Miyahara, Yoshio Both sensitive value measure and its applications. (English) Zbl 1497.91345 Asia-Pac. Financ. Mark. 29, No. 2, 357-379 (2022). MSC: 91G70 PDFBibTeX XMLCite \textit{Y. Miyahara}, Asia-Pac. Financ. Mark. 29, No. 2, 357--379 (2022; Zbl 1497.91345) Full Text: DOI
Miyahara, Yoshio Inner rate of risk aversion (IRRA) and its applications to investment selection. (English) Zbl 1454.91230 Asia-Pac. Financ. Mark. 27, No. 2, 193-212 (2020). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{Y. Miyahara}, Asia-Pac. Financ. Mark. 27, No. 2, 193--212 (2020; Zbl 1454.91230) Full Text: DOI
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan. (English) Zbl 1454.91249 Asia-Pac. Financ. Mark. 27, No. 2, 155-174 (2020). MSC: 91G15 PDFBibTeX XMLCite \textit{J. Hodoshima} et al., Asia-Pac. Financ. Mark. 27, No. 2, 155--174 (2020; Zbl 1454.91249) Full Text: DOI
Miyahara, Yoshio Geometric Lévy process & MEMM pricing model and related estimation problems. (English) Zbl 1070.91012 Asia-Pac. Financ. Mark. 8, No. 1, 45-60 (2001). Reviewer: Petre Stavre (Craiova) MSC: 91B24 91B28 PDFBibTeX XMLCite \textit{Y. Miyahara}, Asia-Pac. Financ. Mark. 8, No. 1, 45--60 (2001; Zbl 1070.91012) Full Text: DOI
Miyahara, Yoshio Minimal entropy martingale measures of jump type price processes in incomplete assets markets. (English) Zbl 1153.91549 Asia-Pac. Financ. Mark. 6, No. 2, 97-113 (1999). MSC: 91B28 60J65 PDFBibTeX XMLCite \textit{Y. Miyahara}, Asia-Pac. Financ. Mark. 6, No. 2, 97--113 (1999; Zbl 1153.91549) Full Text: DOI