OHASHI Kazuhiko 大橋和彦

… Alternative Names

大橋和彦オオハシカズヒコ

Less

Researcher Number	50261780
Other IDs
External Links
Affiliation (Current)	2022: 一橋大学, 大学院経営管理研究科, 教授
Affiliation (based on the past Project Information) *help	2018 – 2022: 一橋大学, 大学院経営管理研究科, 教授 2015: 一橋大学, 国際企業戦略研究科, 教授 2012 – 2015: 一橋大学, 大学院国際企業戦略研究科, 教授 2007 – 2012: Hitotsubashi University, 大学院・国際企業戦略研究科, 教授 2006: Hitotsubashi University, International Corporate Strategy, Associate Professor, 大学院国際企業戦略研究科, 助教授 … More 2005: 一橋大学, 大学院・国際企業戦略研究科, 助教授 2000 – 2002: 一橋大学, 大学院・国際企業戦略研究科, 助教授 1998: 一橋大学, 商学部, 助教授 1997: 一橋大学, 商学部, 講師 1996: 筑波大学, 社会工学系, 講師 Less
Review Section/Research Field	Principal Investigator Public finance/Monetary economics / Public finance/Monetary economics / Basic Section 07060:Money and finance-related / Economic theory Except Principal Investigator Money/ Finance / Public finance/Monetary economics / Basic Section 07060:Money and finance-related
Keywords	Principal Investigator ファイナンス / 天候デリバティブ / 最適ポートフォリオ / 証券化 / 情報の非対称性 / MBS / 共和分 / 証券創造 / 先物市場 / 非対称的情報 … More / 最適性 / 効率性 / 期待取引量最大化 / ディリバティブ / 資産担保証券 / ABS / ベンチャー企業 / 株式公開 / 投資プロジェクト / 不良債権 / 資産 / 倒産リスク / 期限前償還リスク / プリペイメント / 生存時間分析 / 保険リスク / Esscher変換 / Security design / エッシャー変換 / 資産運用 / エネルギー商品 / ヘッジファンド / 年金運用 / 会計情報 / 自己回帰 / 資本構成 / 経営者予想 / アナリスト予想 / 卸電力の現物価格 / 気温デリバティブ / ストカスティック・コリドー / エキゾチックオプション / 株式リターン / 金融市場 / 相関構造 / 商品先物 / パラメータ推定誤差 / 超過共変動 / マルコフスイッチングVARモデル / 平滑推移動的条件付き相関モデル / 新興国通貨 / 最小分散ポートフォリオ / マルコフスイッチングモデル / 相互依存性 / 超過リターン / 排出権価格 / 通貨の取引費用 / 大域的最少分散ポートフォリオ / 平滑推移モデル / コピュラ / 証券デザイン / 最適契約 / 確率微分効用 / 前向き-後向き確率微分方程式 / ベンチマーク / 前向き-後向き確率微分方 / プリンシパル・エージェント / インセンティブ / ファンド運用 / Security Design / Optimal contract / Stochastic Differential Utility / Forward-Backward SDE / Asymmetric Information / Weather Derivative / Benchmark / ボラティリティ / リスクプレミアム / VRP / 資産収益率 / 予測可能性 / 相互依存構造 / 曖昧さ回避 / 曖昧さプレミアム / ボラティリティ・リスクプレミアム / リターン予測可能性 / レバレッジパラメータ / アノマリー / 確率ボラティリティモデル / ボラティリティのボラティリティ / 高次モーメント / リスク・プレミアム / 曖昧さ / 分散の分散リスクプレミアム / バリアンス・スワップ / 高次モ―メント / 階層的ボラティリティ / ボラティリティ・リスク・プレミアム / 共歪度 / 共分散回帰 / 低リスク・アノマリー / 低ベータ・アノマリー … More Except Principal Investigator 資産市場の連関 / 商品先物 / 資産選択理論 / 量的緩和 / REIT / ボラティリティー / 金融政策 / 天候デリバティブ / 電力 / 保険 / Eddoko Option / ジャンプ過程 / 非完備市場 / リスク管理 / 情報の非対称性 / Edokko option / Good deal bounds / リアルオプション / ジャンプ / MBS / α-percentile barrier option / jump-diffusion process / 最適化 / Weather Derivatives / Electricity / Insurance / Edokko Options / Jump Process / Incomplete Markets / Risk Management / Asymmetric Information / 流動性保有 / 本邦企業 / 経済危機 / 実体的効果 Less

