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Akihiko Takahashi

SSRN Author Rank: 1,236 by Downloads and 4,404 by Citations

 

University of Tokyo - Graduate School of Economics


 Tokyo
 Japan
 email address

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. Akihiko Takahashi's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
16,627
Total
Citations
118
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
5,824
(701)
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
1,951
(4,312)
14

3.  
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
1,405
(7,161)
3

4.  
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
1,404
(7,837)
5

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
1,138
(11,251)
 

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
666
(24,012)
4

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
494
(37,462)
7

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
445
(39,595)
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
236
(89,079)
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
232
(89,079)
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
216
(100,319)
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
202
(107,005)
 

13.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 Apr 11
170
(123,349)
 

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
(164,346)
6

15.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
10 Dec 11
111
(179,430)
1

16.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
22 Apr 12
108
(165,380)
4

17.  
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
(187,899)
 

18.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
23 Aug 11
Last Revised:
23 Dec 11
99
(179,430)
 

19.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
92
(202,657)
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
(214,459)
4

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
(194,425)
 

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
(224,197)
6

23.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
29 Dec 13
76
(208,462)
 

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
(247,916)
 

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
(264,830)
2

26.  
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
48
(281,180)
 

27.  
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
(281,180)
2

28.  
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
(291,155)
5

29.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
02 Sep 13
Last Revised:
08 Nov 14
36
(299,245)
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
(322,548)
1

31.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
23 Nov 13
Last Revised:
12 May 15
35
(313,343)
 

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
(335,342)
1

33.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
Hitotsubashi University
Posted:
02 Sep 13
Last Revised:
08 Nov 14
15
(389,638)
2

34.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
25 Aug 15
Last Revised:
07 Sep 15
14
(325,618)
 

35.  
Saito, Taiga
Financial Research Center (FSA Institute)
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
19 May 16
0
(447,655)
 

36.  
Saito, Taiga
Financial Research Center (FSA Institute)
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Tsuda, Hiroshi
Doshisha University
Posted:
27 Jan 16
Last Revised:
22 Mar 16
0
(452,312)
 

37.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
20 Dec 15
0
(413,741)
 

38.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
02 Nov 15
0
(361,959)
 

39.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
13 Oct 15
Last Revised:
19 Dec 15
0
(380,123)
 

40.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
23 Apr 11
 

41.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
23 Apr 11
 

42.  
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
 

43.  
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
 

44.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
24 Jun 09
 

45.  
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
 

46.  
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
 

47.  
Yamamoto, Kyo
GCI Asset Management, Inc.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
Last Revised:
10 Nov 09
 

48.  
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
 

49.  
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
 

50.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
15 Jun 09
Last Revised:
20 Feb 13
 


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