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Oct-10 【Publication】The Recent Trend of Hedge Fund Strategies Research analyst Kyo Yamamoto co-authored an article entitled “Hedge Fund Replication,” which appears in ...
CIRJE-F-726 "A New Hedge Fund Replication Method with the Dynamic Optimal Portfolio" Author Name: Takahashi, Akihiko and Kyo Yamamoto: Date: March 2010
"Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: an Application to Hedge Fund Replication" Author Name: Takahashi, Akihiko and Kyo Yamamoto
Selection and Performance Analysis of Asia-Pacific Hedge Funds ⁄ Takeshi Hakamad a y Akihiko Takahash iz Kyo Yamamoto x Abstract This paper studies portfolio selection and performance ...
a regularized fourier transform approach for valuing options under stochastic ... kyo yamamoto, seisho sato and akihiko takahashi
Oct-10 PublicationThe Recent Trend of Hedge Fund Strategies Research analyst Kyo Yamamoto co-authored an article entitled Hedge Fund Replication, which ...
CIRJE-F-726 "A New Hedge Fund Replication Method with the Dynamic Optimal Portfolio" Author Name: Takahashi, Akihiko and Kyo Yamamoto: Date: March 2010
"Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: an Application to Hedge Fund Replication" Author Name: Takahashi, Akihiko and Kyo Yamamoto
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