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Regime Switching and Asset Allocation

Regime Switching and Asset Allocation
デジタル博士論文障害者向け資料あり
Shigeta, Yuki2016-09-23
インターネットで読める国立国会図書館全国の図書館
  • 件名Regime switching Asset allocation ambiguity...

Real options with illiquidity of exercise opportunities

Real options with illiquidity of exercise opportunities
紙文書・図像類
Nishihara, MichiGraduate School of Economics, Osaka University2019-03Discussion Papers In Economics And Business19-01p.1-34
全国の図書館
  • 件名real 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
デジタル文書・図像類
Goto, Makoto, Nishide, Katsumasa, Takashima, RyutaInstitute of Economic Research, Kyoto University2013-04KIER Discussion Paper861
インターネットで読める全国の図書館
  • 要約等...the case of no regime switching, even if the current marke...
  • 件名Real 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
紙文書・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
全国の図書館
  • 件名...nchmark Markov Regime Switching forecasting

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