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NISHIDE Katsumasa  西出 勝正

… Alternative Names

西出 勝正  ニシデ カツマサ

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Researcher Number 40410683
Other IDs
  • ORCIDhttps://orcid.org/0000-0002-0664-7230
Affiliation (Current) 2025: 早稲田大学, 商学学術院(経営管理研究科), 教授
Affiliation (based on the past Project Information) *help 2024: 早稲田大学, 商学学術院(経営管理研究科), 教授
2016 – 2023: 一橋大学, 大学院経済学研究科, 教授
2014 – 2015: 横浜国立大学, その他の研究科, 教授
2014 – 2015: 横浜国立大学, 国際社会科学研究院, 教授
2013: 横浜国立大学, その他の研究科, 准教授 … More
2012 – 2013: 横浜国立大学, 国際社会科学研究院, 准教授
2011 – 2013: 横浜国立大学, 国際社会科学研究科, 准教授
2007: 横浜国立大学, 学際プロジェクトセンター, 特任教員(助教)
2006: 京都大学, 大学院経済学研究科, 助教授 Less
Review Section/Research Field
Principal Investigator
Basic Section 07060:Money and finance-related / Money/ Finance / Public finance/Monetary economics
Except Principal Investigator
Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system / Medium-sized Section 8:Sociology and related fields / Social systems engineering/Safety system / Money/ Finance
Keywords
Principal Investigator
高頻度取引 / 金融市場 / マーケット・マイクロストラクチャー / 国際情報交換 / ファイナンス / 取引所間競争 / マーケットメイク取引 / ディレクショナル取引 / 高度金融技術 / 金融市場分析 … More / 情報効率性 / マーケットマイクロストラクチャー / 金融市場の情報構造 / 国際研究者交流 / 金利期間構造 / リアルオプション / マルコフ連鎖 / レジーム変化 / 証券の価格付け / 投資戦略 / Market Microstructure / Financial Economics / Finacne … More
Except Principal Investigator
ファイナンス / システミックリスク / リスク管理 / 金融リスク管理 / オペレーションズ・リサーチ / 金融リスク / リアルオプション / 保険 / 数理ファイナンス / 金融工学 / 金融システム / 観光ルート / 持続可能性 / 観光経済 / 人流測定 / 人流の可視化 / 最適観光ルート / 観光ファイナンス / シミュレーション分析 / 機械学習 / 観光経済・ファイナンス / マルチエージェントシミュレーション / 観光地の魅力度 / 選択意思決定法 / 人流の予測 / 価値評価 / AI / データサイエンス / 観光ファイナンス・観光経済 / 観光科学 / 再保険 / 企業合併 / 経済学 / 金融論 / 経済理論 / 曖昧さ / 流動性 / 均衡 / 取引費用 / 金融市場 / ミクロ経済学 / マーケットマイクロス / ファイナンス理論 / 情報の非対称性 / 企業金融 Less
  • Research Projects

    (12 results)
  • Research Products

    (204 results)
  • Co-Researchers

    (25 People)
  •  Research on the stabilization of financial systems

    • Principal Investigator
      鈴木 輝好
    • Project Period (FY)
      2023 – 2027
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 25010:Social systems engineering-related
    • Research Institution
      Hokkaido University
  •  取引所間の競争や新たな金融サービスが金融市場に与える影響の理論的考察Principal Investigator

    • Principal Investigator
      西出 勝正
    • Project Period (FY)
      2023 – 2025
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Hitotsubashi University
  •  The study on the advanced financial technologies and their effect on the welfare of market participantsPrincipal Investigator

    • Principal Investigator
      NISHIDE Katsumasa
    • Project Period (FY)
      2020 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Hitotsubashi University
  •  Development of Mathematical System Infrastructure for Tourism Science and Demonstration of Its Effectiveness

    • Principal Investigator
      津田 博史
    • Project Period (FY)
      2020 – 2024
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Review Section
      Medium-sized Section 8:Sociology and related fields
    • Research Institution
      Doshisha University
  •  Research on Risk Management of Reinsurance Network and Relief Problem of Insurance System

    • Principal Investigator
      Suzuki Teruyoshi
    • Project Period (FY)
      2018 – 2020
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 25010:Social systems engineering-related
    • Research Institution
      Hokkaido University
  •  Theoretical Study on the Development of Advanced Financial TechnologiesPrincipal Investigator

    • Principal Investigator
      Nishide Katsumasa
    • Project Period (FY)
      2017 – 2019
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Money/ Finance
    • Research Institution
      Hitotsubashi University
  •  Studies on the financial risk management and the public fund distribution under systemic risks

    • Principal Investigator
      SUZUKI Teruyoshi
    • Project Period (FY)
      2015 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Social systems engineering/Safety system
    • Research Institution
      Hokkaido University
  •  The analysis of the effect of regime uncertainty on financial marketsPrincipal Investigator

    • Principal Investigator
      Nishide Katsumasa
    • Project Period (FY)
      2014 – 2016
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Money/ Finance
    • Research Institution
      Hitotsubashi University
      Yokohama National University
  •  Equilibrium analysis of financial markets with transaction costs

    • Principal Investigator
      Hara Chiaki
    • Project Period (FY)
      2013 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Money/ Finance
    • Research Institution
      Kyoto University
  •  An unified evaluation model for the financial systemic risk under financial crisis

    • Principal Investigator
      SUZUKI Teruyoshi
    • Project Period (FY)
      2011 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Social systems engineering/Safety system
    • Research Institution
      Hokkaido University
  •  Analysis of heterogeneous agents in financial marketsPrincipal Investigator

    • Principal Investigator
      NISHIDE Katsumasa
    • Project Period (FY)
      2011 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Yokohama National University
  •  Development of risk management system for large-scale portfolio

    • Principal Investigator
      MASAAKI Kijima
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Social systems engineering/Safety system
    • Research Institution
      Tokyo Metropolitan University

All 2024 2023 2022 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2008 2007 2006 Other

All Journal Article Presentation

  • [Journal Article] Strategic liquidity provision in high-frequency trading2024

    • Author(s)
      Hayashi Takaki、Nishide Katsumasa
    • Journal Title

      International Review of Financial Analysis

      Volume: 93 Pages: 103168-103168

    • DOI

      10.1016/j.irfa.2024.103168

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23K01465, KAKENHI-PROJECT-20K01742, KAKENHI-PROJECT-20H00088, KAKENHI-PROJECT-23K26326
  • [Journal Article] Sequential product positioning and entry timing under differential costs in a continuous-time model2024

