Research keywords (2)：
financial economics
, financial engineering
Research theme for competitive and other funds (15)：
2003 - 現在 quantitative analysis of financial markets
2023 - 2028 金融システムの安定化に関する研究
2023 - 2026 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
2020 - 2025 Mathematical System of Tourism Science and Its Validity
2020 - 2023 The Effect of High Frequency Trading on the Welfare of Participants in Financial Markets
2018 - 2021 Risk Management of Reinsurance Networks and Bailout in Insurance System
2017 - 2020 Theoretical Study on the Development of Advanced Financial Technologies
2015 - 2018 Studies on the financial risk management and the public fund distribution under systemic risks
2013 - 2018 Equilibrium analysis of financial markets with transaction costs
2017 - 2018 Evaluation method for the investment in infrastructure business
2016 - 2018 派生証券の証券持合い構造が金融市場の脆弱性に与える影響に関する研究
2014 - 2017 The analysis of the effect of regime uncertainty on financial markets
2011 - 2014 An unified evaluation model for the financial systemic risk under financial crisis
2011 - 2013 Analysis of heterogeneous agents in financial markets
2006 - 2008 Development of risk management system for large-scale portfolio
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Papers (23)：
Takaki Hayashi, Katsumasa Nishide. Strategic liquidity provision in high-frequency trading. International Review of Financial Analysis. 2024. 93. 103168-103168
Takeshi Ebina, Katsumasa Nishide. Sequential product positioning and entry timing under differential costs in a continuous-time model. Annals of Operations Research. 2023. 332. 1-3. 277-301
Takeshi Ebina, Yuya Kumakura, Katsumasa Nishide. Hostile takeovers or friendly mergers? Real options analysis. Journal of Corporate Finance. 2022. 77. 102292-102292
Takeshi Ebina, Noriaki Matsushima, Katsumasa Nishide. Demand uncertainty, product differentiation, and entry timing under spatial competition. European Journal of Operational Research. 2022. 303. 1. 286-297
Katsumasa Nishide, Yuan Tian. Brokered versus dealer markets: Impact of proprietary trading with transaction fees. International Review of Financial Analysis. 2022. 81. 101371-101371
Handbooks in Operations Research and Management Science: Financial Engineering (Translation)
2009
金融工学事典
朝倉書店 2004
Lectures and oral presentations (41)：
Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications
(Winter Workshop on Operations Research, Finance and Mathematics, 2024 2024)
Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications
(Vietnam Symposium in Banking and Finance 2023 2023)
Competition in Liquidity Provision: Analysis of High-Frequency Market-Making and Policy Implications
(2023 Japanese Economic Association Autumn Meeting 2023)
Optimal Timing of Periodic Asset Renovations with Decreasing- Trend Cashflows: A Real Options Analysis
(The 2023 Fall National Conference of Operations Research Society of Japan 2023)
Hostile Takeovers or Friendly Mergers? Real Options Analysis
(Ryukyu Hokkaido Workshopp 2023)
