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- Graduate School of Business Administration,Department of Business Administration
- OHASHI Kazuhiko
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Books and Other Publications
| 1. | 「ESGを巡る投資家と企業の行動の関係について」、『日本の金融システム : ポスト世界金融危機の新しい挑戦とリスク』第7章コメント
大橋和彦 (Contributor) 東京大学出版会 2023.9 (ISBN : 9784130461399) |
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| 2. | Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns” in “Commodity Market Finance” edited by Kentaro Iwatsubo
Nobuhiro Nakamura, Kazuhiko Ohashi, Daisuke Yokouchi (Contributor) MDPI 2023.8 (ISBN : 9783036590295) |
| 3. | MBA Challenge, Finance (jointly worked)
大橋和彦, 一橋大学大学院国際企業戦略研究科金融戦略, 経営財務コ (Contributor) 中央経済社 2017.3 (ISBN : 9784502217814) 
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| 4. | Risk and Liquidity (Translation)
Kazuhiko OHASHI, Masazumi Hattori (Joint translator) Toyo Keizai Shimpo Sha 2015.1 |
| 5. | 「コモディティ市場と投資戦略」 第8章 （共著）
池尾和人, 大野早苗編著 (Joint author) 勁草書房 2014.4 |
| 6. | 証券化の知識（第2版）
大橋 和彦 (Sole author) 日本経済新聞出版社 2010.2 |
| 7. | 『経済制度の実証分析と設計』 所収 （共著）
大橋和彦, 井坂直人, 斉藤誠との共 (Joint author) 勁草書房 2007.4 |
| 8. | 「バイアウトファンド」 （共著）
松木伸男, 本多俊毅 (Joint author) 中央経済社 2004.4 |
| 9. | 「入門 金融論」 （共著）
池尾和人, 遠藤幸彦, 前多康男, 渡部努 (Joint author) ダイヤモンド社 2004.4 |
| 10. | 翻訳：「ファイナンスのための計量分析」 （著者：John Y Campbell, Andrew W. Lo, A. Craig MacKinlay，原本：The Econometrics of Financial Markets）（共訳）
共訳者, 祝迫得夫, 中村信弘, 本多俊毅, 和田賢治 (Joint author) 共立出版 2003.4 |
| 11. | 「新世紀の先物市場」第3章
大橋 和彦 (Joint author) 一橋大学商学研研科編、東洋経済新報社 2002.4 |
| 12. | Capital Markets, Banking and Corporate Finance Macmillan Press, 編者：H. Osano and T. Tachibanaki, 担当部分：Chapter 10 (jointly worked)
大橋 和彦 (Joint author) - 2001.4 |
| 13. | 「証券化の知識」
大橋 和彦 (Sole author) 日経文庫837/A44 日本経済新聞社 2001.4 |
| 14. | 「変革期の日本の金融市場」第7章 （共著）
大橋 和彦 (Joint author) (]G0046[)野直行編 1999.4 |
| 15. | 「現代経済学の潮流1999年」第3章、大山道弘他編
大橋 和彦 (Joint author) - 1999.4 |
| 16. | 翻訳：「資産価格の理論」（著者：Darrell Duffie, 原本：Dynamic Asset Pricing Theory, Pinceton Press）（共訳）
共訳者, 山崎昭, 桑名陽一, 本多俊毅 (Joint translator) 創文社 1998.4 |
| 17. | 翻訳：「ファイナンスハンドブック」 （共訳）
共訳者, 監訳者, 今野浩, 古川浩一を含 (Joint translator) 朝倉書店 1997.4 |
Papers
| 1. | The pre-FOMC announcement drift: short-lived or long-lasting? Evidence from financial and volatility markets (Peer-reviewed) Katja Ignatieva, Kazuhiko Ohashi Applied Economics pp.1-17 2024.2 
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| 2. | Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns (Peer-reviewed) Nobuhiro Nakamura, Kazuhiko Ohashi, Daisuke Yokouchi Journal of Risk and Financial Management Vol.17,No.3,pp.173 2023.3
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| 3. | When is a CAT Index Futures Traded and Preferred to Reinsurance? – Tradeoff Between Basis Risk and Adverse Selection – (Peer-reviewed) Kazuhiko Ohashi Journal of Disaster Research Vol.17,No.2,pp.218-229 2022.2
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| 4. | The Most Basic Missing Instrument in Financial Markets: The Case for Bonds for Financial Security (jointly worked) (Peer-reviewed) Arun Muralidhar, Kazuhiko Ohashi, Sunghwan Shin Journal of Investment Consulting Vol.17,No.2,pp.34-47 2016.12 |