    • Author(s)
      Takeshi Ebina and Katsumasa Nishide
    • Journal Title

      Annals of Operations Research

      Volume: 332 Issue: 1-3 Pages: 277-301

    • DOI

      10.1007/s10479-023-05665-z

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21K01468, KAKENHI-PROJECT-23K01465, KAKENHI-PROJECT-20K01742, KAKENHI-PROJECT-20H00088, KAKENHI-PROJECT-23K26326
  • [Journal Article] Hostile takeovers or friendly mergers? Real options analysis2022

    • Author(s)
      Ebina, T., Y. Kumakura and K. Nishide
    • Journal Title

      Journal of Corporate Finance

      Volume: 77 Pages: 102292-102292

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20H00088
  • [Journal Article] Demand uncertainty, product differentiation, and entry timing under spatial competition2022

    • Author(s)
      Takeshi Ebina, Noriaki Matsushima, and Katsumasa Nishide
    • Journal Title

      European Journal of Operational Research

      Volume: - Issue: 1 Pages: 286-297

    • DOI

      10.1016/j.ejor.2022.02.041

    • NAID

      40022346996

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19H01483, KAKENHI-PROJECT-18K01593, KAKENHI-PROJECT-20K01742, KAKENHI-PROJECT-21K01452, KAKENHI-PROJECT-21K01468, KAKENHI-PROJECT-20H05631
  • [Journal Article] Hostile takeovers or friendly mergers? Real options analysis2022

    • Author(s)
      Ebina Takeshi、Kumakura Yuya、Nishide Katsumasa
    • Journal Title

      Journal of Corporate Finance

      Volume: 77 Pages: 102292-102292

    • DOI

      10.1016/j.jcorpfin.2022.102292

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20K01742, KAKENHI-PROJECT-21K01468
  • [Journal Article] Demand uncertainty, product differentiation, and entry timing under spatial competition2022

    • Author(s)
      Takeshi Ebina, Noriaki Matsushima, and Katsumasa Nishide
    • Journal Title

      European Journal of Operational Research

      Volume: 1 Pages: 67-68

    • NAID

      40022346996

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20H00088
  • [Journal Article] Brokered versus Dealer Markets: Impact of Proprietary Trading with Transaction Fees2020

    • Author(s)
      Katsumasa Nishide and Yuan Tian
    • Journal Title

      International Review of Financial Analysis

      Volume: 未定 Pages: 101371-101371

    • DOI

      10.1016/j.irfa.2019.101371

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18H01652, KAKENHI-PROJECT-17K03797, KAKENHI-PROJECT-16K17151
  • [Journal Article] LIBOR廃止とその課題 解題2020

    • Author(s)
      西出勝正
    • Journal Title

      証券アナリストジャーナル

      Volume: 58-12 Pages: 2-5

    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Journal Article] 新型コロナウイルスに対する金融市場の反応2020

    • Author(s)
      西出勝正
    • Journal Title

      証券アナリストジャーナル

      Volume: 58-10 Pages: 53-57

    • NAID

      40022378118

    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Journal Article] Optimal Initial Capital Induced by Optimized Certainty Equivalent2019

    • Author(s)
      Arai, T., T. Asano and K. Nishide
    • Journal Title

      Insurance: Mathematics and Economics

      Volume: 85 Pages: 115-125

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Journal Article] Optimal Initial Capital Induced by the Optimized Certainty Equivalent2019

    • Author(s)
      Takuji Arai, Takao Asano, and Katsumasa Nishide
    • Journal Title

      Insurance: Mathematics and Economics

      Volume: 85 Pages: 115-125

    • DOI

      10.1016/j.insmatheco.2019.01.006

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16K03558, KAKENHI-PROJECT-17K03797, KAKENHI-PROJECT-17K03806, KAKENHI-PROJECT-18K03422, KAKENHI-PROJECT-16H02026, KAKENHI-PROJECT-16H03619, KAKENHI-PROJECT-15K04936, KAKENHI-PROJECT-25245046
  • [Journal Article] Leaders, Followers, and Equity Risk Premium in Booms and Busts2016

    • Author(s)
      Makoto, Goto, Katsumasa, Nishide, Ryuta Takashima
    • Journal Title

      Journal of Banking & Finance

      Volume: Available online 10 October Pages: 1-14

    • DOI

      10.1016/j.jbankfin.2016.08.010

    • NAID

      120006876266

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16H01833, KAKENHI-PROJECT-25245046, KAKENHI-PROJECT-26242028, KAKENHI-PROJECT-15H02965, KAKENHI-PROJECT-15H02975, KAKENHI-PROJECT-26380390, KAKENHI-PROJECT-15K16290, KAKENHI-PROJECT-17K03797
  • [Journal Article] Heston-Type Stochastic Volatility with a Markov Switching Regime2016

    • Author(s)
      Elliott, R.J., K. Nishide and C-J. U. Osakwe
    • Journal Title

      Journal of Futures Markets

      Volume: 36 Pages: 902-919

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Journal Article] Investment under Regime Uncertainty: Impact of Competition and Preemption2016

    • Author(s)
      Nishide,K., Yagi,K.
    • Journal Title

      International Journal of Industrial Organization

      Volume: 45 Pages: 47-58

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Journal Article] nvestment under Regime Uncertainty: Impact of Competition and Preemption2016

    • Author(s)
      Katsumasa Nishide and Kyoto Yagi
    • Journal Title

      International Journal of Industrial Organization

      Volume: 45 Pages: 47-58

    • DOI

      10.1016/j.ijindorg.2016.01.001

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-26380390, KAKENHI-PROJECT-26242028, KAKENHI-PROJECT-25245046
  • [Journal Article] Heston-type Stochastic Volatility with a Markov Switching Regime2015

    • Author(s)
      Robert J. Elliott, Katumasa Nishide and Carlton-James U. Osakwe
    • Journal Title

      Journal of Futures Markets

      Volume: 未定 Issue: 9 Pages: 902-919

    • DOI

      10.1002/fut.21761

    • Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380390, KAKENHI-PROJECT-15H02965, KAKENHI-PROJECT-25245046, KAKENHI-PROJECT-26242028
  • [Journal Article] Pricing of Discount Bonds with a Markov Switching Regime2014

    • Author(s)
      Elliott, R.J. and K. Nishide
    • Journal Title

      Annals of Finance

      Volume: 印刷中

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Journal Article] Pricing of Discount Bonds with a Markov Switching Regime2014

