Kiyoshi Suzuki : Citation Profile


Are you Kiyoshi Suzuki?

Hitotsubashi University (50% share)
Hitotsubashi University (50% share)

2

H index

1

i10 index

14

Citations

RESEARCH PRODUCTION:

3

Articles

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 0
   Journals where Kiyoshi Suzuki has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 2 (12.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu627
   Updated: 2021-11-28    RAS profile: 2021-10-09    
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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 Kiyoshi Suzuki.

Is cited by:

Xepapadeas, Anastasios (3)

Kamarianakis, Yiannis (3)

TANKOV, PETER (1)

Fabozzi, Frank (1)

Cites to:

Metcalf, Gilbert (4)

hassett, kevin (4)

Tsekrekos, Andrianos (2)

Bayraktar, Erhan (2)

Dixit, Avinash (2)

merton, robert (1)

Engle, Robert (1)

Rouwenhorst, K. (1)

Constantinides, George (1)

Goetzmann, William (1)

Granger, Clive (1)

Main data


Where Kiyoshi Suzuki has published?


Journals with more than one article published# docs
Quantitative Finance2

Recent works citing Kiyoshi Suzuki (2021 and 2020)


YearTitle of citing document
2020A closed-form solution for optimal mean-reverting trading strategies. (2020). de Prado, Marcos Lopez ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.10502.

Full description at Econpapers || Download paper

2020Pairs Trading with Nonlinear and Non-Gaussian State Space Models. (2020). Zhang, Guang. In: Papers. RePEc:arx:papers:2005.09794.

Full description at Econpapers || Download paper

2020Automated portfolio rebalancing: Automatic erosion of investment performance?. (2020). Oehler, Andreas ; Horn, Matthias. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:6:d:10.1057_s41260-020-00183-0.

Full description at Econpapers || Download paper

Works by Kiyoshi Suzuki:


YearTitleTypeCited
2021Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article0
2018Optimal pair-trading strategy over long/short/square positions—empirical study In: Quantitative Finance.
[Full Text][Citation analysis]
article3
2004Optimal tracking for asset allocation with fixed and proportional transaction costs In: Quantitative Finance.
[Full Text][Citation analysis]
article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team