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The generalized harmonic mean and a portfolio problem with dependent assets
Kijima, Masaaki - In: Theory and decision : an international journal for … 43 (1997) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10001226213
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On the greedy algorithm for stochastic optimization problems
Kijima, Masaaki - In: Stochastic modelling in innovative manufacturing : …, (pp. 19-29). 1997
Persistent link: https://www.econbiz.de/10001319857
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Portfolio selection problems via the bivariate characterization of stochastic dominance relations
Kijima, Masaaki - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 237-277
Persistent link: https://www.econbiz.de/10001208966
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Credit-equity modeling under a latent Lévy firm process
Kijima, Masaaki; Siu, Chi Chung - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-41
Persistent link: https://www.econbiz.de/10010364748