階層的ボラティリティ・共歪度・共分散の資産価格への影響の分析Principal Investigator
- Principal Investigator
  
  大橋和彦
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
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
- Principal Investigator
  
  服部正純
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
Asset Pricing and Portfolio Management Using Higher-Order Moment (Volatility and Skewness)Principal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset Allocation
- Principal Investigator
  
  Hayashi Fumio
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  National Graduate Institute for Policy Studies
  Hitotsubashi University
Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.Principal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and StrategiesPrincipal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
On optimal security design and financial contractPrincipal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic theory
- Research Institution
  Hitotsubashi University
Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-
- Principal Investigator
  
  MIURA Ryozo
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
資産証券化の価格決定分析Principal Investigator
- Principal Investigator
  
  大橋和彦
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
資産証券化の決定と経済効果-情報の非対称性の影響-Principal Investigator
- Principal Investigator
  
  大橋和彦
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
非対称的情報下における先物市場の創造の経済効果Principal Investigator
- Principal Investigator
  
  大橋和彦
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  University of Tsukuba

All 2019 2018 2016 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 Other

All Journal Article Presentation Book

[Book] 経済制度の実証分析と設計第2巻『金融の機能不全』(第7章)(林文夫編)(勁草書房)2007
- Author(s)
  井坂直人, 大橋和彦, 斎藤誠
- Publisher
  勁草書房
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Commodity Spread Option with Cointegration2016
- Author(s)
  Katsushi Nakajima and Kazuhiko Ohashi
- Journal Title
  
  Asian-Pacific Financial Markets
  
  Volume: 23 Pages: 1-44
- DOI
  10.1007/s10690-015-9207-1
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26780190, KAKENHI-PROJECT-25285097
[Journal Article] Emission Allowance as a Derivative on Commodity-Spread2013
- Author(s)
  Katsushi Nakajima and Kazuhiko Ohashi
- Journal Title
  
  Asia-Pacific FinancialMarkets
  
  Volume: Vol.20 Pages: 183-217
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] Emission Allowance as a Derivative on Commodity-Spread2013
- Author(s)
  Katsushi Nakajima and Kazuhiko Ohashi
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 20 Pages: 183-217
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] A Cointegrated Commodity Pricing Model2012
- Author(s)
  Katsushi Nakajima, Kazuhiko Ohashi
- Journal Title
  
  Journal of Futures Markets
  
  Volume: (forthcoming)(掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] A Cointegrated Commodity Pricing Model2012
- Author(s)
  Katsushi Nakajima and Kazuhiko Ohashi
- Journal Title
  
  Journal of Futures Markets
  
  Volume: Vol.32 Pages: 995-1033
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] 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-2010
- Author(s)
  大橋和彦
- Journal Title
  
  証券アナリストジャーナル Vol.48
  
  Pages: 33-41
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] 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―2010
- Author(s)
  大橋和彦
- Journal Title
  
  証券アナリストジャーナル Vol. 48 No. 2
  
  Pages: 33-41
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] 商品価格の相互依存関係―排出権価格を例に―2009
- Author(s)
  大橋和彦
- Journal Title
  
  証券アナリストジャーナル Vol. 47 No. 4
  
  Pages: 76-81
- NAID
  40016595361
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] Pricing summer day options by good-deal bounds2009
- Author(s)
  Takashi Kanamura, Kazuhiko Ohashi
- Journal Title
  
  Energy Economics 31
  
  Pages: 289-297
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] 商品価格の相互依存関係-排出権価格を例に-2009
- Author(s)
  大橋和彦
- Journal Title
  
  証券アナリストジャーナル Vol.47
  
  Pages: 76-81
- NAID
  40016595361
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] Pricing summer day options by good-deal bounds2009
- Author(s)
  Takashi Kanamura, Kazuhiko Ohashi
- Journal Title
  
  Energy Economics Vol.31
  
  Pages: 289-297
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] On Transition Probabilities of Regime Switching in Electricity Prices2008
- Author(s)
  Takashi Kanamura and Kazuhiko OHASHI
- Journal Title
  
  Energy Economics Vol.30
  
  Pages: 1158-1172
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] On Transition Probabilities of Regime Switching in Electricity Prices2008
- Author(s)
  Takashi Kanamura, Kazuhiko Ohashi
- Journal Title
  
  Energy Economics Vol.30
  
  Pages: 1158-1172
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] ABS発行市場における劣後引受の役割2007
- Author(s)
  井坂直人, 大橋和彦, 齋藤誠
- Journal Title
  
  「経済制度の実証分析と設計第2巻『金融の機能不全』」第7章(林文夫編)(勁草書房)
  
