: https://www.econbiz.de/10009533470

A model of the term structure of interest rates for an economically dependent country

Shoji, Isao - In: Financial engineering and the Japanese markets 1 (1994) 2, pp. 85-99

Persistent link: https://www.econbiz.de/10001187918

Nonparametric estimation of nonlinear dynamics by local linear approximation

Shoji, Isao - In: Chaos and complexity theory for management : nonlinear …, (pp. 368-379). 2013

Persistent link: https://www.econbiz.de/10009666958

Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach

Takamizawa, Hideyuki; Shoji, Isao - Graduate School of Economics, Hitotsubashi University - 2007

We propose an analytical approximation of the term structure of interest rates under general diffusion processes of the short-rate and state variables. A method of approximating conditional moments as the solution to a system of ordinary differential equations is applied to the pricing of bonds....

Persistent link: https://www.econbiz.de/10004992478

A statistical comparison of the short-term interest rate models of Japan, US and Germany

Shoji, Isao - In: Financial engineering and the Japanese markets 3 (1996) 3, pp. 263-275

Persistent link: https://www.econbiz.de/10001215386

Approximation of non-linear term structure models

Takamizawa, Hideyuki; Shoji, Isao - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 44-51

Persistent link: https://www.econbiz.de/10001581197

Modeling the term structure of interest rates with general short-rate models

Takamizawa, Hideyuki; Shoji, Isao - In: Finance and stochastics 7 (2003) 3, pp. 323-335

Persistent link: https://www.econbiz.de/10001771705

Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach

Takamizawa, Hideyuki; Shoji, Isao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 65-77

Persistent link: https://www.econbiz.de/10003810161