| 5. | Commodity Spread Option with Cointegration (Peer-reviewed) Katsushi Nakajima, Kazuhiko Ohashi Asia-Pacific Financial Markets Vol.23,No.1,pp.1-44 2016.3
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| 6. | Increasing trends in the excess comovement of commodity prices (Peer-reviewed) Kazuhiko Ohashi, Tatsuyoshi Okimoto Journal of Commodity Markets Vol.1,No.1,pp.48-64 2016.3
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| 7. | The relative asset pricing model: implications for asset allocation, rebalancing and asset pricing (jointly worked)
Kazuhiko OHASHI, coauthored with Arun Muralidhar, Sunghwan Shi Journal of Financial Perspectives Vol.3,No.1 2015.4 |
| 8. | The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing (jointly worked) (Peer-reviewed) Kazuhiko OHASHI, coauthored with Arun Muralidhar, Sunghwan Shi Journal of Investment Consulting Vol.15,No.1,pp.51-66 2014.4 |
| 9. | Emission Allowance as a Derivative on Commodity-Spread (jointly worked) (Peer-reviewed) Kazuhiko OHASHI, coauthored with, Katsushi NAKAJIMA Asia-Pacific Financial Markets Vol.40,pp.183-217 2013.4 |
| 10. | A cointegrated commodity pricing model (Peer-reviewed) Katsushi Nakajima, Kazuhiko Ohashi JOURNAL OF FUTURES MARKETS Vol.32,No.11,pp.995-1033 2012.11
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| 11. | "Pricing Summer Days Options by Good-Deal Bounds," (jointly worked) (Peer-reviewed) Kazuhiko OHASHI, coauthored with, Takashi KANAMURA Energy Economics Vol.31,pp.289-297 2009.4 |
| 12. | On Transition Probabilities of Regime Switching in Electricity Prices (jointly worked) (Peer-reviewed) Kazuhiko OHASHI, coauthored with, Takashi KANAMURA Energy Economics Vol.30,pp.1158-1172 2008.4 |
| 13. | A Structural Model for Electriciy Prices with Spikes: Measurement of Spike Risk and Optimal Policies for Hydropower Plant Operation (jointly worked) (Peer-reviewed) Kazuhiko OHASHI, coauthored with, Takashi KANAMURA Energy Economics Vol.29,pp.1010-1032 2007.4 |
| 14. | Security innovation on several assets under asymmetric information (Peer-reviewed) Kazuhiko Ohashi Japanese Economic Review Vol.50,No.1,pp.75-95 1999
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| 15. | Optimal Futures Innovation in a Dynamic Economy : The Discrete-Time Case (Peer-reviewed) 大橋 和彦 Journal of Economic Theory Vol.74,No.2,pp.448-465 1997.4 |
| 16. | Endogenous determination of the degree of market-incompleteness in futures innovation (Peer-reviewed) Kazuhiko Ohashi Journal of Economic Theory Vol.65,No.1,pp.198-217 1995
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| 17. | A NOTE ON THE TERMINAL DATE SECURITY PRICES IN A CONTINUOUS-TIME TRADING MODEL WITH DIVIDENDS (Peer-reviewed) K OHASHI JOURNAL OF MATHEMATICAL ECONOMICS Vol.20,No.2,pp.219-223 1991 |
| 18. | Application of big data and AI to finance
Kazuhiko OHASHI IMES DISCUSSION PAPER SERIES, Institute for Monetary and Economic Studies, Bank of Japan Vol.39,No.3,pp.15-21 2020.2
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| 19. | Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns (jointly worked)
