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Regime Switching and Asset Allocation

Regime Switching and Asset Allocation
Digital博士論文障害者向け資料あり
Shigeta, Yuki2016-09-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject HeadingRegime switching Asset allocation ambiguity...

Real options with illiquidity of exercise opportunities

Real options with illiquidity of exercise opportunities
Paper文書・図像類
Nishihara, MichiGraduate School of Economics, Osaka University2019-03Discussion Papers In Economics And Business19-01p.1-34
Other Libraries in Japan
  • Subject Headingreal option net present value regime switching liquidity search theory

Irreversible Investment under Competition with a Markov Switching Regime

Irreversible Investment under Competition with a Markov Switching Regime
Digital文書・図像類
Goto, Makoto, Nishide, Katsumasa, Takashima, RyutaInstitute of Economic Research, Kyoto University2013-04KIER Discussion Paper861
Available onlineOther Libraries in Japan
  • Summary, etc....the case of no regime switching, even if the current marke...
  • Subject HeadingReal options Competition Timing game Regime switch

Losing Track of the Asset Markets : The Case of Housing and Stock

Losing Track of the Asset Markets : The Case of Housing and Stock
Paper文書・図像類
Chang, Kuang-Liang, Leung, Charles Ka Yui, Chen, Nan-KuangThe Institute of Social and Economic Research, Osaka University2015-04Institute of Social and Economic Research Discussion Papers932p.1-42
Other Libraries in Japan
  • Subject Heading...nchmark Markov Regime Switching forecasting

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