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Takahashi, Akihiko


 SSRN Author Rank: 1,175 by Downloads
 

University of Tokyo - Graduate School of Economics


 Tokyo
 Japan
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. Takahashi, Akihiko's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
15,689
Total
Citations
125
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
30 Jul 09
Last Revised:
29 Jan 10
5,819
(624)
17

2.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
08 Dec 09
1,939
(4,272)
15

3.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
21 Feb 10
Last Revised:
23 Mar 10
1,395
(7,571)
7

4.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 May 10
1,394
(7,579)
3

5.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
08 Dec 09
1,135
(10,621)
 

6.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
25 Sep 10
663
(23,746)
5

7.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
28 Dec 10
Last Revised:
19 Dec 11
491
(35,665)
8

8.  
Computation in an Asymptotic Expansion Method | Show Abstract | Download This Paper | Open PDF in Browser |
CARF Working Paper Series CARF-F-149
Number of Pages in PDF File: 51
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Toda, Masashi
University of Tokyo - Graduate School of Economics
Posted:
08 Jun 09
Last Revised:
25 Aug 11
442
(40,830)
14

9.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Toda, Masashi
University of Tokyo - Graduate School of Economics
Posted:
19 May 10
232
(85,743)
8

10.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
18 Apr 10
Last Revised:
12 Jan 13
231
(86,133)
1

11.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
27 Oct 09
Last Revised:
23 Apr 12
213
(93,536)
3

12.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Toda, Masashi
University of Tokyo - Graduate School of Economics
Posted:
01 Aug 09
201
(99,020)
 

13.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 Apr 11
170
(115,660)
 

14.  
Pricing Discrete Barrier Options under Stochastic Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
CARF Working Paper Series No. CARF-F-210
Number of Pages in PDF File: 19
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
05 Apr 10
Last Revised:
25 Aug 11
121
(153,823)
6

15.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
10 Dec 11
110
(165,086)
1

16.  
Hedging European Derivatives with the Polynomial Variance Swap Under Uncertain Volatility Environments | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Theoretical and Applied Finance, Vol. 14, No. 4, 2011
Number of Pages in PDF File: 23
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
22 Oct 09
Last Revised:
20 Jul 11
104
(171,830)
 

17.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
22 Apr 12
103
(172,996)
4

18.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
23 Aug 11
Last Revised:
23 Dec 11
99
(177,863)
 

19.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
92
(186,763)
7

20.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
13 Apr 12
Last Revised:
01 Dec 14
84
(197,877)
5

21.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro
University of Tokyo - Graduate School of Economics
Posted:
24 Jan 13
Last Revised:
24 Aug 14
79
(205,566)
 

22.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
02 Jun 11
Last Revised:
23 Jan 12
79
(205,566)
7

23.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
29 Dec 13
74
(213,635)
 

24.  
New Unifi ed Computational Algorithm in a High-Order Asymptotic Expansion Scheme | Show Abstract | Download This Paper | Open PDF in Browser |
Proceedings of 2009 KIER-TMU International Workshop on Financial Engineering, Forthcoming
Number of Pages in PDF File: 17
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Toda, Masashi
University of Tokyo - Graduate School of Economics
Posted:
21 Mar 10
67
(225,671)
 

25.  
An Asymptotic Expansion Approach in Finance | Show Abstract | Download This Paper | Open PDF in Browser |
CARF Working Paper Series No. CARF-F-102
Number of Pages in PDF File: 23
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
56
(247,429)
2

26.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Sato, Seisho
The Graduate University for Advanced Studies - The Institute of Statistical Mathematics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
26 Nov 12
47
(267,950)
2

27.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
05 Feb 12
Last Revised:
06 Feb 12
47
(267,950)
5

28.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro
University of Tokyo - Graduate School of Economics
Posted:
08 Apr 11
Last Revised:
23 Jan 13
47
(267,950)
 

29.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
02 Sep 13
Last Revised:
08 Nov 14
36
(297,204)
1

30.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
16 Jun 13
Last Revised:
24 Nov 13
36
(297,204)
1

31.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
23 Nov 13
Last Revised:
12 May 15
34
(303,178)
 

32.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 Jan 14
Last Revised:
26 Jul 14
31
(312,745)
1

33.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
02 Sep 13
Last Revised:
08 Nov 14
14
(384,238)
2

34.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
25 Aug 15
4
(428,577)
 

35.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
23 Apr 11
 

36.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
23 Apr 11
 

37.  
Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment | Show Abstract |
International Journal of Theoretical and Applied Finance (IJTAF), Vol. 13, No. 2, pp. 335-354, 2010
Yamamoto, Kyo
GCI Asset Management, Inc.
Sato, Seisho
The Graduate University for Advanced Studies - The Institute of Statistical Mathematics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
08 Jun 10
Last Revised:
09 Jun 10
 

38.  
A New Hedge Fund Replication Method with the Dynamic Optimal Portfolio | Show Abstract |
Global Journal of Business Research, Vol. 4, No. 4, pp. 23-34, 2010
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
30 Mar 10
Last Revised:
11 Dec 10
 

39.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
24 Jun 09
 

40.  
Fourier Transform Method with an Asymptotic Expansion Approach: An Application to Currency Options | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol.11, No. 4, pp.381-401, December 2008
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
23 Jun 09
 

41.  
Hedge Fund Replication | Show Abstract |
THE RECENT TREND OF HEDGE FUND STRATEGIES, Chapter 2, pp. 57-95
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
18 Jun 09
Last Revised:
07 Nov 10
 

42.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
Last Revised:
10 Apr 10
 

43.  
Yamamoto, Kyo
GCI Asset Management, Inc.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
Last Revised:
10 Nov 09
 

44.  
Selection and Performance Analysis of Asia-Pacific Hedge Funds | Show Abstract |
Journal of Alternative Investments, Vol. 10, No. 3, 2007
Hakamada, Takeshi
GCI Asset Management, Inc.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
17 Jun 09
 

45.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
15 Jun 09
Last Revised:
20 Feb 13
 


Records 1 - 45 of 45 matches
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