Quantitative Finance
F-series
Date：
Number：CARF-F-601
Working Papers
Detailed Search
Items 1 to 50 of 677
Quantitative Finance
F-series
Date：
Number：CARF-F-600
Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations “Forthcoming in PLOS ONE”
Quantitative Finance
F-series
Date：
Number：CARF-F-599
Super-Long Discount Rates for Insurers in Incomplete Markets with Bond Supply Control
Quantitative Finance
F-series
Date：
Number：CARF-F-598
Asymptotic Expansion and Weak Approximation – Application of Malliavin Calculus and Deep Learning –(Forthcoming in JSS Research Series in Statistics, a subseries of SpringerBriefs in Statistics.)
The Financial SystemMacrofinance
F-series
Date：
Number：CARF-F-597
Credit Market Tightness and Zombie Firms: Theory and Evidence
Macrofinance
F-series
Date：
Number：CARF-F-596
COVID-19 Infection and Its Labor Supply Impact: Evidence from a Large-scale Survey in Japan
Macrofinance
F-series
Date：
Number：CARF-F-595
Quarantine and Its Scar on Labor
Quantitative Finance
F-series
Date：
Number：CARF-F-594
Mean-field equilibrium price formation with exponential utility (Forthcomin in Stochastics and Dynamics)
Accounting
F-series
Date：
Number：CARF-F-593
Do managers really disclose bad news early? Examination of management forecast in Japan’s effectively mandated disclosure
Quantitative Finance
F-series
Date：
Number：CARF-F-592
New approaches of the DCC-GARCH residual: Application to foreign exchange rates
Macrofinance
F-series
Date：
Number：CARF-F-591
On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs
Accounting
F-series
Date：
Number：CARF-F-590
Short selling threats and management disclosure behavior: Evidence from the effect of disclosure of short interest on peer firms’ management forecasts
Accounting
F-series
Date：
Number：CARF-F-589
How does delegated main bank monitoring substitute for accounting information in the bond market?
Quantitative Finance
F-series
Date：
Number：CARF-F-588
A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators
Quantitative Finance
F-series
Date：
Number：CARF-F-587
Mean field equilibrium asset pricing model with habit formation (Forthcoming in Asia-Pacific Financial Markets)
Quantitative Finance
F-series
Date：
Number：CARF-F-586
Realised Volatility Moments Implied by Asset Options
Macrofinance
F-series
Date：
Number：CARF-F-585
Three Years of COVID-19-related School Restrictions and Mental Health of Children and Adolescents in Japan
Macrofinance
F-series
Date：
Number：CARF-F-584
Optimal Vaccine Allocation Strategy: Theory and Application to the Early Stage of COVID-19 in Japan
Macrofinance
F-series
Date：
Number：CARF-F-583
COVID-19 Risk Perceptions in Japan: A Cross Sectional Study
Macrofinance
F-series
Date：
Number：CARF-F-582
Monthly Prefecture-Level GDP in Japan
Macrofinance
F-series
Date：
Number：CARF-F-581
Bilateral Lucas Paradox
The Financial System
F-series
Date：
Number：CARF-F-580
Loan Screening When Banks Have Superior Information Technology
The Financial SystemMacrofinance
Date：
Number：CARF-F-579
Design of a CBDC in a Highly Dollarized Emerging Market Economy: The Case of Cambodia
Quantitative Finance
F-series
Date：
Number：CARF-F-578
Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market
Quantitative Finance
F-series
Date：
Number：CARF-F-577
Semistatic robust utility indifference valuation and robust integral functionals
Quantitative Finance
F-series
Date：
Number：CARF-F-576
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Forthcoming in “Insurance: Mathematics and Economics”)
Quantitative Finance
F-series
Date：
Number：CARF-F-575
Multi-agent Robust Optimal Investment Problem in Incomplete Market
Macrofinance
F-series
Date：
Number：CARF-F-574
Financial Innovations, Taxes, and the Growth of Finance
The Financial System
F-series
Date：
Number：CARF-F-573
Preventing Global Catastrophes
The Financial System
F-series
Date：
Number：CARF-F-572
State Ownership, Political Connection, and Innovation Subsidies in China
Quantitative Finance
F-series
Date：
Number：CARF-F-571
Equilibriummulti-agent model with heterogeneous views on fundamental risks (Forthcoming in Automatica)
Macrofinance
F-series
Date：
Number：CARF-F-570
Evidence on Price Stickiness in Japan
The Financial System
F-series
Date：
Number：CARF-F-569
Environmental Concerns and Heterogeneity in the Global Commons
Quantitative Finance
F-series
Date：
Number：CARF-F-568
A Model-Free Approximation for Barrier Options in a General Stochastic Volatility Framework (Forthcoming in Journal of Futures Markets)
The Financial System
F-series
Date：
Number：CARF-F-567
The Effect of Framing in Sealed-Bid Auctions: Theory and Experiments
Quantitative Finance
F-series
Date：
Number：CARF-F-566
A Dynamic Analysis of the Bank of Japan’s ETF/REIT Purchase Program (Forthcoming in “Expert Systems With Applications”)
Macrofinance
F-series
Date：
Number：CARF-F-565
Oligopolistic Competition, Price Rigidity, and Monetary Policy
Quantitative Finance
F-series
Date：
Number：CARF-F-564
A lower bound for the volatility swap in the lognormal SABR model “Forthcoming in Axioms”
Quantitative Finance
F-series
Date：
Number：CARF-F-563
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion (Forthcoming in Asymptotic Analysis)
Quantitative Finance
F-series
Date：
Number：CARF-F-562
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Forthcoming in ESAIM: Control, Optimisation and Calculus of Variations) (Revised version of CARF-F-545)
Quantitative Finance
F-series
Date：
Number：CARF-F-561
Multi-Agent Model Based Proactive Risk Management For Equity Investment (Forthcoming in “Engineering Applications of Artificial Intelligence”)
Quantitative Finance
F-series
Date：
Number：CARF-F-560
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Forthcoming in “Partial Differential Equations and Applications”)(Revised version of CARF-F-547)
Quantitative Finance
F-series
Date：
Number：CARF-F-559
Mean-field equilibrium price formation with exponential utility
Quantitative Finance
F-series
Date：
Number：CARF-F-558
Optimal Loan Portfolio under Regulatory and Internal Constraints “Forthcoming in International Journal of Financial Engineering”
Quantitative Finance
F-series
Date：
Number：CARF-F-557
Online supplement for “Equilibrium multi-agent model with heterogeneous views on fundamental risks”
The Financial System
F-series
Date：
Number：CARF-F-556
Free-Rider Problem and Commitment
Macrofinance
F-series
Date：
Number：CARF-F-555
Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises
The Financial System
F-series
Date：
Number：CARF-F-554
Personal Guarantees on Bank Loans and SMEs’ CEO Succession
Quantitative Finance
F-series
Date：
Number：CARF-F-553
Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility (Forthcoming in European Journal of Operational Research)
Macrofinance
F-series
Date：
Number：CARF-F-552