フォロー
Toshiki Honda
Toshiki Honda
確認したメール アドレス: r.hit-u.ac.jp
タイトル
引用先
引用先
Optimal portfolio choice for unobservable and regime-switching mean returns
T Honda
Journal of Economic Dynamics and Control 28 (1), 45-78, 2003
1672003
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
82011
Equilibrium Asset Pricing with Unobservable Regime-Switching Mean Earnings Growth
T Honda
Department of Engineering-Economic Systems and Operations Research, Stanford …, 1997
61997
Asset valuation and portfolio choice with uncertain mean returns
T Honda
Stanford University, 1997
51997
Dynamic optimal pension fund portfolios when risk preferences are heterogeneous among pension participants
T Honda
International Review of Finance 12 (3), 329-355, 2012
42012
Optimal bond portfolio for investors with long time horizons
R Fukaya, T Honda
Asia-Pacific Financial Markets 8, 291-320, 2001
42001
Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio
C Hara, T Honda
KIER Discussion Paper 943, 2016
32016
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
32011
Banks, IPO underwriting, and allocation in Japan
T Hiraki, T Honda, A Ito, M Liu
Journal of Economics and Business 116, 106005, 2021
12021
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
12017
Asset demand and ambiguity aversion
C Hara, T Honda
KIER Discussion Paper 911, 2014
12014
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
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論文 1–20