Rchr
J-GLOBAL ID:201601011339281632   Update date: Aug. 30, 2020

Yagi Kyoko

ヤギ キヨウコ | Yagi Kyoko
Research field  (2): Social systems engineering ,  Money and finance
Research keywords  (3): Computational Finance ,  Corporate Finance ,  Financial Engineering
Research theme for competitive and other funds  (5):
  • 2015 - 2019 Develop a new contract policy to reduce supply risk using mathematical model
  • 2015 - 2018 Studies on the financial risk management and the public fund distribution under systemic risks
  • 2013 - 2016 An investment decision model about managerial compensation and capital structure
  • 2010 - 2013 Studies on the investment decisions with convertible debt financing
  • 2007 - 2009 Studies on the valuation model of new financial derivatives and itsapplications
Papers (14):
  • Kimitoshi Sato, Kyoko Yagi, Masahito Shimazaki. A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-Price and Shortage Penalty Contracts. Asia-Pacific Journal of Operational Research. 2018. 35. 06. 1850040-1850040
  • Katsumasa Nishide, Kyoko Yagi. Investment under regime uncertainty: Impact of competition and preemption. INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION. 2016. 45. 47-58
  • Kyoko Yagi, Katsushige Sawaki. The Valuation of Callable Moving Strike Convertible Bonds. Journal of Japan Society of Business Mathematics. 2013. 34. 1/2. 19-32
  • Kyoko Yagi, Ryuta Takashima. The impact of convertible debt financing on investment timing. ECONOMIC MODELLING. 2012. 29. 6. 2407-2416
  • Kyoko Yagi, Ryuta Takashima. Convertible Subordinated Debt Financing and Optimal Investment Timing. Proceedings of 2011 Asian Conference of Management Science & Applications. 2011. 1507-1514
more...
MISC (11):
  • Teruyoshi Suzuki, Kyoko Yagi. Analysis on the Optimal Default Boundaries where Firm's Cross-ownership of Debts and Equities is Present. RIMS Kokyuroku. 2015. 1933. 22-31
  • Kyoko Yagi, Ryuta Takashima. Do executive stock options affect corporate financing decisions?. 2015. 236-243
  • Ryuta Takashima, Kyoko Yagi. Project Financing for Investments in Energy Technologies. RIMS Kokyuroku. 2014. 1886. 165-180
  • Kyoko Yagi, Ryuta Takahsima. Investment Decisions and Debt Priority Structure : Straight Debt and Convertible Debt. RIMS Kokyuroku. 2014. 1886. 131-145
  • Katsumasa Nishide, Kyoko Yagi. Competition and the Bad News Principle in a Real Options Framework. 2014. 5. 10-13
more...
Books (1):
  • Real Options Analysis, Nova Science Publishers
    Nova Science Publishers 2011
Education (1):
  • 1998 - 2002 Nanzan University Faculty of Business Administration
Work history (8):
  • 2020/04 - 現在 Tokyo Metropolitan University
  • 2018/04 - 2020/03 Tokyo Metropolitan University
  • 2015/10 - 2018/03 Tokyo Metropolitan University
  • 2016/09 - 2016/11 Tokyo Institute of Technology
  • 2010/04 - 2015/09 Akita Prefectural University
Show all
Association Membership(s) (5):
JAPAN SOCIETY OF BUSINESS MATHEMATICS ,  THE JAPAN ASSOCIATION OF REAL OPTIONS AND STRATEGY ,  THE OPERATIONS RESEARCH SOCIETY OF JAPAN ,  NIPPON FINANCE ASSOCIATION ,  JAPAN FINANCE ASSOCIATION
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

Return to Previous Page