Nobuhiro Nakamura, Kazuhiko Ohashi RIETI (Research Institute of Economy, Trade and Industry) Discussion Paper Series 18-E-027 2018.5
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| 20. | Finance under negative interest rate policy: Issues and Research Trends
Kazuhiko OHASHI Institute for Monetary and Economic Studies, Bank of Japan, Discussion Paper Series Vol.2018-J-3 2018.2 |
| 21. | When is a CAT index futures traded and preferred to reinsurance? — Trade-off between basis risk and adverse selection —
Kazuhiko Ohashi Working Paper Series FS-2017-E-001, Graduate School of International Coreporate Strategy (ICS), Hitotsubashi University 2017.1 |
| 22. | Multiple Lenders, Temporary Debt Restructuring, and Firm Performance: Evidence from contract-level data
Daisuke Miyakawa, Kazuhiko Ohashi RIETI Discussion Paper Series 16-E-030 2016.4 |
| 23. | Increasing Trends in the Excess Comovement of Commodity Prices (jointly worked)
大橋 和彦, 竜義との RIETI (Research Institute of Economy, Trade, and Industry) Working Paper 13-E-048 2013.3 |
| 24. | Derivatives, Securitization, and Financial Market Crisis : Advances in the last 50 years and challenges in the future
大橋 和彦 証券アナリストジャーナル Vol.50,No.12,pp.16-29 2012.12
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| 25. | 金融危機、金融市場、金融仲介機能に関する研究の潮流 危機がもたらした視点・力点の変化の整理 （共著）
大橋 和彦 日本銀行金融研究所「金融研究」 Vol.31,No.4,pp.41-94 2012.4 |
| 26. | On Determinants of Swap Spreads in Japanese ABS Markets (jointly worked)
Kazuhiko OHASHI, coauthored with, Naoto ISAKA Sophia International Review Vol.33,pp.23-60 2011.4 |
| 27. | Detrimental Effects of Retentin Regulation - Incentives of loan screening in securitization under asymmetric information - (jointly worked)
大橋 和彦 IMES DISCUSSION PAPER SERIES 2011-E-17, Bank of Japan 2011.4 |
| 28. | 相互関係の考慮とデリバティブ ―商品デリバティブにおける新展開―
大橋 和彦 証券アナリストジャーナル Vol.48,No.2,pp.33-41 2010.2 |
| 29. | Incentives to Issue Low-Quality Securitized Products in the OTD Business Model (jointly worked)
大橋 和彦 IMES DISCUSSION PAPER SERIES 2009-E-26, Bank of Japan 2009.4 |
| 30. | J-REITのリスク・リターン －市場創設後5年間の月次データによる分析－
大橋 和彦 『J-REIT市場の変遷と展望に関する報告書 －J-REIT誕生からの5年間のデータを活用した分析・検討－』 第2章 社団法人不動産証券化協会 J-REIT商品特性研究会 2007.4 |
| 31. | 天候デリバティブによる電力会社のリスク管理 （共著）
大橋 和彦 日本商品先物振興協会 「先物取引研究」 第10巻 第１号 No.14 Vol.10,No.1,pp.15-40 2006.4 |
| 32. | 機関投資家の運用評価と報酬のあり方 （共著）
大橋 和彦 証券アナリストジャーナル Vol.44,No.1,pp.54-63 2006.4 |
| 33. | レジーム・スイッチング・モデルによるJ-REITリターンの分析
大橋 和彦 不動産証券化協会 「ARES」 Vol.18 pp.80-90 2005.4 |
| 34. | 「電力価格スパイクの構造型モデル - ジャンプリスクの把握と発電設備の最適運用政策への応用 -」 （共著）
大橋和彦 ディスカッションペーパー、ICS 一橋大学（FS-2004-J-05） 2004.5 |
| 35. | プリペイメントに関する情報の非対称性とMBS投資のリスク管理
大橋 和彦 フィナンシャル・レビュー Vol.2004,No.70,pp.4-16 2004.4 |
| 36. | J-REITリターンのイベントスタディー
大橋 和彦 国土交通政策研究 No.35 2004.4 |
| 37. | Contractible Signals and Security Design (jointly worked)
大橋 和彦, co-authored, with Tano Santos, Business School, University of Chicago Working Paper FS-2003-E-01, Graduate School of International Corporate Strategy, Hitotsubashi University 2003.4 |
| 38. | J-REITのリスク・リターン分析－市場開設から2003年3月までの週次データによる分析－
大橋 和彦 国土交通省 国土交通政策研究所 国土交通政策研究 No.27,pp.1-2 2003.4 |
| 39. | When Should a CAT Index Futures be Created?
