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Details about Takao Kobayashi

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Workplace:Faculty of Economics, University of Tokyo, (more information at EDIRC)

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Last updated 2010-08-04. Update your information in the RePEc Author Service.

Short-id: pko401


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Working Papers

2009

  1. Investment Frictions versus Financing Frictions
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads

2008

  1. "A Separation Theorem of Active Management and Synthetic Enhanced Active Strategies"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads

2007

  1. "A Structural Approach without Path Dependency"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. "Closed-form Solution of Bond Prices with Postponement of Redemption"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. "Global Risk Sharing: Toward a stronger Financial System"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  4. Why some Distressed Firms Have Low Expected Returns"
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo

2006

  1. "Rethinking '100% Money': Challenges from New Financial Technology"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. "Style Management and Behavioral Finance"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. "The Critical Weakness of the Japanese Financial System and Its Remedy "(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  4. "The Market Efficiency - 35 years after Fama"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads

2005

  1. "Modeling Credit Risk: A Structural Approach with Long-term and Short-term Debts" (in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. Style Analysis Based on a General State Space Model and Monte Carlo Filter
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (5)

2004

  1. Dynamic Optimality of Yield Curve Strategies
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2001) View citations (10)

    See also Journal Article in International Review of Finance (2003)

2003

  1. "Credit Risk Modeling Approaches"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. "Valuing Variable Annuities" (in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads

2001

  1. "A New Dimension of Equity Analysis and Valuation" (in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. "Dynamic Optimality of Some Yield Curve Strategies" (in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. "Earning Forecasts, Earning Surprises and the Value Anomaly"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (1)
  4. "Pricing Convertible Bonds with Credit Risk: A Duffie-Singleton Approach "(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  5. Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (21)
  6. The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    See also Journal Article in International Review of Finance (2000)

2000

  1. "Cross-shareholdings and Equity Valuation in Japan "(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. "Does the Public Offering of Parent and Subsidiary Companies Distort the Market?" (in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. "Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion" (in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  4. "Value Anomaly and Market Overreaction: Analysis using Earnings Forecast Data"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  5. Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (1)

1998

  1. "An Economics Contribution that is In-the-Money"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. The Work of Fischer Black, Robert Merton, and Myron Scholes, and its Continuing Legacy
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (1)

1997

  1. "A Theoretical Foundation for Equity Style Management"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (1)
  2. "Cross-sectional Variation of Stock Returns: A Cristal Survey"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. "Forecasting Interest Rates using Vasicek's Term Structure Model"(in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads

Journal Articles

2003

  1. Dynamic Optimality of Yield Curve Strategies*
    International Review of Finance, 2003, 4, (1‐2), 49-78 Downloads View citations (3)
    See also Working Paper (2004)

2000

  1. The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry
    International Review of Finance, 2000, 1, (4), 295-315 Downloads
    See also Working Paper (2001)

1980

  1. Equilibrium Contracts for Syndicates with Differential Information
    Econometrica, 1980, 48, (7), 1635-65 Downloads View citations (22)

Editor

  1. International Review of Finance
    International Review of Finance Ltd.
 
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