| 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 |
1 |
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 |
0 |
0 |
894 |
| "An Economics Contribution that is In-the-Money"(in Japanese) |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
269 |
| "Closed-form Solution of Bond Prices with Postponement of Redemption"(in Japanese) |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
72 |
| "Credit Risk Modeling Approaches"(in Japanese) |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
235 |
| "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 |
239 |
0 |
1 |
2 |
777 |
| "Does the Public Offering of Parent and Subsidiary Companies Distort the Market?" (in Japanese) |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
286 |
| "Dynamic Optimality of Some Yield Curve Strategies" (in Japanese) |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
531 |
| "Earning Forecasts, Earning Surprises and the Value Anomaly"(in Japanese) |
0 |
0 |
1 |
111 |
0 |
0 |
3 |
480 |
| "Forecasting Interest Rates using Vasicek's Term Structure Model"(in Japanese) |
0 |
0 |
3 |
1,177 |
0 |
0 |
5 |
3,653 |
| "Global Risk Sharing: Toward a stronger Financial System"(in Japanese) |
0 |
0 |
1 |
34 |
0 |
0 |
4 |
108 |
| "Modeling Credit Risk: A Structural Approach with Long-term and Short-term Debts" (in Japanese) |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
237 |
| "Pricing Convertible Bonds with Credit Risk: A Duffie-Singleton Approach "(in Japanese) |
0 |
0 |
0 |
1,023 |
0 |
1 |
3 |
2,234 |
| "Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion" (in Japanese) |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
413 |
| "Rethinking '100% Money': Challenges from New Financial Technology"(in Japanese) |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
192 |
| "Style Management and Behavioral Finance"(in Japanese) |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
76 |
| "The Critical Weakness of the Japanese Financial System and Its Remedy "(in Japanese) |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
75 |
| "The Market Efficiency - 35 years after Fama"(in Japanese) |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
141 |
| "Value Anomaly and Market Overreaction: Analysis using Earnings Forecast Data"(in Japanese) |
0 |
0 |
0 |
271 |
0 |
0 |
0 |
1,105 |
| "Valuing Variable Annuities" (in Japanese) |
0 |
0 |
1 |
141 |
0 |
0 |
2 |
447 |
| Dynamic Optimality of Yield Curve Strategies |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
578 |
| Dynamic Optimality of Yield Curve Strategies |
0 |
0 |
1 |
53 |
0 |
0 |
1 |
159 |
| Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
99 |
| 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 |
0 |
963 |
3 |
3 |
10 |
2,050 |
| Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion |
0 |
0 |
1 |
116 |
0 |
0 |
6 |
691 |
| Style Analysis Based on a General State Space Model and Monte Carlo Filter |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
233 |
| The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry |
0 |
0 |
0 |
696 |
0 |
0 |
1 |
2,239 |
| The Work of Fischer Black, Robert Merton, and Myron Scholes, and its Continuing Legacy |
0 |
0 |
2 |
752 |
0 |
0 |
14 |
2,850 |
| Why some Distressed Firms Have Low Expected Returns" |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
68 |
| Total Working Papers |
0 |
0 |
11 |
7,194 |
3 |
5 |
60 |
22,860 |
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