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Kijima, Masaaki
108
Nishide, Katsumasa
13
Funahashi, Hideharu
11
Muromachi, Yukio
9
Inui, Koji
8
Ohyama, Atsuyuki
8
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7
Tanaka, Keiichi
7
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1
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Journal of economic dynamics & control
7
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5
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4
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4
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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Innovations in risk management : seminal papers from the Journal of Risk
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ECONIS (ZBW)
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11
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
Saved in:
12
Periodical replacement problem without assuming minimal repair
Kijima, Masaaki
- In:
European journal of operational research : EJOR
2
(
1988
),
pp. 194-203
Persistent link: https://www.econbiz.de/10001065795
Saved in:
13
Pricing equity swaps in a stochastic interest rate economy
Kijima, Masaaki
;
Muromachi, Yukio
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001613578
Saved in:
14
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
15
A Gaussian term structure model of credit spreads and valuation of credit spread options
Kijima, Masaaki
- In:
Kyoto University economic review : memoirs of the …
70
(
2001
)
1/2
,
pp. [13]-30
Persistent link: https://www.econbiz.de/10001681082
Saved in:
16
On the significance of expected shortfall as a coherent risk measure
Inui, Koji
;
Kijima, Masaaki
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 853-864
Persistent link: https://www.econbiz.de/10002600061
Saved in:
17
Evaluation of credit risk of a portfolio with stochastic interest rate and default processes
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Innovations in risk management : seminal papers from …
,
(pp. 419-456)
.
2004
Persistent link: https://www.econbiz.de/10002600547
Saved in:
18
Economic models for the environmental Kuznets curve : a survey
Kijima, Masaaki
;
Nishide, Katsumasa
;
Ohyama, Atsuyuki
- In:
Journal of economic dynamics & control
34
(
2010
)
7
,
pp. 1187-1201
Persistent link: https://www.econbiz.de/10008659500
Saved in:
19
Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003981989
Saved in:
20
EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility
Kijima, Masaaki
;
Nishide, Katsumasa
;
Ohyama, Atsuyuki
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 746-763
Persistent link: https://www.econbiz.de/10009240555
Saved in:
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