ディスカッションペーパー
この名古屋商科大学のディスカッションペーパーのサイトは、商学部・経営学部・経済学部および国際学部に所属する専任・非常勤教員の研究成果を早期に公開する場として、2016年12月に開設されました。
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Utility Indifference Pricing and the Aumann-Serrano Performance Index
Jiro Hodoshima, Yoshio Miyahara
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Was Adam Smith a Proponent of Absolute Advantage Theory? A formative history of an urban legend and lessons learned
Satoshi Yoshii, Takahiro Fujimoto, and Yoshinori Shiozawa
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On Pareto Efficiency in Asset Markets
Kazuhiro Takino
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The Impact of Non-cash Collateralization on the Over-the-counter Derivatives Markets
Kazuhiro Takino
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A Numerical Example of Derivatives Price with Non-cash Collateralization
Kazuhiro Takino
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Evaluation of Performance of Stock and REIT Markets in Japan
Jiro Hodoshima
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Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
Jiro Hodoshima and Toshiyuki Yamawake
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Evaluation of performance of stocks: Evidence from Japan
Jiro Hodoshima, Tetsuya Misawa, Yoshio Miyahara
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On the Economic Premium Principle
Kazuhiro Takino
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An Equilibrium Pricing for OTC Derivatives with Non-Cash Collateralization
Kazuhiro Takino
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Stock valuation by utility indifference pricing
Jiro Hodoshima, Tetsuya Misawa, Yoshio Miyahara
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An Equilibrium Model for an OTC Derivative Market under a Counterparty Risk Constraint
Kazuhiro Takino
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