    • Author(s)
      R. J. Elliott and K. Nishide
    • Journal Title

      Annals of Finance

      Volume: 不明

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Journal Article] CVA評価における誤方向リスクについて2013

    • Author(s)
      西出勝正
    • Journal Title

      年金ストラテジー

      Volume: 202 Pages: 4-5

    • Data Source
      KAKENHI-PROJECT-25245046
  • [Journal Article] Pricing of Discount Bonds with a Markov Switching Regime2013

    • Author(s)
      Elliott, R.J. and K. Nishide
    • Journal Title

      Annals of Finance

      Volume: 10 Issue: 3 Pages: 509-522

    • DOI

      10.1007/s10436-013-0244-3

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23530362, KAKENHI-PROJECT-26242028, KAKENHI-PROJECT-26380390, KAKENHI-PROJECT-25245046
  • [Journal Article] Concentrated Equilibrium and Intraday Patterns in Financial Markets2013

    • Author(s)
      Ryosuke Ishii and Katsumasa Nishide
    • Journal Title

      Applied Mathematical Finance

      Volume: 20 Pages: 50-68

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Journal Article] Concentrated Equilibrium and Intraday Patterns in Financial Markets2013

    • Author(s)
      Ishii, R. and K. Nishide
    • Journal Title

      Applied Mathematical Finance

      Volume: Vol.20, No.1 Issue: 1 Pages: 50-68

    • DOI

      10.1080/1350486x.2012.656996

    • Data Source
      KAKENHI-PROJECT-23530362
  • [Journal Article] CVA評価における誤方向リスクについて2013

    • Author(s)
      西出勝正
    • Journal Title

      年金ストラテジー

    • URL

      http://www.nli-research.co.jp/report/pension_strategy/2013/vol202/str1304c.pdf

    • Data Source
      KAKENHI-PROJECT-23530362
  • [Journal Article] CVA評価における誤方向リスクについて2013

    • Author(s)
      西出 勝正
    • Journal Title

      ニッセイ基礎研究所『年金ストラテジー』

      Volume: 202 Pages: 4-5

    • Data Source
      KAKENHI-PROJECT-23530362
  • [Journal Article] 金融市場における取引規制について2012

    • Author(s)
      西出勝正
    • Journal Title

      季刊個人金融

      Volume: 6(3) Pages: 49-56

    • NAID

      40019043253

    • Data Source
      KAKENHI-PROJECT-23310098
  • [Journal Article] Optimal Time to Exchange Two Baskets2011

    • Author(s)
      Nishide, K. and L.C.G. Rogers
    • Journal Title

      Journal of Applied Probability

      Volume: Vol.45, No.1 Issue: 1 Pages: 21-30

    • DOI

      10.1239/jap/1300198133

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Journal Article] EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility2011

    • Author(s)
      Kijima, Nishide, Ohyama
    • Journal Title

      Journal of Economic Dynamics and Control

      Volume: 35 Pages: 746-763

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Journal Article] Market Selection : Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      Nishide, K. and L.C.G. Rogers
    • Journal Title

      Mathematics and Financial Economics

      Volume: Vol.5, No.1 Issue: 1 Pages: 47-66

    • DOI

      10.1007/s11579-011-0046-1

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Journal Article] 金融市場における取引規制について2011

    • Author(s)
      西出勝正
    • Journal Title

      季刊個人金融

    • NAID

      40019043253

    • Data Source
      KAKENHI-PROJECT-23530362
  • [Journal Article] CATボンドのリスクプレミアム評価について2011

    • Author(s)
      西出勝正
    • Journal Title

      年金ストラテジー

      Volume: 180 Pages: 40-942

    • Data Source
      KAKENHI-PROJECT-23310098
  • [Journal Article] EKC-Type Transitions and Environmental Policy under Pollutant Uncertainty and Cost Irreversibility2011

    • Author(s)
      Nishide, K., L.C.G.Rogers
    • Journal Title

      Journal of Economic Dynamics and Control

      Volume: 35 Pages: 746-763

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Journal Article] EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility2011

    • Author(s)
      Kijima, M., Nishide, K. and Ohyama, A.
    • Journal Title

      Journal of Economic Dynamics and Control

      Volume: 35 Issue: 5 Pages: 746-763

    • DOI

      10.1016/j.jedc.2011.01.005

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21241040, KAKENHI-PROJECT-23530362
  • [Journal Article] CATボンドのリスクプレミアム評価について2011

    • Author(s)
      西出勝正
    • Journal Title

      年金ストラテジー

    • URL

      http://www.nli-research.co.jp/report/pension_strategy/2011/vol180/str1106b.pdf

    • Data Source
      KAKENHI-PROJECT-23530362
  • [Journal Article] Regime Uncertainty and Investment Strategy2007

    • Author(s)
      Nishide, K., Nomi, E.K.
    • Journal Title

      CAEA Discussion Paper #131, Kyoto University

    • Data Source
      KAKENHI-PROJECT-18310104
  • [Journal Article] Regime Uncertainty and Investment Strategy2007

    • Author(s)
      Nishide, K. and Nomi, E.
    • Journal Title

      CAEA Discussion Paper, Kyoto University 131

      Pages: 1-24

    • Data Source
      KAKENHI-PROJECT-18310104
  • [Journal Article] Price Reaction to Momentum Trading and Market Equilibrium2007

    • Author(s)
      Katsumasa Nishide
    • Journal Title

      Working Paper Series, Kyoto University 86

    • Data Source
      KAKENHI-PROJECT-18310104
  • [Journal Article] Insider Trading with Imperfectly Competitive Market Makers2006

    • Author(s)
      Nishide, K.
    • Journal Title

      Discussion Paper #85, Faculty of Economics, Kyoto University

    • Data Source
      KAKENHI-PROJECT-18310104
  • [Journal Article] Insider Trading with Imperfectly Competitive Market Makers2006

    • Author(s)
      Katsumasa Nishide
    • Journal Title

      Working Paper Series, Kyoto University 85

    • Data Source
      KAKENHI-PROJECT-18310104
  • [Journal Article] Pricing of Discount Bonds with a Markov Switching Regime

    • Author(s)
      Elliott, R.J. and K. Nishide
    • Journal Title

      Annals of Finance

      Volume: (forthcoming)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2024

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics
    • Invited
    • Data Source
      KAKENHI-PROJECT-23K01465
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2024

