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Worst-Case premiums and identification of homothetic robust Epstein-Zin utility under a quadratic Model
Batbold, Bolorsuvd; Kikuchi, Kentaro; Kusuda, Koji - 2024
Persistent link: https://www.econbiz.de/10015154426
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Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Batbold, Bolorsuvd; Kikuchi, Kentaro; Kusuda, Koji - In: Mathematics and financial economics 16 (2022) 3, pp. 509-537
Persistent link: https://www.econbiz.de/10013438866
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Age-dependent robust strategic asset allocation with inflation-deflation hedging demand
Kikuchi, Kentaro; Kusuda, Koji - In: Mathematics and financial economics 18 (2024) 4, pp. 641-670
Persistent link: https://www.econbiz.de/10015189217
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Regularized robust strategic asset allocation under stochastic variance-covariance of asset returns
Kikuchi, Kentaro; Kusuda, Koji - 2024
Persistent link: https://www.econbiz.de/10014549549
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Design and estimation of a quadratic term structure model with a mixture of normal distributions
Kikuchi, Kentaro - 2012
Persistent link: https://www.econbiz.de/10009560733
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A term structure interest rate model with the Brownian bridge lower bound
Kikuchi, Kentaro - In: Annals of finance 20 (2024) 3, pp. 301-328
Persistent link: https://www.econbiz.de/10015188737
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Properties of Homothetic Robust Epstein-Zin Utility
Kusuda, Koji - 2025
Persistent link: https://www.econbiz.de/10015358362
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Generalizing the permanent income hypothesis with homothetic robust Epstein-Zin utility
Kusuda, Koji - 2025
Persistent link: https://www.econbiz.de/10015358699
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Some properties of generalized homothetic robust epstein-zin utility
Kusuda, Koji - 2025
Persistent link: https://www.econbiz.de/10015407237
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A strength evaluation of the data encryption standard
Kusuda, Koji; Matsumoto, Tsutomu - 1997
Persistent link: https://www.econbiz.de/10000966855