大橋 和彦 ISER, Osaka Univ. Discussion Paper pp.576- 2003.4 |
| 40. | Asset Pricing by Utility Maximization : An Economic Examination of the Esscher Principle
Kazuhiko Ohashi The Hitotsubashi review Vol.126,No.4,pp.400-418 2001.10
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| 41. | セキュリティー・デザイン(Security Design)－情報の非対称性の緩和の仕組み－
大橋 和彦 証券アナリストジャーナル Vol.39,No.12,pp.15-25 2001.4 |
| 42. | 経済の再活性化と金融市場：PEFと年金基金の役割 （共著）
大橋 和彦, 蜂谷豊彦と 一橋ビジネスレビュー Vol.48,pp.80-107 2000.4 |
| 43. | Learing in the Era of Knowledge
Kazuhiko OHASHI The Hitotsubashi review Vol.119,No.4,pp.402-413 1998.4
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| 44. | Expected-Revenue-Maximizing Pass-Through Securitization under Severe Adverse Selection
大橋 和彦 「Working Paper Series, Hitotsubashi University, Faculty of Commerce」 No. 30 1997.4 |
| 45. | The Costs and Benefits of Main Bank Relations
大橋 和彦 「Working Paper Series, Hitotsubashi University, Faculty of Commerce」 No. 27 1997.4 |
| 46. | Futures Innovation under Hierarchically Asymmetric Information with Rational Investors
大橋 和彦 「Working Paper Series, Hitotsubashi University, Faculty of Commerce」No. 17 1996.4 |
| 47. | Securities Innovation and Financial System
Kazuhiko OHASHI Business Review Vol.43,No.3,pp.67-80 1995.4 |
Presentations
| No. | Name of subject/Conference Name | Year | Site |
|---|---|---|---|
| 1. | Keynote Speech(ファイナンス・ワークショップ「金融市場の摩擦と金融資産の価格形成」、日本銀行金融研究所) |
Holding date :
2023.11.10 Presentation date : 2023.11.10 |
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| 2. | Seasonality in the impact of solar power generation on the electricity price level and variability(2023 Asian Finance Association Annual Meeting) |
Holding date :
2023.6.26
- 2023.6.27 Presentation date : 2023.6.27 |
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| 3. | Seasonality in the impact of solar power generation on the electricity price level and variability(2022 Asian Meeting of the Econometric Society in East and South-East Asia) |
Holding date :
2022.8.8
- 2022.8.10 Presentation date : 2022.8.9 |
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| 4. | Structural change in the relationship between electricity and fuel prices: Evidence from the Japanese electricity market(2022 the 30th Nippon Finance Association Annual Meeting) |
Holding date :
2022.6.4
- 2022.6.5 Presentation date : 2022.6.4 |
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| 5. | Seasonality in the impact of solar power generation on the electricity price level and variability(Keynote lecture, The 1st Energy and Informatics International Forum (Tokyo Institute of Technology, Tokyo, Japan, Online)) |
Holding date :
2021.12.15
- 2021.12.18 Presentation date : 2021.12.16 |
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| 6. | Advances in Data Science and Direction of Finance Research(日本銀行金融研究所 ファイナンス・ワークショップ「データ・サイエンスの企業分析への活用」) |
Holding date :
2021.11.5 Presentation date : 2021.11.5 |
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| 7. | Perspective on Electricity Derivative Markets(名古屋市立大学名古屋市立大学経済学研究科・附属経済研究所 第25回公開シンポジウム「持続可能性ある社会を目指した金融・ファイナンスの変化の潮流」) |
Holding date :
2021.11.4 Presentation date : 2021.11.4 |
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| 8. | Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns(The 4th annual J.P. Morgan Center for Commodities (JPMCC) “New Directions in Commodities Research” international symposium) |
Holding date :
Presentation date : 2021.8.16 |
Denver, Colorado, USA, Online |
