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IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS

Journal of the Operations Research Society of Japan, 2024/01/31, Vol.67(1), pp.18-36

Kusuda, Koji

2024

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Age-dependent robust strategic asset allocation with inflation–deflation hedging demand

Mathematics and financial economics, 2024-07

2024

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Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk

Mathematics and financial economics, 2022-07, Vol.16 (3), p.509-537

2022

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Failure mechanisms and bearing capacities of reinforced foundations

Geotextiles and geomembranes, 2001-04, Vol.19 (3), p.127-162

2001

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FORECAST OF THE NUMBER OF WORKERS IN THE ACCOMMODATION AND FOOD SERVICES INDUSTRY CONTRIBUTING TO EBPM OF COVID-19

Transactions of the Operations Research Society of Japan, 2021, Vol.64, pp.175-203

2021

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APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH HOMOTHETIC ROBUST UTILITY

Transactions of the Operations Research Society of Japan, 2019, Vol.62, p.71-89

2019

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APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH HOMOTHETIC ROBUST UTILITY

Transactions of the Operations Research Society of Japan, 2019, Vol.62, pp.71-89

2019

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APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH EPSTEIN-ZIN UTILITY

Transactions of the Operations Research Society of Japan, 2019, Vol.62, pp.23-53

2019

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APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH EPSTEIN-ZIN UTILITY

Transactions of the Operations Research Society of Japan, 2019, Vol.62, p.23-53

2019

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コロナ禍のEBPMに資する宿泊・飲食サービス業の就業者数予測

日本オペレーションズ・リサーチ学会和文論文誌, 2021, Vol.64, pp.175-203

2021

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Term structure models of interest rates with jump -diffusion information: Equilibrium, CAPM, and derivative asset pricing

Kusuda, Koji

2003

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Excision of a large abdominal wall lipoma improved bowel passage in a Proteus syndrome patient

World journal of gastroenterology : WJG, 2009-07, Vol.15 (26), p.3312-3314

2009

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相似拡大的頑健効用投資家の消費と長期証券投資の最適化問題に対する近似解析解

日本オペレーションズ・リサーチ学会和文論文誌, 2019, Vol.62, pp.71-89

2019

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Epstein-Zin効用に基づく消費と長期証券投資の最適化問題に対する近似解析解

日本オペレーションズ・リサーチ学会和文論文誌, 2019, Vol.62, pp.23-53

2019

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Persistent Expression of Recipient-type ABH Antigen after ABO-incompatible Allogeneic Hematopoietic Stem Cell Transplantation

Internal Medicine, 2022/06/15, Vol.61(12), pp.1887-1890

2022

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Chronic liver graft-versus-host disease in allogeneic hematopoietic stem cell transplantation recipients during tapering or after stopping calcineurin inhibitors

International journal of hematology, 2021-12, Vol.114 (6), p.674-681

2021

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Palivizumab Prophylaxis in Preterm Infants and Subsequent Recurrent Wheezing. Six-Year Follow-up Study

American journal of respiratory and critical care medicine, 2017-07, Vol.196 (1), p.29-38

2017

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Whole-genome sequencing of liver cancers identifies etiological influences on mutation patterns and recurrent mutations in chromatin regulators

Nature genetics, 2012-07, Vol.44 (7), p.760-764

2012

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Negative impact of chronic graft-versus-host disease and glucocorticoid on the recovery of physical function after allogeneic hematopoietic stem cell transplantation

Bone marrow transplantation (Basingstoke), 2019-07, Vol.54 (7), p.994-1003

2019

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Reduction of N-glycolylneuraminic acid in human induced pluripotent stem cells generated or cultured under feeder- and serum-free defined conditions

PloS one, 2010-11, Vol.5 (11), p.e14099

2010

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High Blood Pressure After Acute Ischemic Stroke Is Associated With Poor Clinical Outcomes: Fukuoka Stroke Registry

Hypertension (Dallas, Tex. 1979), 2014-01, Vol.63 (1), p.54-60

2014

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Surgical resection for persistent localized pulmonary fungal infection prior to allogeneic hematopoietic stem cell transplantation: Analysis of six cases

Journal of infection and chemotherapy : official journal of the Japan Society of Chemotherapy, 2020-02, Vol.26 (2), p.175-180

2020

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Features of repertoire diversity and gene expression in human cytotoxic T cells following allogeneic hematopoietic cell transplantation

Communications biology, 2021-10, Vol.4 (1), p.1177-1177, Article 1177

2021

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Increased CD83 expression of CD34-positive monocytes in donors during peripheral blood stem cell mobilization in humans

Scientific reports, 2019-11, Vol.9 (1), p.16499-10, Article 16499

2019

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Impact of chorioamnionitis on short- and long-term outcomes in very low birth weight preterm infants: the Neonatal Research Network Japan

The journal of maternal-fetal & neonatal medicine, 2016-01, Vol.29 (2), p.331-337

2016

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IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS

Age-dependent robust strategic asset allocation with inflation–deflation hedging demand

Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk

Failure mechanisms and bearing capacities of reinforced foundations

FORECAST OF THE NUMBER OF WORKERS IN THE ACCOMMODATION AND FOOD SERVICES INDUSTRY CONTRIBUTING TO EBPM OF COVID-19

APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH HOMOTHETIC ROBUST UTILITY

APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH HOMOTHETIC ROBUST UTILITY

APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH EPSTEIN-ZIN UTILITY

APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH EPSTEIN-ZIN UTILITY

コロナ禍のEBPMに資する宿泊・飲食サービス業の就業者数予測

Term structure models of interest rates with jump -diffusion information: Equilibrium, CAPM, and derivative asset pricing

Excision of a large abdominal wall lipoma improved bowel passage in a Proteus syndrome patient

相似拡大的頑健効用投資家の消費と長期証券投資の最適化問題に対する近似解析解

Epstein-Zin効用に基づく消費と長期証券投資の最適化問題に対する近似解析解

Persistent Expression of Recipient-type ABH Antigen after ABO-incompatible Allogeneic Hematopoietic Stem Cell Transplantation

Chronic liver graft-versus-host disease in allogeneic hematopoietic stem cell transplantation recipients during tapering or after stopping calcineurin inhibitors

Palivizumab Prophylaxis in Preterm Infants and Subsequent Recurrent Wheezing. Six-Year Follow-up Study

Whole-genome sequencing of liver cancers identifies etiological influences on mutation patterns and recurrent mutations in chromatin regulators

Negative impact of chronic graft-versus-host disease and glucocorticoid on the recovery of physical function after allogeneic hematopoietic stem cell transplantation

Reduction of N-glycolylneuraminic acid in human induced pluripotent stem cells generated or cultured under feeder- and serum-free defined conditions

High Blood Pressure After Acute Ischemic Stroke Is Associated With Poor Clinical Outcomes: Fukuoka Stroke Registry

Surgical resection for persistent localized pulmonary fungal infection prior to allogeneic hematopoietic stem cell transplantation: Analysis of six cases

Features of repertoire diversity and gene expression in human cytotoxic T cells following allogeneic hematopoietic cell transplantation

Increased CD83 expression of CD34-positive monocytes in donors during peripheral blood stem cell mobilization in humans

Impact of chorioamnionitis on short- and long-term outcomes in very low birth weight preterm infants: the Neonatal Research Network Japan

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