The application of Real Options to Risk Management
Applications of Real Options
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論文 (36件)：
竹澤 直哉. The Stock Return Exposure to Market Sentiment, Market Return Entropy and Price to Book Ratios in the Japanese Equity Market. 南山経営研究. 2023. 37. 3. 337-352
Market Investor Sentiment and Time Varying Betas of Japanese Mutual Funds - A Kalman Filter Estimate of Time Varying Beta and its Long Term Persistence. 南山大学経営学会. 2021. 36. 2. 221-232
竹澤 直哉. The 1980’s Japanese asset price bubble revisited. Reinventing Fi-nancial Services, what consumers expect from fu-ture banks and insurers. 2011. 14,16
A Note Testing Warrant Pricing Models : An Entropy Based Approach. 2003
Credit Lisk of Vertical Keiretsu Fims : Evidence From the. Japanese Automabile Industry Proceeding of 8th Conrention of the East Asian Economic Association. 2002
The Option to Reschedule priority. ROG Conference Proceeding. 2001
THE JAPANESE FINANCE: CORPORATE FINANCE AND CAPITAL MARKETS IN CHANGING JAPAN, International Finance Review, Vol. 4
JAI Elsevier Science 2003
リアルオプション(翻訳)
エコノミスト社 2001
講演・口頭発表等 (41件)：
Systematic Risk Shocks and Analyst Forecasts in Japan
(金融研究会(第12回) 2022)
Systematic Risk Shocks in the Japanese Equity Market
(JFA-PBFJ Special Issue Conference(国際学会) 2022)
Market Investor Sentiment in the Mutual Fund Market - A Kalman Filter Appraoch using Time varying Beta
(日本ファイナンス学会第26回大会 2018)
How Socially Conscious Fund Returns React to Moment Constraints
(YNU-Nanzan Finance Workshop 2017 2017)
How Socially Conscious Fund Returns React to Moment Constraints. -The Sensitivity of the Implied Maximum Entropy Distributions
(日本ファイナンス学会第25回大会プログラム 2017)