  Pages: 187-222
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] The Role of Subordination in ABS Issuance Markets (In Japanese)2007
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  Chapter 7 in "Empirical Analysis and Design of Economic System"(ed. by Fumio HAYASHI)(Keisou-Shobo) Vol.2
  
  Pages: 187-222
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Performance Measurement and Compensation Scheme for Institutional Investors (In Japanese)2006
- Author(s)
  Kazuhiko OHASHI, Toshiki HONDA
- Journal Title
  
  Security Analysts Journal Vol.44
  
  Pages: 54-63
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 天候デリバティブによる電力会社のリスク管理2006
- Author(s)
  大橋和彦, 金村宗
- Journal Title
  
  先物取引研究第10巻第1号No14
  
  Pages: 15-40
- NAID
  40015236934
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Risk Management of electricity Companies by Weather Derivatives (In Japanese)2006
- Author(s)
  Kazuhiko OHASHI, Takashi KANAMURA
- Journal Title
  
  Futures Trading Analysis Vol.10-1, No.4
  
  Pages: 15-40
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 機関投資家の運用評価と報酬のあり方2006
- Author(s)
  大橋和彦, 本多俊毅
- Journal Title
  
  証券アナリストジャーナル 44巻
  
  Pages: 54-63
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 天候デリバティブによる電力会社のリスク管理2006
- Author(s)
  大橋和彦, 金村宗
- Journal Title
  
  先物取引研究第10巻第1号 No.14
  
  Pages: 15-40
- NAID
  40015236934
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 機関投資家の運用評価と報酬のあり方2006
- Author(s)
  大橋和彦, 本多俊毅
- Journal Title
  
  証券アナリストジャーナル 44巻
  
  Pages: 54-63
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators' Subordination as Instruments to Mitigate AdverseSelection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko, Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series, No. 121 October 2005
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators' Subordination as Instruments to Mitigate Adverse Selection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series, No.121 October 2005
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators'Subordination as Instruments to Mitigate Adverse Selection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series No.121
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Presentation] Non-Affine and Non-Reduced Form Approach to Pricing of VIX and VVIX:Quadratic Diffusion Model2019
- Author(s)
  大橋和彦
- Organizer
  2019 ANNUAL MEETING OF THE ASIAN FINANCE ASSOCIATION
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00872
[Presentation] Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns2018
- Author(s)
  大橋和彦
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-18H00872
[Presentation] Increasing Trends in the Excess Comovements of Commodity Prices2014
- Author(s)
  大橋和彦
- Organizer
  Asian Finance Association 2014 Meeting
- Place of Presentation
  インドネシアバリ( Bali Nusa Dua Convention Center)
- Year and Date
  2014-06-25
- Data Source
  KAKENHI-PROJECT-25285097
[Presentation] Increasing Trends in the Excess Comovements of Commodity Prices2014
- Author(s)
  大橋和彦
- Organizer
  Financial Management Association 2014 Asian Meeting
- Place of Presentation
  一橋大学千代田キャンパス
- Year and Date
  2014-05-10
- Data Source
  KAKENHI-PROJECT-25285097
[Presentation] Analyzing Emission Allowance Prices as a Derivative on Commodity-Spread2012
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2012 AJOU Workshop in Financial Economics and Mathematics
- Place of Presentation
  Hotel Ramada Plaza、Suwon、Korea
- Year and Date
  2012-07-15
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Analyzing Emission Allowance As a Derivative of Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Financial Management Association
- Place of Presentation
  Denver, Colorado, USA
- Year and Date
  2011-10-20
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Analyzing Emission Allowance Prices as a Derivative on Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2011 Asian Finance Association Annual Meeting
- Place of Presentation
  Four Seasons Hotel, Macao, China
- Year and Date
  2011-07-12
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Pricing Emission Allowance Prices as a Derivative on Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 60th Midwest Finance Association Annual Meeting
- Place of Presentation
  Westin Chicago River North, Chicago、IL、USA
- Year and Date
  2011-03-03
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Analyzing Emission Allowance As a Derivative of Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian Finance Association
- Place of Presentation
  マカオ、中華人民共和国
- Year and Date
  2011-07-12
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Analyzing Emission Allowance Prices as a Derivative on Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2011 Financial Management Association Annual Meeting
- Place of Presentation
  Sheraton DenverDowntown Hotel, Denver、Colorado、USA
- Year and Date
  2011-10-20
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Pricing Emission Allowance Prices as a Derivative on Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 60th Midweat Finance Association Annual Meeting
- Place of Presentation
  Chicago, IL, USA
- Year and Date
  2011-03-03
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Pricing Emission Allowance Prices as a Derivative on Commodity-Spread2010
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 1st Wbrkshop on Finance and Accounting Research in the Asian Pacific Region
- Place of Presentation
  名古屋国際会議場
- Year and Date
  2010-12-18
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Pricing Emission Allowance Prices as a Derivative on Commodity-Spread2010
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 1st Workshop onFinance and Accounting Research in the Asian Pacific Region
- Place of Presentation
  名古屋国際会議場、愛知
- Year and Date
  2010-12-18
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] コモディティー・ファイナンス-エネルギー、環境、天候を中心に2009
- Author(s)
  大橋和彦
- Organizer
  2009年度日本ファイナンス学会第17回大会会長講演
- Place of Presentation
  青山学院大学、東京
- Year and Date
  2009-05-09
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] コモディティー・ファイナンス-エネルギー、環境、天候を中心に-2009
- Author(s)
  大橋和彦
- Organizer
  2009年度日本ファイナンス学会第17回大会会長講演
- Place of Presentation
  青山学院大学
- Year and Date
  2009-05-09
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Co-integrated Commodity Pricing Model2009
- Author(s)
  大橋和彦
- Organizer
  Financial Management Association 2009 Annual Meeting
- Place of Presentation
  Reno, Nevada, USA
- Year and Date
  2009-10-22
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Co- integrated Commodity Pricing Model2009
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian Finance Association 2009 Annual Meeting
- Place of Presentation
  Brisbane、Australia
- Year and Date
  2009-07-01
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Co- integrated Commodity Pricing Model2009
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Financial Management Association 2009 Annual Meeting
- Place of Presentation
  Reno、Nevada、USA
- Year and Date
  2009-10-22
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Co-integrated Commodity Pricing Model2009
- Author(s)
  大橋和彦
- Organizer
  Asian Finance Association 2009 Annual Meeting
- Place of Presentation
  Brisbane, Australia
- Year and Date
  2009-07-01
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] A Supply and Demand based Energy Price Model- An Extension of Schwartz Model -2008
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian FA-NFA 2008 International Conference
- Place of Presentation
  神奈川県横浜市パシフィコ横浜
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] A Supply and Demand based Energy Price Model- An Extension of Schwartz Model-2008
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian FA-NFA 2008 International Conference
- Place of Presentation
  Yokohama、Kanagawa、Japan
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Analyzing Emission Allowance as a Derivative on Commodity-Spread
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2012 AJOU Workshop in Financial Economics and Mathematics
- Place of Presentation
  Hotel Ramada Plaza, Suwon, Korea
- Data Source
  KAKENHI-PROJECT-22330094

