刈屋武昭
論文 > 金融工学・不動産分析・リアルオプション・リスクマネジメント関係

Takeaki Kariya, Hideyuki Takada, and Yoshiro Yamamura “Tenant Portfolio Selection for Managing a Shopping Center,” International Real Estate Review, Vol.26 No.2, 143-171, 2023.
Takeaki Kariya, Yoshiro Yamamura, and Kouji Inui “Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities,” Journal of Risk and Financial Management, 12, 124(1-29), 2019.
Takeaki Kariya and Sonoko Hacchoji “Optimal combinations of character of a superior and his/her subordinate in view of transforming business-front Information into Value,” Journal of Contemporary Management, 71-91, 2017.
Takeaki Kariya, Yoko Tanokura, Hideyuki Takada, and Yoshiro Yamamura. “Measuring Credit Risk of Individual Corporate Bonds in US Energy Sector,” Asia-Paciﬁc Financial Markets 23: 229–62, 2016.
Takeaki Kariya, Yoshiro Yamamura, and Z. Wang. “Empirically eﬀective bond pricing model for USGBs and analysis on term structures of implied interest rates financial crisis,’” Communications in Statistics --Theory and Methods 45: 1580–1606, 2016.
Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura, and Zhu Wang. “Credit risk analysis on Euro Government bonds–term structures of default probabilities,” Asia-Paciﬁc Financial Markets 22: 397–427, 2015.
Takeaki Kariya, “A CB (corporate bond) pricing model for deriving default probabilities and recovery rates,” Advances in Modern Statistical Theory and Applications: A Festschrift in honor of Morris L. Eaton. Institute of Mathematical Statistics, 2013.
Takeaki Kariya, Jingsui Wang, Zhu Wang, Eiichi Doi, and Yoshiro Yamamura, “Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis,” Asia-Pacific Financial Markets  Springer  19, 321-350, 2012.
Takeaki Kariya, Fumiaki Ushiyama, and Stanley Pliska, “A three-factor model for mortgage-backed securities,”  Managerial Finance, 37, 1068-1087, 2011.
Takeaki Kariya,” Weather risk swap valuation,” Managerial Finance, 37, 995-1010, 2011.
Kenji Kamizono, Takeaki Kariya, Regina Liu and Y.Nakatsuma, “A New Control Variate Estimator for Asian Option,”  Asia-Pacific Financial Market 11, 143-160, 2005.
Takeaki Kariya, Yasuyuki Kato, T. Uchiyama and T. Suwabe, “Tenant Management and Lease Valuation for Retail Property: A Real Option Approach,”  International Real Estate Review, Vol.8 No.1,44-82, 2002.
Takeaki Kariya and Masaaki Kobayashi,  “Pricing Mortgage-Backed Securities (MBS); A model Describing the Burnout Effect,”  Asia-Pacific Financial Markets, 7, 189-204, 2000.
Takeaki Kariya and Hiroshi, “CB-Time Dependent Markov Model for Pricing  Convertible Bonds,” Asia-Pacific Financial Markets. 7, 239-259, 2000.
Takeaki Kariya and Hiroshi Tsuda, “Prediction of individual bond prices via the TDM model,”　Modelling and Prediction (ed. by J.C. Lee, W.O. Johnson and A. Zellner), Springer, 350-363.
Kamizono, K. and Kariya, “An implementation of the Heath, Jarrow and Morton model with applications to Japanese futures data,” Financial Engineering and the Japanese Markets 3, 151-170, 1996.
Takeaki Kariya, Yoshihiko Tsukuda, Junko Maru, Yumiko Matsue, and Omaki, K. “An extensive analysis on the Japanese Markets via S.Taylor's model,” Financial Engineering and the Japanese Markets 2, 15-87, 1995.