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics
    • Invited
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2024

    • Author(s)
      西出 勝正
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K26326
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2023

    • Author(s)
      K. Nishide
    • Organizer
      Vietnam Symposium in Banking and Finance 2023
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K26326
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2023

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Vietnam Symposium in Banking and Finance 2023
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2023

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2023年度秋季大会
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Optimal Timing of Periodic Asset Renovations with a Decreasing-Trend Cashflows: A Real Options Analysis2023

    • Author(s)
      西出勝正, 津田博史
    • Organizer
      日本オペレーションズ・リサーチ学会
    • Data Source
      KAKENHI-PROJECT-20H00088
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2023

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2023年度秋季大会
    • Data Source
      KAKENHI-PROJECT-23K01465
  • [Presentation] Hostile Takeovers or Friendly Mergers? Real Options Analysis2023

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズ・リサーチ学会北海道支部 支部研究会
    • Invited
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Hostile Takeovers or Friendly Mergers? Real Options Analysis2023

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズ学会北海道支部 支部研究会
    • Data Source
      KAKENHI-PROJECT-23K26326
  • [Presentation] Optimal Timing of Periodic Asset Renovations with Decreasing- Trend Cashflows: A Real Options Analysis2023

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズ・リサーチ学会 2023年秋季研究発表会
    • Data Source
      KAKENHI-PROJECT-23K26326
  • [Presentation] Optimal Timing of Periodic Asset Renovations with Decreasing-Trend Cashflows: A Real Options Analysis2023

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズ・リサーチ学会 2023年秋季研究発表会
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2023

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2023年度秋季大会
    • Data Source
      KAKENHI-PROJECT-23K26326
  • [Presentation] Optimal Timing of Periodic Asset Renovations with Decreasing-Trend Cashflows: A Real Options Analysis2023

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズ・リサーチ学会 2023年秋季研究発表会
    • Data Source
      KAKENHI-PROJECT-23K01465
  • [Presentation] Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications2023

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Vietnam Symposium in Banking and Finance 2023
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K01465
  • [Presentation] Hostile Takeovers or Friendly Mergers? Real Options Analysis2023

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズ・リサーチ学会北海道支部 支部研究会
    • Invited
    • Data Source
      KAKENHI-PROJECT-23K01465
  • [Presentation] A Dynamic Model of Repositioning with a Markov-Switching Regime2022

    • Author(s)
      西出 勝正
    • Organizer
      令和4年度数理解析研究所研究集会 ファイナンスの数理解析とその応用
    • Invited
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Strategic Liquidity Provision in High Frequency Trading2022

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズリサーチ学会2022年秋季研究発表会
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Competition in High Frequency Market Making2022

    • Author(s)
      西出 勝正
    • Organizer
      証券市場の諸問題
    • Invited
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] A Dynamic Model of Repositioning with a Markov-Switching Regime2022

    • Author(s)
      西出 勝正
    • Organizer
      日本ファイナンス学会第4回秋季大会
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Strategic Liquidity Provision in High-Frequency Trading2022

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Society for Advancement of Financial Economics Conference (ISAFE 2022)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Strategic Liquidity Provision in High Frequency Trading2020

    • Author(s)
      西出勝正(一橋大学),林高樹(慶應義塾大学)
    • Organizer
      日本経済学会2020年度春季大会
    • Data Source
      KAKENHI-PROJECT-20K01742
  • [Presentation] Strategic Liquidity Provision in High Frequency Trading2019

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Conference on Science, Social Science and Economics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk with Cross-Ownership of Equities, Debts, and Financial Derivatives2019

    • Author(s)
      Katsumasa Nishide
    • Organizer
      2019 China International Risk Forum
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Strategic Liquidity Provision in High Frequency Trading2019

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Quantitative Methods in Finance Conference 2019
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Strategic Liquidity Provision in High Frequency Trading2019

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Quantitative Methods in Finance Conference 2019
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Hostile Takeovers or Friendly Mergers?: A Real Options Analysis2019

    • Author(s)
      Katsumasa Nishide
    • Organizer
      2019 INFOMRS Annual Meeting
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Strategic Liquidity Provision in High Frequency Trading2019

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Conference on Science, Social Science and Economics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Hostile Takeovers or Friendly Mergers?: A Real Options Analysis2019

    • Author(s)
      Katsumasa Nishide
    • Organizer
      2019 INFOMRS Annual Meeting
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Default Contagion and Systemic Risk with Cross-Ownership of Equities, Debts, and Financial Derivatives2019

    • Author(s)
      Katsumasa Nishide
    • Organizer
      2019 China International Risk Forum
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2018

    • Author(s)
      西出 勝正
    • Organizer
      4th International Conference on Social Sciences Economics and Finance
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees2018

    • Author(s)
      K. Nishide
    • Organizer
      Annual International Conference on Macroeconomic Analysis and International Finance 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Optimal Initial Capital Induced by the Optimal Certainty Equivalent,2018

    • Author(s)
      K. Nishide
    • Organizer
      日本経済学会
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Brokered versus Dealer Markets: Impact of Proprietary Trading with Transaction Fees2018

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Australia and New Zealand Business and Social Science Research Conference 2018
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Optimal Initial Capital Induced by the Optimal Certainty Equivalent2018

    • Author(s)
      K. Nishide
    • Organizer
      日本経済学会
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Optimal Initial Capital Induced by the Optimal Certainty Equivalent2018

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2018年度春季大会
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Brokered versus Dealer Markets: Impact of Proprietary Trading with Transaction Fees2018

    • Author(s)
      西出 勝正
    • Organizer
      Australia and New Zealand Business and Social Science Research Conference 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Brokered versus Dealer Markets: Impact of Proprietary Trading with Transaction Fees2018

    • Author(s)
      K. Nishide
    • Organizer
      Australia and New Zealand Business and Social Science Research Conference 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Optimal Initial Capital Induced by the Optimal Certainty Equivalent2018

    • Author(s)
      西出 勝正
    • Organizer
      平成 30 年度数理解析研究所研究集 会 ファイナンスの数理解析とその応用
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Optimal Initial Capital Induced by the Optimal Certainty Equivalent2018

    • Author(s)
      西出 勝正
    • Organizer
      平成30年度数理解析研究所研究集会 ファイナンスの数理解析とその応用
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2018

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Conference on Social Sciences Economics and Finance
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2018

