| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "A New Dimension of Equity Analysis and Valuation" (in Japanese) |
0 |
0 |
0 |
212 |
0 |
0 |
0 |
538 |
| "A Separation Theorem of Active Management and Synthetic Enhanced Active Strategies"(in Japanese) |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
151 |
| "A Structural Approach without Path Dependency"(in Japanese) |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
56 |
| "A Theoretical Foundation for Equity Style Management"(in Japanese) |
0 |
0 |
0 |
230 |
0 |
1 |
1 |
895 |
| "An Economics Contribution that is In-the-Money"(in Japanese) |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
270 |
| "Closed-form Solution of Bond Prices with Postponement of Redemption"(in Japanese) |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
74 |
| "Credit Risk Modeling Approaches"(in Japanese) |
0 |
0 |
0 |
157 |
0 |
1 |
1 |
239 |
| "Cross-sectional Variation of Stock Returns: A Cristal Survey"(in Japanese) |
0 |
0 |
0 |
210 |
0 |
0 |
0 |
794 |
| "Cross-shareholdings and Equity Valuation in Japan "(in Japanese) |
0 |
0 |
0 |
241 |
0 |
1 |
2 |
784 |
| "Does the Public Offering of Parent and Subsidiary Companies Distort the Market?" (in Japanese) |
0 |
0 |
0 |
42 |
1 |
2 |
3 |
290 |
| "Dynamic Optimality of Some Yield Curve Strategies" (in Japanese) |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
532 |
| "Earning Forecasts, Earning Surprises and the Value Anomaly"(in Japanese) |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
481 |
| "Forecasting Interest Rates using Vasicek's Term Structure Model"(in Japanese) |
0 |
0 |
1 |
1,178 |
0 |
1 |
4 |
3,658 |
| "Global Risk Sharing: Toward a stronger Financial System"(in Japanese) |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
110 |
| "Modeling Credit Risk: A Structural Approach with Long-term and Short-term Debts" (in Japanese) |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
238 |
| "Pricing Convertible Bonds with Credit Risk: A Duffie-Singleton Approach "(in Japanese) |
0 |
0 |
1 |
1,024 |
0 |
0 |
4 |
2,240 |
| "Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion" (in Japanese) |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
415 |
| "Rethinking '100% Money': Challenges from New Financial Technology"(in Japanese) |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
193 |
| "Style Management and Behavioral Finance"(in Japanese) |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
77 |
| "The Critical Weakness of the Japanese Financial System and Its Remedy "(in Japanese) |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
75 |
| "The Market Efficiency - 35 years after Fama"(in Japanese) |
0 |
0 |
0 |
51 |
0 |
1 |
1 |
142 |
| "Value Anomaly and Market Overreaction: Analysis using Earnings Forecast Data"(in Japanese) |
0 |
0 |
0 |
272 |
0 |
0 |
1 |
1,108 |
| "Valuing Variable Annuities" (in Japanese) |
0 |
0 |
1 |
142 |
0 |
1 |
2 |
449 |
| Dynamic Optimality of Yield Curve Strategies |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
159 |
| Dynamic Optimality of Yield Curve Strategies |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
578 |
| Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution |
0 |
1 |
1 |
52 |
0 |
1 |
2 |
101 |
| Investment Frictions versus Financing Frictions |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
129 |
| Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach |
0 |
0 |
3 |
966 |
1 |
1 |
12 |
2,066 |
| Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion |
0 |
0 |
0 |
117 |
1 |
1 |
2 |
702 |
| Style Analysis Based on a General State Space Model and Monte Carlo Filter |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
233 |
| The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry |
0 |
0 |
0 |
696 |
0 |
0 |
0 |
2,239 |
| The Work of Fischer Black, Robert Merton, and Myron Scholes, and its Continuing Legacy |
0 |
0 |
0 |
753 |
0 |
1 |
1 |
2,852 |
| Why some Distressed Firms Have Low Expected Returns" |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
68 |
| Total Working Papers |
0 |
1 |
7 |
7,210 |
3 |
13 |
41 |
22,936 |
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