Optimal portfolio choice for unobservable and regime-switching mean returns T Honda Journal of Economic Dynamics and Control 28 (1), 45-78, 2003 | 167 | 2003 |
Implied ambiguity: mean-variance inefficiency and pricing errors C Hara, T Honda Management Science 68 (6), 4246-4260, 2022 | 10* | 2022 |
On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk T Honda, S Kamimura Asia-Pacific Financial Markets 18, 151-166, 2011 | 8 | 2011 |
Equilibrium Asset Pricing with Unobservable Regime-Switching Mean Earnings Growth T Honda Department of Engineering-Economic Systems and Operations Research, Stanford …, 1997 | 6 | 1997 |
Asset valuation and portfolio choice with uncertain mean returns T Honda Stanford University, 1997 | 5 | 1997 |
Dynamic optimal pension fund portfolios when risk preferences are heterogeneous among pension participants T Honda International Review of Finance 12 (3), 329-355, 2012 | 4 | 2012 |
Optimal bond portfolio for investors with long time horizons R Fukaya, T Honda Asia-Pacific Financial Markets 8, 291-320, 2001 | 4 | 2001 |
Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio C Hara, T Honda KIER Discussion Paper 943, 2016 | 3 | 2016 |
On the verification theorem of continuous-time optimal portfolio problems with stochastic market price of risk T Honda, S Kamimura Asia-pacific financial markets 18, 151-166, 2011 | 3 | 2011 |
Banks, IPO underwriting, and allocation in Japan T Hiraki, T Honda, A Ito, M Liu Journal of Economics and Business 116, 106005, 2021 | 1 | 2021 |
Financial conglomeration, IPO underwriting, and allocation in Japan T Hiraki, T Honda, A Ito, M Liu IPO Underwriting, and Allocation in Japan (July 17, 2017), 2017 | 1 | 2017 |
Asset demand and ambiguity aversion C Hara, T Honda KIER Discussion Paper 911, 2014 | 1 | 2014 |
ImpliedAmbiguity: Mean-Variance Efficiency andPricingErrors C Hara, T Honda KIER Working Papers, 2018 | | 2018 |
Initial Fund Size Anomaly and Its Implication for Returns-to-Scale: Evidence From Japanese Mutual Funds S Nishiuchi, T Honda, D Miyakawa Available at SSRN 3108665, 2018 | | 2018 |
Asset Demand and Ambiguity Aversion T Honda, C Hara Asian Finance Association (AsianFA) 2015 Conference Paper, 2015 | | 2015 |
Risk and Return in Japanese Equity Market T Honda Public Policy Review 9 (3), 515-530, 2013 | | 2013 |
Dynamic Optimal Portfolio of Pension Funds When Risk Preferences are Heterogeneous Among Pensioners T Honda Available at SSRN 1572281, 2010 | | 2010 |
Capital Structure and Expected Rate of Return of Equity T Honda, J Yatsunami Economic Review 58 (3), 217-230, 2007 | | 2007 |
ON THE VERIFICATION THEOREM OF CONTINUOUS-TIME OPTIMAL PORTFOLIO PROBLEMS WITH STOCHASTIC MARKET PRICE OF RISK (Mathematical Economics) T Honda, S Kamimura 数理解析研究所講究録 1443, 144-150, 2005 | | 2005 |
Campbell JY and LM Viceira, Strategic Asset Allocation: Portfolio Choics for Long‐Term Investors T Honda Economic Review 55 (1), 88-90, 2004 | | 2004 |