| 9. | Seasonality in the impact of solar power generation on the electricity price level and volatility(The 29th Nippon Finance Association Annual Meeting) |
Holding date :
Presentation date : 2021.6.5 |
Tokyo Institute of Technology, Tokyo, Japan, Online |
| 10. | Seasonality in the impact of solar power generation on the electricity price level and volatility(The Japanese Economic Association 2021 Spring Meeting) |
Holding date :
Presentation date : 2021.5.15 |
Kwansei Gakuin University, Hyogo, Japan, Online |
| 11. | Seasonality in the impact of solar power generation on the electricity price level and volatility(Research group on commodity finance, The Japan Association of Real Options and Strategy) |
Holding date :
Presentation date : 2021.4.13 |
Tokyo, Online |
| 12. | Variance Risk Premium and Predictability of Returns: Quadratic Variance, Self-Exciting jump Models(Nippon Finance Association) |
Holding date :
Presentation date : 2020.6.13 |
オンライン |
| 13. | 基調講演「ビッグデータとAI のファイナンスへの利用」(日本銀行金融研究所ワークショップ「ビッグデータ・AI を活用したリスク計測・分析」) |
Holding date :
Presentation date : 2019.11.28 |
日本銀行本館、中央区、東京 |
| 14. | Non-affine and Non-Reduced Form Approach to Pricing of VIX and VVIX: Quadratic Diffusion Model(Non-affine and Non-Reduced Form Approach to Pricing of VIX and VVIX: Quadratic Diffusion Model) |
Holding date :
Presentation date : 2019.7.7 |
Ho Chi Minh City, Vietnam |
| 15. | Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns(The 26th Nippon Finance Association Annual Meeting (2018)) |
Holding date :
Presentation date : 2018.6.24 |
Hitotsubashi University (Chiyoda Campus, Tokyo) |
| 16. | Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns(AJRC-RIETI workshop on economic and financial analysis of commodity markets) |
Holding date :
Presentation date : 2017.9.14 |
Australia-Japan Research Centre, Crawford School of Public Policy, Australian National University, Canberra, Australia |
| 17. | When is a CAT index futures traded and preferred to reinsurance? — Trade-off between basis risk and adverse selection —(第25回日本ファイナンス学会年次大会) |
Holding date :
Presentation date : 2017.6.3 |
千葉工業大学（津田沼、千葉） |
| 18. | 基調講演 「マイナス金利環境におけるファイナンス：課題と研究の潮流」(日本銀行金融研究所ワークショップ「マイナス金利環境にお けるファイナンス研究の展開」)
|
Holding date :
Presentation date : 2017.4.19 |
日本銀行（中央区、東京） |
| 19. | When is a CAT index futures traded and preferred to reinsurance? — Trade-off between basis risk and adverse selection —(The 5th International Symposium on Disasters and Human Survivability: Enhancing Resilience to Risks Threatening the Future of Humanity) |
Holding date :
Presentation date : 2016.11.21 |
Graduate School of Advanced and Integrated Studies in Human Survivability, University of Kyoto, Kyoto, Japan |
| 20. | Multiple Lenders, Temporary Debt Restructuring,and Firm Performance:Evidence from Contract-Level Data(The 2016 Asian Meeting of the Econometric Society (AMES2016)) |
Holding date :
Presentation date : 2016.8.11 |
Doshisha University (Kyoto, Japan) |
| 21. | Multiple Lenders, Temporary Debt Restructuring,and Firm Performance: Evidence from Contract-Level Data(The 28th Asian Finance Association Annual Meeting) |
Holding date :
Presentation date : 2016.6.26 |
Bangkok, Thailand |
| 22. | Increasing Trends in the Excess Comovements of Commodity Prices(The 26th Asian Finance Association Annual Meeting) |
Holding date :
Presentation date : 2014.6.24 |
Bali, Indonasia |
| 23. | Increasing Trends in the Excess Comovements of Commodity Prices(2014 FMA Asian Conference) |