1. HONDA Toshiki (70303063)

# of Collaborated Projects: 7 results

# of Collaborated Products: 3 results
2. NAKAMURA Nobuhiro (90323899)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
3. MIURA Ryozo (30107081)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. HAYASHI Fumio (80159095)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. OKIMOTO Tatsuyoshi (70420304)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. NOMA Mikiharu (80347286)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. NAGAYAMA Izumi (50334595)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. SAITO Makoto (10273426)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. ISAKA Naoto (00434192)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 服部正純 (60768349)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. 安田行宏 (10349524)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. 藤谷涼佑 (90880849)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. 井坂直人

# of Collaborated Projects: 0 results

# of Collaborated Products: 6 results
14. 斎藤誠

# of Collaborated Projects: 0 results

# of Collaborated Products: 6 results
15. 中島克志

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

OHASHI Kazuhiko 大橋 和彦

大橋 和彦 オオハシ カズヒコ

Research Projects

Research Products

Co-Researchers

階層的ボラティリティ・共歪度・共分散の資産価格への影響の分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Asset Pricing and Portfolio Management Using Higher-Order Moment (Volatility and Skewness)Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset Allocation

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and StrategiesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

On optimal security design and financial contractPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

資産証券化の価格決定分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

資産証券化の決定と経済効果-情報の非対称性の影響-Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

非対称的情報下における先物市場の創造の経済効果Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 経済制度の実証分析と設計 第2巻『金融の機能不全』(第7章)(林文夫 編)(勁草書房)2007

Author(s)

Publisher

Description

Data Source

[Journal Article] Commodity Spread Option with Cointegration2016

Author(s)

Journal Title

DOI

OHASHI Kazuhiko 大橋和彦

大橋和彦オオハシカズヒコ

[Book] 経済制度の実証分析と設計第2巻『金融の機能不全』(第7章)(林文夫編)(勁草書房)2007