    • Author(s)
      K. Nishide
    • Organizer
      4th International Conference on Social Sciences Economics and Finance
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18H01652
  • [Presentation] Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees2018

    • Author(s)
      西出 勝正
    • Organizer
      Annual International Conference on Macroeconomic Analysis and International Finance 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees2018

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Annual International Conference on Macroeconomic Analysis and International Finance 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Optimal Initial Capital Induced by the Optimal Certainty Equivalent2018

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会 2018 年度春季大会
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swap2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics 2017
    • Place of Presentation
      Jozankei View Hotel, Sapporo, Japan
    • Year and Date
      2017-02-20
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Mathematics of Risk MATRIX 2017 Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics, 2017
    • Place of Presentation
      定山渓ビューホテル(北海道札幌市)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2017

    • Author(s)
      Katsumasa Nishide,
    • Organizer
      International Conference on Business, Finance and Economics 2017
    • Place of Presentation
      Singapore
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swap2017

    • Author(s)
      西出 勝正
    • Organizer
      平成29年度数理解析研究所研究集会 ファイナンスの数理解析とその応用
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swap2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Mathematics of Risk MATRIX 2017 Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      World Business and Social Sciences Research Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      The Fifth Asian Quantitative Finance Conference2017
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swap2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      World Business and Social Sciences Research Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2017

    • Author(s)
      Katsuamsa Nishide
    • Organizer
      International Conference on Business, Finance and Economics 2017
    • Place of Presentation
      Crowne Plaza Changi Airport, Singapore, Singapore
    • Year and Date
      2017-03-10
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Money Supply, Asset Prices, and Interest Rates within a General Equilibrium Framework2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Academic Conference on Management, Economics and Marketing in Vienna 2017
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Conference on Business, Finance and Economics 2017
    • Place of Presentation
      シンガポール
    • Year and Date
      2017-03-10
    • Invited
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swap2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      8th Global Business and Finance Research Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Money Supply, Asset Prices, and Interest Rates within a General Equilibrium Framework2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Academic Conference on Management, Economics and Marketing in Vienna 2017
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      The Fifth Asian Quantitative Finance Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2017年度春季大会
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Pricing of Credit Default Swaps with CIR-Type Default Intensities2017

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズリサーチ学会2017年春季研究発表会
    • Place of Presentation
      沖縄県市町村自治会館、沖縄県、那覇市
    • Year and Date
      2017-03-15
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Pricing of Credit Default Swaps with CIR-Type Default Intensities2017

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズリサーチ学会2017年春季研究発表会
    • Place of Presentation
      沖縄県市町村自治会館
    • Year and Date
      2017-03-15
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swap2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      平成29年度数理解析研究所研究集会 ファイナンスの数理解析とその応用
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2017年度春季大会
    • Data Source
      KAKENHI-PROJECT-17K03797
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swap2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      8th Global Business and Finance Research Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swap2017

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Winter Workshop on Operations Research, Finance and Mathematics 2017
    • Place of Presentation
      札幌(北海道)
    • Year and Date
      2017-02-20
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      Katsumasa Nishide
    • Organizer
      6th Global Business and Finance Research Conference
    • Place of Presentation
      台北(台湾)
    • Year and Date
      2016-10-27
    • Invited
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      西出 勝正
    • Organizer
      平成28年度数理解析研究所研究集会(ファイナンスの数理解析とその応用)
    • Place of Presentation
      京都大学
    • Year and Date
      2016-11-28
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Monopolistic dealer versus broker: Impact of proprietary trading with transaction fees2016

    • Author(s)
      西出勝正
    • Organizer
      AJRC and HIAS Joint Conference on Recent Issues in Finance and Macroeconomics
    • Place of Presentation
      キャンベラ(オーストラリア)
    • Year and Date
      2016-03-21
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2016年度春季大会
    • Place of Presentation
      名古屋大学
    • Year and Date
      2016-06-18
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Default Contagion and Systemic Risk in the Financial Markets with Credit Default Swap2016

    • Author(s)
      Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
    • Organizer
      BACHELIER FINANCE SOCIETY 2016
    • Place of Presentation
      New York (USA)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2016年度春季大会
    • Place of Presentation
      名古屋大学、愛知県、名古屋市
    • Year and Date
      2016-06-18
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      Katsumasa Nishide,
    • Organizer
      Ninth World Congress of Bachelier Finance Society
    • Place of Presentation
      New York (USA)
    • Year and Date
      2016-07-15
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2016

    • Author(s)
      Nishide, K.
    • Organizer
      AJRC and HIAS Joint Conference on Recent Issues in Finance and Macroeconomics
    • Place of Presentation
      Canberra, Australia
    • Year and Date
      2016-03-21
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      Katsumasa Nishide
    • Organizer
      6th Global Business and Finance Research Conference
    • Place of Presentation
      Howard Civil Service International House, Taipei, Taiwan ROC
    • Year and Date
      2016-10-27
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズリサーチ学会2016年秋季研究発表会
    • Place of Presentation
      山形大学、山形県、山形市
    • Year and Date
      2016-09-15
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      Katsumasa Nishide,
    • Organizer
      6th Global Business and Finance Research Conference
    • Place of Presentation
      Taipei (Taiwan)
    • Year and Date
      2016-10-27
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Ninth World Congress of Bachelier Finance Society
    • Place of Presentation
      Crowne Plaza Times Square Hotel, New York, USA
    • Year and Date
      2016-07-15
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2016

    • Author(s)
      Katsumasa Nishide
    • Organizer
      AJRC and HIAS Joint Conference on Recent Issues in Finance and Macroeconomics
    • Place of Presentation
      Australian National University
    • Year and Date
      2016-03-21
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Ninth World Congress of Bachelier Finance Society
    • Place of Presentation
      ニューヨーク(米国)
    • Year and Date
      2016-07-15
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      西出 勝正
    • Organizer
      平成28年度数理解析研究所研究集会(ファイナンスの数理解析とその応用)
    • Place of Presentation
      京都大学、京都府、京都市
    • Year and Date
      2016-11-28
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework2016

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズリサーチ学会2016年秋季研究発表会
    • Place of Presentation
      山形大学
    • Year and Date
      2016-09-15
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2015

    • Author(s)
      Nishide, K.
    • Organizer
      The 7th International IFABS Conference
    • Place of Presentation
      Hangzhou(杭州), China
    • Year and Date
      2015-07-27
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2015

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズリサーチ学会2015年秋季研究発表会
    • Place of Presentation
      九州工業大学
    • Year and Date
      2015-09-09
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime2015

