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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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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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Existence, uniqueness, and determinacy of equilibria in complete security markets with infinite dimensional martingale generator
Kusuda, Koji (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001844200