Kiyoshi Suzuki

Kiyoshi Suzuki

Hitotsubashi University - Kunitachi / Japan
Others
AD Scientific Index ID: 4596213
一橋大学
person_outline Kiyoshi Suzuki's MOST POPULAR ARTICLES
1-) Optimal tracking for asset allocation with fixed and proportional transaction costsSR Pliska, K SuzukiQuantitative Finance 4 (2), 233, 2004672004
2-) Optimal switching strategy of a mean-reverting asset over multiple regimesK SuzukiAutomatica 67, 33-45, 2016102016
3-) Optimal pair-trading strategy over long/short/square positions—empirical studyK SuzukiQuantitative Finance 18 (1), 97-119, 201862018
4-) Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings: A viscosity solution approachK SuzukiMathematics of Operations Research 46 (1), 336-360, 202132021
5-) 転換社債市場の動向（3）鈴木清野村證券金融経済研究所　金融工学研究センター 主任研究員　月刊資本市場(2005年1月号), 200512005