Takao Kobayashi : Citation Profile


Are you Takao Kobayashi?

University of Tokyo

4

H index

3

i10 index

65

Citations

RESEARCH PRODUCTION:

3

Articles

33

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   29 years (1980 - 2009). See details.
   Cites by year: 2
   Journals where Takao Kobayashi has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko401
   Updated: 2020-07-04    RAS profile: 2010-08-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Takao Kobayashi.

Is cited by:

Flåm, Sjur (5)

Ammann, Manuel (2)

Wilde, Christian (2)

Basile, Achille (2)

Graziano, Maria (2)

Volij, Oscar (2)

Pesce, Marialaura (2)

Lee, Darin (2)

Myerson, Roger (1)

Jones, Robert (1)

Veld, Chris (1)

Cites to:

Whited, Toni (3)

Brennan, Michael (3)

Singleton, Kenneth (1)

Duffie, Darrell (1)

Abel, Andrew (1)

Diamond, Douglas (1)

White, Alan (1)

Titman, Sheridan (1)

merton, robert (1)

Hayashi, Fumio (1)

White, Alan (1)

Main data


Where Takao Kobayashi has published?


Journals with more than one article published# docs
International Review of Finance2

Working Papers Series with more than one paper published# docs
CIRJE J-Series / CIRJE, Faculty of Economics, University of Tokyo23
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo10

Recent works citing Takao Kobayashi (2018 and 2017)


YearTitle of citing document
2019An interim core for normal form games and exchange economies with incomplete information: a correction. (2019). Askoura, Youcef. In: Papers. RePEc:arx:papers:1903.09867.

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2019Value-Capture in the Face of Known and Unknown Unknowns. (2019). Schipper, Burkhard ; Ryall, Michael ; Bryan, Kevin. In: Working Papers. RePEc:cda:wpaper:333.

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2017This paper proposes a new approach to style analysis of mutual funds in a general state space framework with particle filtering and generalized simulated annealing (GSA). Speci cally, we regard the ex. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: CARF F-Series. RePEc:cfi:fseres:cf383.

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2018Convertible bond pricing with partial integro-differential equation model. (2018). Yang, Xiaofeng ; Fan, Wenjing ; Xu, Mengna ; Yu, Jinping. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:152:y:2018:i:c:p:35-50.

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2017Contingent conversion convertible bond: New avenue to raise bank capital. (2017). Campolongo, Francesca ; Schoutens, Wim ; de Spiegeleer, Jan ; di Girolamo, Francesca Erica. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500013.

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2017Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372.

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Takao Kobayashi is editor of


Journal
International Review of Finance

Works by Takao Kobayashi:


YearTitleTypeCited
2000The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry In: International Review of Finance.
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article0
2001The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry.(2001) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 0
paper
2003Dynamic Optimality of Yield Curve Strategies* In: International Review of Finance.
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article13
2001Dynamic Optimality of Yield Curve Strategies.(2001) In: CIRJE F-Series.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2004Dynamic Optimality of Yield Curve Strategies.(2004) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1980Equilibrium Contracts for Syndicates with Differential Information. In: Econometrica.
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article22
2000Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion In: CIRJE F-Series.
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paper1
2001Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach In: CIRJE F-Series.
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paper21
2005Style Analysis Based on a General State Space Model and Monte Carlo Filter In: CIRJE F-Series.
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paper5
2007Why some Distressed Firms Have Low Expected Returns In: CIRJE F-Series.
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paper0
2008Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution In: CIRJE F-Series.
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paper0
2009Investment Frictions versus Financing Frictions In: CIRJE F-Series.
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paper0
1998The Work of Fischer Black, Robert Merton, and Myron Scholes, and its Continuing Legacy, In: CIRJE F-Series.
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paper0
2000Value Anomaly and Market Overreaction: Analysis using Earnings Forecast Data(in Japanese) In: CIRJE J-Series.
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paper1
2000Does the Public Offering of Parent and Subsidiary Companies Distort the Market? (in Japanese) In: CIRJE J-Series.
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paper0
2000Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion (in Japanese) In: CIRJE J-Series.
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paper0
2000Cross-shareholdings and Equity Valuation in Japan (in Japanese) In: CIRJE J-Series.
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paper0
2001Earning Forecasts, Earning Surprises and the Value Anomaly(in Japanese) In: CIRJE J-Series.
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paper1
2001Pricing Convertible Bonds with Credit Risk: A Duffie-Singleton Approach (in Japanese) In: CIRJE J-Series.
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paper0
2001Dynamic Optimality of Some Yield Curve Strategies (in Japanese) In: CIRJE J-Series.
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paper0
2001A New Dimension of Equity Analysis and Valuation (in Japanese) In: CIRJE J-Series.
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2003Credit Risk Modeling Approaches(in Japanese) In: CIRJE J-Series.
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2003Valuing Variable Annuities (in Japanese) In: CIRJE J-Series.
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2005Modeling Credit Risk: A Structural Approach with Long-term and Short-term Debts (in Japanese) In: CIRJE J-Series.
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paper0
2006Style Management and Behavioral Finance(in Japanese) In: CIRJE J-Series.
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paper0
2006Rethinking 100% Money: Challenges from New Financial Technology(in Japanese) In: CIRJE J-Series.
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2006The Market Efficiency - 35 years after Fama(in Japanese) In: CIRJE J-Series.
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2006The Critical Weakness of the Japanese Financial System and Its Remedy (in Japanese) In: CIRJE J-Series.
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2007Global Risk Sharing: Toward a stronger Financial System(in Japanese) In: CIRJE J-Series.
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2007A Structural Approach without Path Dependency(in Japanese) In: CIRJE J-Series.
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paper0
2007Closed-form Solution of Bond Prices with Postponement of Redemption(in Japanese) In: CIRJE J-Series.
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2008A Separation Theorem of Active Management and Synthetic Enhanced Active Strategies(in Japanese) In: CIRJE J-Series.
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1997Forecasting Interest Rates using Vasiceks Term Structure Model(in Japanese) In: CIRJE J-Series.
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paper0
1997Cross-sectional Variation of Stock Returns: A Cristal Survey(in Japanese) In: CIRJE J-Series.
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paper0
1997A Theoretical Foundation for Equity Style Management(in Japanese) In: CIRJE J-Series.
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paper1
1998An Economics Contribution that is In-the-Money(in Japanese) In: CIRJE J-Series.
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paper0

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