Holding date :
Presentation date : 2014.5.9 |
Hitotsubashi University (Tokyo, Japan) |
| 24. | Increasing Trends in the Excess Comovements of Commodity Prices(秋田ファイナンス研究会) |
Holding date :
Presentation date : 2014.5.1 |
大学コンソーシアムあきた カレッジプラザ（秋田市、秋田） |
| 25. | Detrimental Effects of Retention Regulation: Incentives of loan screening in securitization under asymmetric information(The 24th Asian Finance Association Annual Meeting) |
Holding date :
Presentation date : 2012.7.6 |
|
| 26. | Analysing Emission Allowance as a Derivative on Commodity-Spread(2011 FMA Conference) |
Holding date :
Presentation date : 2011.10.19 |
Denver, Colorado, USA |
| 27. | Detrimental Effects of Retention Regulation: Incentives of loan screening in securitization under asymmetric information(2011 Asian Meeting of Econometric Society) |
Holding date :
Presentation date : 2011.8.11 |
Seoul, Korea |
| 28. | Pricing of Emission Allowance as a Derivative on Commodity-Spread(The 23th Asian Finance Association Annual Meeting) |
Holding date :
Presentation date : 2011.7.11 |
Macao, China |
| 29. | Detrimental Effects of Retention Regulation: Incentives of loan screening in securitization under asymmetric information(第19回 日本ファイナンス学会年次大会) |
Holding date :
Presentation date : 2011.5.14 |
早稲田大学（新宿区、東京） |
| 30. | Pricing of Emission Allowance as a Derivative on Commodity-Spread(2011 ANNUAL MEETING OF THE MIDWEST FINANCE ASSOCIATION) |
Holding date :
Presentation date : 2011.3.2 |
Chicago, Illinois, USA |
| 31. | 「Expected-Revenue-Maximizing Pass-Through Securitization under Severe Adverse Selection,JAFEE」(日本金融・証券計量・工学学会) |
Holding date :
Presentation date : 1997.12.1 |
東京工業大学 |
Awards
| No. | Award name | Year |
|---|---|---|
| 1. | IMCA(Investment Management Consultants Association)Edward D. Baker III Journal Award Honorable Distinction | 2014.3 |
Research Projects
| No. | Research subject | Research item(Awarding organization, System name) | Year |
|---|---|---|---|
| 1. | 経済危機を「自然実験」とした本邦企業による流動性保有の実体的効果の実証分析
|
基盤研究(B)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2021.4 - 2024.3 |
| 2. | Effects of hierarchical volatility, co-skewness and covariance on asset prices
|
Grant-in-Aid for Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (B) ) |
2021.4 - 2024.3 |
| 3. | 高次モーメント（ボラティリティ・スキューネス）を用いた資産価格と投資運用の分析
|
基盤研究(B)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2018.4 - 2021.3 |
| 4. | Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset Allocation
|
Grant-in-Aid for Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2013.4 - 2016.3 |
| 5. | Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.
|
Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2010.4 - 2013.3 |
| 6. | Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and Strategies
|
Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2007.4 - 2010.3 |
| 7. | On optimal security design and financial contract
|
Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2005.4 - 2007.3 |
| 8. | Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-
|
Grant-in-Aid for Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2001 - 2002 |
| 9. | Financial intermediation
|
2000.4 - | |
| 10. | Energy Finance
|
2000.4 - | |
| 11. | 資産証券化の価格決定分析
|
奨励研究(A)
( System name: 科学研究費助成事業 ) |
2000.4 - 2002.3 |
| 12. | 資産証券化の決定と経済効果-情報の非対称性の影響-
|
奨励研究（A)
( System name: 科学研究費助成事業 ) |
1997.4 - 1999.3 |
| 13. | 非対称的情報下における先物市場の創造の経済効果
|
奨励研究(A)
( System name: 科学研究費助成事業 ) |
1996.4 - 1997.3 |
| 14. | Securities Innovation.
|
1903.5 - |
