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Details about Kiyoshi Suzuki

Workplace:Management Innovation Research Center, School of Business Administration, Business School, Hitotsubashi University, (more information at EDIRC)
Graduate School of International Corporate Strategy, Business School, Hitotsubashi University, (more information at EDIRC)

Access statistics for papers by Kiyoshi Suzuki.

Last updated 2021-10-09. Update your information in the RePEc Author Service.

Short-id: psu627


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Journal Articles

2021

  1. Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach
    Mathematics of Operations Research, 2021, 46, (1), 336-360 Downloads

2018

  1. Optimal pair-trading strategy over long/short/square positions—empirical study
    Quantitative Finance, 2018, 18, (1), 97-119 Downloads View citations (2)

2004

  1. Optimal tracking for asset allocation with fixed and proportional transaction costs
    Quantitative Finance, 2004, 4, (2), 233-243 Downloads View citations (13)
 
Page updated 2021-11-09