Ohnishi Masamitsu

Masamitsu Ohnishi

Information about the author Masamitsu Ohnishi will soon be added to the site.
Found 4 papers in total
The comparative statics on asset prices based on bull and bear market measure
The comparative statics on asset prices based on bull and bear market measure
2006
For single-period complete financial asset markets with representative investors, we...
An impulse control of a geometric Brownian motion with quadratic costs
An impulse control of a geometric Brownian motion with quadratic costs
2006
We examine an optimal impulse control problem of a stochastic system whose state...
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
1993
In this paper, the authors first define risk in an axiomatic way and a class of...
Optimal strategies for some team games
Optimal strategies for some team games
1992
Consider a game between teams A and B, consisting of a sequence of matches, where each...
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