Central Information Center

2024/01/26

Jiro Muramats and his Family: Portraits of the Family Connecting Japan and Australia【JSPS Grant-in-Aid for Scientific Research (C) 20K12380】

2022/05/30

Jiro Muramats (1878-1943): A Japanese Businessman in Australia【KAKENHI (B) 'Dynamism of the Marine Frontier: territorialization of Australia's northern waters and subsistence tactics of the people in the border regions' 17H02241】

2022/02/16

Fujita Kenji’s Sketchbook: Memories of Cossack, Western Australia (1925-1938). 2nd edition. 【KAKENHI (C) 'Maintenance of Japanese community relationships across national borders: Japanese store keepers and their adaptive strategies' 20K12380】

2021/08/17

Kenji Fujita's Sketchbook: Memories of Cossack, Western Australia (1925〜1938)

2021/01/27

On Mean-Variance Analysis of a Bank's Behavior

2020/08/18

Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes

2019/10/22

Utility Indifference Pricing and the Aumann-Serrano Performance Index

2019/09/30

Was Adam Smith a Proponent of Absolute Advantage Theory? A formative history of an urban legend and lessons learned

2019/09/18

On Pareto Efficiency in Asset Markets

2019/06/17

The Impact of Non-cash Collateralization on the Over-the-counter Derivatives Markets

2019/01/31

A Numerical Example of Derivatives Price with Non-cash Collateralization

2018/03/30

Evaluation of Performance of Stock and REIT Markets in Japan

2018/02/22

Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility

2017/10/15

Evaluation of performance of stocks: Evidence from Japan

2017/09/30

On the Economic Premium Principle

2017/09/28

An Equilibrium Pricing for OTC Derivatives with Non-Cash Collateralization

2017/07/28

Stock valuation by utility indifference pricing

2017/07/01

An Equilibrium Model for an OTC Derivative Market under a Counterparty Risk Constraint

2017/05/24

Comparison of the risk-sensitive value measure and mean-variance approach under normal mixture

2017/03/09

Are institutional investors or individual investors using anomalies? Verification in the Japanese stock market

2017/03/09

Hot Money and Cross-Section of Stock Returns during the Global Financial Crisis