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Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi; Zhou, Xiaoping; Račev, Svetlozar T. - In: The journal of investing 21 (2012) 1, pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
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Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu; Oda, Nobuyuki; Yoshiba, Toshinao - In: Monetary and economic studies 17 (1999) 2, pp. 47-89
Persistent link: https://www.econbiz.de/10001402183
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Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu; Oda, Nobuyuki; Yoshiba, Toshinao - 1998
Persistent link: https://www.econbiz.de/10000994639
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Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru; Yoshiba, Toshinao - In: International review of economics & finance : IREF 97 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015324226
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Analytical solutions for expected and unexpected losses with an additional loan
Yamashita, Satoshi; Yoshiba, Toshinao - 2007
Persistent link: https://www.econbiz.de/10003606900
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Analytical solutions for expected loss and standard deviation of loss with an additional loan
Yamashita, Satoshi; Yoshiba, Toshinao - In: Asia-Pacific financial markets 22 (2015) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10011377519
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Market variance risk premiums in Japan for asset predictability
Ubukata, Masato; Watanabe, Toshiaki - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 169-198
Persistent link: https://www.econbiz.de/10010379960