2
H index
1
i10 index
18
Citations
Hitotsubashi University (50% share) | 2 H index 1 i10 index 18 Citations RESEARCH PRODUCTION: 3 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Quantitative Finance | 2 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2021 | Infinite-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] | article | 0 |
2018 | Optimal pair-trading strategy over long/short/square positions—empirical study In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
2004 | Optimal tracking for asset allocation with fixed and proportional transaction costs In: Quantitative Finance. [Full Text][Citation analysis] | article | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team