Similar Search Results - EconBiz

Comparative Performance of Cryptocurrencies through the Aumann and Serrano Economic Index of Riskiness

Serrano, Roberto; Yamawake, Toshiyuki; Hodoshima, Jiro; … - 2023

We present comparative performance of cryptocurrencies by the performance index based on the Aumann-Serrano –henceforth, AS– economic index of riskiness. We consider three cryptocurrencies: Bitcoin, Ethereum and Binance-coin, which have the largest market capitalizations among all...

Persistent link: https://www.econbiz.de/10014355388

Effect of nonnormality on the estimation of a single structural equation with structural change

Hodoshima, Jiro - In: Econometric theory 5 (1989) 1, pp. 53-62

Persistent link: https://www.econbiz.de/10001065763

The class of ban estimators of a single structural equation with structural change

Hodoshima, Jiro - In: Economics letters 4 (1987), pp. 339-344

Persistent link: https://www.econbiz.de/10001040581

Estimation of a single structural equation with structural change

Hodoshima, Jiro - In: Econometric theory 4 (1988) 1, pp. 86-96

Persistent link: https://www.econbiz.de/10001049384

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

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

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

Utility indifference pricing and the Aumann-Serrano performance index

Hodoshima, Jiro; Miyahara, Yoshio - In: Journal of mathematical economics 86 (2020), pp. 83-89

Persistent link: https://www.econbiz.de/10012660654

Comparison of utility indifference pricing and mean-variance approach under normal mixture

Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229

Persistent link: https://www.econbiz.de/10011982579

A service of the