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Publications by Toshiki Honda

Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns

Journal of Economic Dynamics and Control

Applied Mathematics

English

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Optimal Portfolio Choice Under Regime Switching, Skew and Kurtosis Preferences

SSRN Electronic Journal

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Growth Optimal Portfolio for Unobservable Markov-Modulated Markets

International Journal of Mathematics in Operational Research

Decision Sciences

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Characteristic-Based Mean-Variance Portfolio Choice

Journal of Banking and Finance

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Safety First Portfolio Choice Based on Financial and Sustainability Returns

European Journal of Operational Research

Information Systems

Management Science

Computer Science

Operations Research

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Euler-Maruyama Approximation for Mean-Reverting Regime Switching CEV Process

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Optimal Dividend Distribution Under Markov Regime Switching

Finance and Stochastics

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Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice

Quarterly Journal of Finance

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Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice

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Optimal Portfolio Choice When Utility Depends on Health

International Journal of Economic Theory

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