Tokyo Metropolitan University · Graduate School of Business Administration · 教授

Research keywordsinterest rates・masaaki kijima・real options・gram-charlier expansion・asymptotic expansion・research institute for mathematical science

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• Optimal timing for short covering of an illiquid security, (with Tsz-Kin Chung), Journal of the Operations Research Society of Japan，58, pp.165-183, 20152015 · 研究業績 · _other
• 金融・実物資産市場における最適取引戦略, オペレーションズ・リサーチ，60, pp.138-143, 20152015 · 研究業績 · _other
• Asymptotic Expansion Formula of Option Price Under Multifactor Heston Model, (with Kazuki Nagashima, Tsz-Kin Chung), Asia-Pacific Financial Markets，21, pp.351-396, 20142014 · 研究業績 · _other
• First Passage Time in Real Options Kokyuroku No.1818, Research Institute for Mathematical Science, Kyoto University, 20132013 · 研究業績 · _other

• 代替投資を含むポートフォリオの金融リスク管理に関する研究
• 時間割引アノマリーと異時点間選択行動の経済分析：負債保有、肥満、喫煙行動への含意

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