2013 - 2016 Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset Allocation
2010 - 2013 Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.
2007 - 2010 Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and Strategies
2005 - 2007 On optimal security design and financial contract
2000 - 2002 資産証券化の価格決定分析
2001 - 2002 Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-
1997 - 1999 資産証券化の決定と経済効果-情報の非対称性の影響-
1996 - 1997 非対称的情報下における先物市場の創造の経済効果
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Papers (47):
Katja Ignatieva, Kazuhiko Ohashi. The pre-FOMC announcement drift: short-lived or long-lasting? Evidence from financial and volatility markets. Applied Economics. 2024. 1-17
Nobuhiro Nakamura, Kazuhiko Ohashi, Daisuke Yokouchi. Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns. Journal of Risk and Financial Management. 2023. 17. 3. 173-173
Kazuhiko Ohashi. When is a CAT Index Futures Traded and Preferred to Reinsurance? - Tradeoff Between Basis Risk and Adverse Selection -. Journal of Disaster Research. 2022. 17. 2. 218-229
Kazuhiko OHASHI. Application of big data and AI to finance. IMES DISCUSSION PAPER SERIES, Institute for Monetary and Economic Studies, Bank of Japan. 2020. 39. 3. 15-21
Nobuhiro Nakamura, Kazuhiko Ohashi. Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns (jointly worked). RIETI (Research Institute of Economy, Trade and Industry) Discussion Paper Series 18-E-027. 2018
Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns” in “Commodity Market Finance” edited by Kentaro Iwatsubo
MDPI 2023 ISBN:9783036590295
MBA Challenge, Finance (jointly worked)
2017 ISBN:9784502217814
Risk and Liquidity (Translation)
Toyo Keizai Shimpo Sha 2015
Seasonality in the impact of solar power generation on the electricity price level and variability
(2023 Asian Finance Association Annual Meeting 2023)
Seasonality in the impact of solar power generation on the electricity price level and variability
(2022 Asian Meeting of the Econometric Society in East and South-East Asia 2022)
Structural change in the relationship between electricity and fuel prices: Evidence from the Japanese electricity market
(2022 the 30th Nippon Finance Association Annual Meeting 2022)
Seasonality in the impact of solar power generation on the electricity price level and variability
(Keynote lecture, The 1st Energy and Informatics International Forum (Tokyo Institute of Technology, Tokyo, Japan, Online) 2021)
1988 - 1993 Massachusetts Institute of Technology, Sloon School of Management Graduate School, Division of Administration Management (Finance)
1986 - 1988 Hitotsubashi University Graduate School of Economics
1982 - 1986 Hitotsubashi University Faculty of Economics
Professional career (3):
Master (Hitotsubashi University)
博士(経営学) (マサチューセッツ工科大学(米国))
Ph D(Management) (Massachusetts Institute of Technology (U.S.A))
Work history (8):
2021/04 - 現在 Tokyo Institute of Technology Tokyo Tech Academy of Energy and Informatics Professor
2018/04/01 - 現在 Hitotsubashi University Graduate School of Business Administration Department of Business Administration Professor
2007/04/01 - 2018/03/31 Hitotsubashi University Graduate School of International Corporate Strategy Professor
1999/04 - 2007/03 Hitotsubashi University Graduate School of International Corporate Strategy Associate Professor
1999/03 - 2000/01 University of Chicago School of Business Visiting Scholar
1998/04 - 1999/03 Hitotsubashi University Graduate School of Commerce and Management Associate Professor
1997/04 - 1999/03 Hitotsubashi University Faculty of Commerce and Management Assistant Professor
1994/04 - 1997/03 University of Tsukuba Assistant Professor
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Awards (1):
2014/03 - IMCA(Investment Management Consultants Association) IMCA(Investment Management Consultants Association)Edward D. Baker III Journal Award Honorable Distinction The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing
Association Membership(s) (6):
日本金融・証券計量・工学学会
, American Finance Association
, 日本経済学会
, Nippon Finance Association
, The Econometric Society
, Asian Finance Association