    • Author(s)
      Katsumasa Nishide
    • Organizer
      The 6th Conference on Mathematical Analysis in Economic Theory
    • Place of Presentation
      慶應義塾大学(東京都)
    • Year and Date
      2015-01-26
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Monopolistic dealer versus broker: Impact of proprietary trading with transaction fees2015

    • Author(s)
      西出勝正
    • Organizer
      日本経済学会2015年度春季大会
    • Place of Presentation
      新潟大学(新潟県・新潟市)
    • Year and Date
      2015-05-24
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime2015

    • Author(s)
      Nishide, K.
    • Organizer
      University of Michigan Math Seminar
    • Place of Presentation
      Ann Arbor, United States.
    • Year and Date
      2015-08-26
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2015

    • Author(s)
      Katsumasa Nishide
    • Organizer
      The 7th International IFABS Conference
    • Place of Presentation
      浙江大学
    • Year and Date
      2015-06-27
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime2015

    • Author(s)
      Nishide, K.
    • Organizer
      The 27th European Conference on Operational Research
    • Place of Presentation
      Glasgow, United Kingdom
    • Year and Date
      2015-07-13
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Money supply, asset prices, and interest rates within a general equilibrium framework2015

    • Author(s)
      西出勝正
    • Organizer
      日本オペレーションズリサーチ学会北海道支部・サマースクール
    • Place of Presentation
      稚内総合文化センター(北海道・稚内市)
    • Year and Date
      2015-08-05
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Money Supply, Asset Prices, and Interest Rates within a General Equilibrium Framework2015

    • Author(s)
      Nishide, K.
    • Organizer
      日本オペレーションズリサーチ学会北海道支部・サマースクール
    • Place of Presentation
      稚内総合文化センター(北海道稚内市)
    • Year and Date
      2015-08-25
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Monopolistic dealer versus broker: Impact of proprietary trading with transaction fees2015

    • Author(s)
      西出勝正
    • Organizer
      日本オペレーションズリサーチ学会2015年周期研究発表会
    • Place of Presentation
      九州工業大学
    • Year and Date
      2015-09-10
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Heston-type stochastic volatility with a Markov switching regime2015

    • Author(s)
      西出勝正
    • Organizer
      The 27th European Conference on Operations Research
    • Place of Presentation
      グラスゴー(イギリス)
    • Year and Date
      2015-07-13
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Money Supply, Asset Prices, and Interest Rates within a General Equilibrium Framework2015

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズリサーチ学会北海道支部・サマースクール
    • Place of Presentation
      稚内総合文化センター
    • Year and Date
      2015-08-05
    • Invited
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime2015

    • Author(s)
      Katsumasa Nishide
    • Organizer
      The 27th European Conference on Operational Research
    • Place of Presentation
      University of Strathclyde
    • Year and Date
      2015-07-12
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2015

    • Author(s)
      Nishide, K.
    • Organizer
      日本経済学会2015年度春季大会
    • Place of Presentation
      新潟大学(新潟県新潟市)
    • Year and Date
      2015-05-24
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2015

    • Author(s)
      Nishide, K.
    • Organizer
      日本オペレーションズリサーチ学会2015年秋季研究発表会
    • Place of Presentation
      九州工業大学(福岡県北九州市)
    • Year and Date
      2015-09-10
    • Data Source
      KAKENHI-PROJECT-15H02965
  • [Presentation] Monopolistic dealer versus broker: Impact of proprietary trading with transaction fees2015

    • Author(s)
      西出勝正
    • Organizer
      The 7th International IFABS Conference
    • Place of Presentation
      杭州(中国)
    • Year and Date
      2015-06-27
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2015

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2015年度春季大会
    • Place of Presentation
      新潟大学
    • Year and Date
      2015-05-23
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime2015

    • Author(s)
      Katsumasa Nishide
    • Organizer
      University of Michigan Math Seminar
    • Place of Presentation
      University of Michigan
    • Year and Date
      2015-08-26
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2014

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Fourth IMS-FPS workshop
    • Place of Presentation
      シドニー(オーストラリア)
    • Year and Date
      2014-07-05
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime2014

    • Author(s)
      西出勝正
    • Organizer
      秋田県立大学ファイナンス研究会
    • Place of Presentation
      大学コンソーシアムあきた カレッジプラザ(秋田県秋田市)
    • Year and Date
      2014-05-01
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Monopolistic Dealer versus Broker: The Impact of Proprietary Trading with Transaction Fees2014

    • Author(s)
      西出勝正
    • Organizer
      岡山大学・横浜国立大学経済学部経済学部合同ワークショップ
    • Place of Presentation
      岡山大学(岡山県岡山市)
    • Year and Date
      2014-06-20
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees2014

    • Author(s)
      西出勝正
    • Organizer
      岡山大学・横浜国立大学経済学部経済学部合同ワークショップ
    • Place of Presentation
      岡山大学
    • Year and Date
      2014-06-20
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime2014

    • Author(s)
      西出勝正
    • Organizer
      日本経済学会2014年度秋季大会
    • Place of Presentation
      西南学院大学(福岡県福岡市)
    • Year and Date
      2014-10-12
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime2014

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Eighth World Congress of Bachelier Finance Society
    • Place of Presentation
      ブリュッセル(ベルギー)
    • Year and Date
      2014-06-05
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Competition and the Bad News Principle in a Real Options Framework2013

    • Author(s)
      西出勝正
    • Organizer
      日本経済学会2013年度春季大会
    • Place of Presentation
      富山大学
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] The Pricing Model of Corporate Securities under Cross-Holdings of Equities and Debts2013

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Quantitative Methods in Finance Conference 2013
    • Place of Presentation
      Sydney, Australia
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] The Pricing Model of Corporate Securities under Cross-Holdings of Equities and Debts2013

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Quantitative Methods in Finance Conference 2013
    • Place of Presentation
      Hilton Hotel Sydney
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Competition and the Bad News Principle in a Real Options Framework2013

    • Author(s)
      西出勝正
    • Organizer
      日本経済学会2013年度春季大会
    • Place of Presentation
      富山大学
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] The Pricing Model of Corporate Securities under Cross-Holdings of Equities and Debts2013

    • Author(s)
      katsumasa Nishide
    • Organizer
      Quantitative Methods in Finance Conference 2013
    • Place of Presentation
      Sydney, Australia
    • Data Source
      KAKENHI-PROJECT-25245046
  • [Presentation] Pricing of Discount Bonds with a Markov Switching Regime2012

    • Author(s)
      西出 勝正
    • Organizer
      日本経済学会2012年秋季大会
    • Place of Presentation
      九州産業大学(福岡市)
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Pricing of Discount Bonds with a Markov Switching Regime2012

    • Author(s)
      西出勝正
    • Organizer
      日本オペレーションズリサーチ学会2012年秋季研究発表会
    • Place of Presentation
      ウインクあいち
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Irreversible Investments under Competition with Markov Switching Regime2012

    • Author(s)
      Goto, M., Nishide, K. and Takashima, R.
    • Organizer
      16th Annual International Real Options Conference
    • Place of Presentation
      London Business School (United Kingdom)
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Competition and Bad News Principle in a Real Options Framework2012

    • Author(s)
      Katsumasa Nishide
    • Organizer
      The 25th European Conference on Operational Research
    • Place of Presentation
      Vilnius, Lithuania
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Pricing of Discount Bonds with a Markov Switching Regime2012

    • Author(s)
      西出勝正
    • Organizer
      日本経済学会2012年度秋季大会
    • Place of Presentation
      九州産業大学
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Competition and the Bad News Principle in a Real Options Framework2012

    • Author(s)
      Katsumasa Nishide
    • Organizer
      The 25th European Conference on Operational Research
    • Place of Presentation
      Radisson Blu Hotel (Lithuania)
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Pricing of Discount Bonds with a Markov Switching Regime2012

    • Author(s)
      西出 勝正
    • Organizer
      日本オペレーションズリサーチ学会2012年秋季研究発表会
    • Place of Presentation
      ウィンク愛知 (愛知県)
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Irreversible Investment under Competition with Markov Switching Regime2012

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Seventh World Congress of Bachelier Finance Society
    • Place of Presentation
      Sydney, Australia
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Irreversible Investment under Competition with a Markov Switching Regime2012

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Seventh World Conference of Bachelier Finance Society
    • Place of Presentation
      Hilton Hotel (Australia)
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] 非対称情報市場の理論分析:指数効用・正規分布モデルを中心として2012

    • Author(s)
      西出勝正
    • Organizer
      日本オペレーションズリサーチ学会北海道支部サマースクール
    • Place of Presentation
      定山渓ビューホテル
    • Invited
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Competition and the Bad News Principle in a Real Options Framework2012

    • Author(s)
      西出勝正
    • Organizer
      JAROS2012研究発表大会
    • Place of Presentation
      早稲田大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Irreversible Investments under Competition with Markov Switching Regime2012

    • Author(s)
      Goto, M., Nishide, K. and Takashima, R.
    • Organizer
      Workshop on Probability and Statistics in Finance 2012
    • Place of Presentation
      UC Berkeley (USA)
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Competition and the Bad News Principle in a Real Options Framework2012

    • Author(s)
      西出 勝正
    • Organizer
      JAROS2012研究発表大会
    • Place of Presentation
      早稲田大学(東京都)
    • Invited
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Market Selection: Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      西出勝正
    • Organizer
      日本経済学会2011年度春季大会
    • Place of Presentation
      熊本学園大学
    • Year and Date
      2011-05-21
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Market Selection: Hungry Misers and Happy Bankrupts2011

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Conference on Mathematical Finance and Economics
    • Place of Presentation
      イスタンブール(トルコ)
    • Year and Date
      2011-07-06
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] マーケットマイクロストラクチャーの理論と実証:株式市場における取引パターン2011

    • Author(s)
      西出勝正
    • Organizer
      日本ファイナンス学会研究観望会(招待講演)
    • Place of Presentation
      学術センター
    • Year and Date
      2011-11-24
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Market Selection: Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Quantitative Methods in Finance Conference 2011
    • Place of Presentation
      シドニー(オーストラリア)
    • Year and Date
      2011-12-16
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] マーケットマイクロストラクチャーの理論と実証:株式市場における取引パターン2011

    • Author(s)
      西出勝正
    • Organizer
      日本ファイナンス学会研究観望会
    • Place of Presentation
      学術総合センター
    • Invited
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Market Selection : Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Quantitative Methods in Finance Conference 2011
    • Place of Presentation
      Sydney, Australia.
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] マーケットマイクロストラクチャーの理論と実証:株式市場における取引バターン2011

    • Author(s)
      西出勝正
    • Organizer
      日本ファイナンス学会研究観望会
    • Place of Presentation
      学術総合センター(東京)(招待講演)
    • Year and Date
      2011-11-24
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Market Selection : Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Conference on Mathematical Finance and Economics
    • Place of Presentation
      Istanbul Technical University (Turkey)
    • Year and Date
      2011-07-06
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Market Selection : Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Quantitative Methods in Finance Conference 2011
    • Place of Presentation
      シドニーヒルトンホテル(オーストラリア)
    • Year and Date
      2011-12-16
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Irreversible Investment under Competition with Markov Switching Regime2011

    • Author(s)
      西出勝正
    • Organizer
      日本応用経済学会2011年度秋季大会
    • Place of Presentation
      慶應義塾大学
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Market Selection : Hungry Misers and Happy Bankrupts2011

    • Author(s)
      西出勝正
    • Organizer
      日本ファイナンス学会第19回大会
    • Place of Presentation
      早稲田大学
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Market Selection : Hungry Misers and Happy Bankrupts2011

    • Author(s)
      西出勝正
    • Organizer
      日本経済学会2011年度春季大会
    • Place of Presentation
      熊本学園大学
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Market Selection : Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      西出勝正
    • Organizer
      日本経済学会2011年度春季大会
    • Place of Presentation
      熊本学園大学(熊本)
    • Year and Date
      2011-05-21
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Irreversible Investments under Competition with Markov Switching Regime2011

    • Author(s)
      西出勝正
    • Organizer
      日本応用経済学会
    • Place of Presentation
      慶應義塾大学(東京)
    • Year and Date
      2011-11-26
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Market Selection : Hungry Misers and Happy Bankrupts2011

    • Author(s)
      Katsumasa Nishide
    • Organizer
      International Conference on Mathematical Finance and Economics
    • Place of Presentation
      Istanbul, Turkey
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Market Selection : Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      西出勝正
    • Organizer
      日本ファイナンス学会第19回大会
    • Place of Presentation
      早稲田大学(東京)
    • Year and Date
      2011-05-14
    • Data Source
      KAKENHI-PROJECT-23310098
  • [Presentation] Market Selection: Hungry Misers and Bloated Bankrupts2011

    • Author(s)
      西出勝正
    • Organizer
      日本ファイナンス学会第19回大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2011-05-14
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Irreversible Investment under Competition with Markov Switching Regime2011

    • Author(s)
      西出勝正
    • Organizer
      日本応用経済学会2011年秋季大会
    • Place of Presentation
      慶應義塾大学
    • Year and Date
      2011-11-26
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] On the Pricing of Contingent Claims in the Pollution Permit Markets2008

    • Author(s)
      Masaaki Kijima, M., Maeda, A., and Nishide, K.
    • Organizer
      日本オペレーションズリサーチ学会2008年春季研究発表会
    • Place of Presentation
      京都コンピュータ学院
    • Year and Date
      2008-03-26
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Insider Trading with Correlation between Liquidity Trading and a Public Signal2008

    • Author(s)
      Nishide, K.
    • Organizer
      横浜国立大学・南山大学共同ファイナンス・ワークショップ
    • Place of Presentation
      横浜国立大学
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] On the Pricing of Contingent Claims in the Pollution Permit Markets2008

    • Author(s)
      Kijima, M, Maeda, A., and Nishide, K.
    • Organizer
      Daiwa Young Researchers' International Workshop on Finance
    • Place of Presentation
      京都大学
    • Year and Date
      2008-03-05
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Insider Trading with Correlation Between Liquidity Trading and a Public Signal2008

    • Author(s)
      Nishide, K.
    • Organizer
      横浜国立大学・南山大学共同ファイナンス・ワークショップ
    • Place of Presentation
      パシフィコ横浜
    • Year and Date
      2008-02-16
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] On the Pricing of Contingent Claims in Pollution Permit Markets2007

    • Author(s)
      Nishide, K.
    • Organizer
      Daiwa Young Researchers'Workshop on Finance
    • Place of Presentation
      京都大学
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Timing an Environmental Policy Optimally under Economic Considerations2007

    • Author(s)
      Nishide, K.
    • Organizer
      2007年日本OR学会秋季研究発表会
    • Place of Presentation
      政策大学院
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] On the Pricing of Contingent Claims in Emission Permit Markets2007

    • Author(s)
      Nishide, K.
    • Organizer
      2008年日本OR学会春季研究発表会
    • Place of Presentation
      京都コンピュータ学院
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Regime Uncertainty and Investment Strategy2007

    • Author(s)
      Nishide, K.
    • Organizer
      Stanford-Tsukuba WCQF
    • Place of Presentation
      Stanford, USA.
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Insider Trading with Imperfectly Competitive Market Makers2007

    • Author(s)
      Nishide, K.
    • Organizer
      2007年日本OR学会春季研究発表会
    • Place of Presentation
      鳥取大学
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Regime Uncertainty and Investment Strategy2007

    • Author(s)
      Nishide, K.
    • Organizer
      22nd European Conference on Operational Research
    • Place of Presentation
      Prague, Czech
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Insider Trading with Imperfectly Competitive Market Makers2007

    • Author(s)
      Nishide, K.
    • Organizer
      日本ファイナンス学会第15回大会
    • Place of Presentation
      慶應義塾大学
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Regime Uncertainty and Investment Strategy2007

    • Author(s)
      Nishide, K.
    • Organizer
      Quantitative Methods in Finance Conference 2007
    • Place of Presentation
      Sydney, Australia
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Regime Uncertainty and Investment Strategy2007

    • Author(s)
      Nishide, K. and Nomi, E.
    • Organizer
      Quantitative Methods in Finance Conference
    • Place of Presentation
      Sydney, Australia
    • Year and Date
      2007-12-14
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Strategies in a Real Options Framework2007

    • Author(s)
      Nishide, K.
    • Organizer
      2008年日本OR学会春季研究発表会
    • Place of Presentation
      京都コンピュータ学院
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Regime Uncertainty and Investment Strategy2007

    • Author(s)
      Nishide, K. and Nomi, E.
    • Organizer
      21st European Conference on Operational Research
    • Place of Presentation
      Prague, Czech
    • Year and Date
      2007-07-10
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Insider Trading with Imperfectly Competitive Market Makers2007

    • Author(s)
      Nishide, K.
    • Organizer
      日本ファイナンス学会第15回大会
    • Place of Presentation
      慶應義塾大学三田キャンパス
    • Year and Date
      2007-06-16
    • Data Source
      KAKENHI-PROJECT-18310104
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Eighth World Congress of Bachelier Finance Society, Brussels
    • Place of Presentation
      Brussels, Belgium
    • Year and Date
      2014-06-02 – 2014-06-06
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime

    • Author(s)
      Katsumasa Nishide
    • Organizer
      The 6th Conference on Mathematical Analysis in Economic Theory
    • Place of Presentation
      慶應義塾大学
    • Year and Date
      2015-01-26 – 2015-01-29
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees

    • Author(s)
      Katsumasa Nishide
    • Organizer
      Fourth IMS-FPS workshop 2014
    • Place of Presentation
      Sydney, Australia
    • Year and Date
      2014-07-02 – 2014-07-06
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime

    • Author(s)
      西出勝正
    • Organizer
      本経済学会2014 年度秋季大会
    • Place of Presentation
      西南学院大学
    • Year and Date
      2014-10-11 – 2014-10-12
    • Data Source
      KAKENHI-PROJECT-26380390
  • [Presentation] The Pricing Model of Corporate Securities under Cross-Holdings of Equities and Debts

    • Author(s)
      西出 勝正
    • Organizer
      秋田県立大学ファイナンス研究会
    • Place of Presentation
      秋田県立大学
    • Data Source
      KAKENHI-PROJECT-23530362
  • [Presentation] Heston-Type Stochastic Volatility with a Markov Switching Regime

    • Author(s)
      西出 勝正
    • Organizer
      秋田県立大学ファイナンス研究会
    • Place of Presentation
      秋田県立大学
    • Year and Date
      2014-05-01 – 2014-05-02
    • Data Source
      KAKENHI-PROJECT-26380390
  • 1.  SUZUKI Teruyoshi (90360891)
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  • 2.  ISHII Toshimasa (30324487)
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  • 15.  津田 博史 (90450163)
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  • 19.  中妻 照雄 (90303049)
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  • 20.  一藤 裕 (90590274)
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  • 21.  TAKASHIMA Ryuta
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  • 22.  海老名 剛
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