Both Sensitive Value Measure and its Applications

Author:

Miyahara YoshioORCID

Publisher

Springer Science and Business Media LLC

Subject

Finance

Reference14 articles.

1. Ban, R., Misawa, T., & Miyahara, Y. (2016). Valuation of Hong Kong REIT based on risk sensitive value measure method. International Journal of Real Options and Strategy, 4(2016), 1–33.

2. Furukawa, Y., Miyauchi, H., & Misawa, T. (2017). Basic study on thermal power plant investment Portfolio based on risk-sensitive value measure. In Proceedings of 2017 the international conference on electrical engineering (ICEE2017, Weihai, 4–7 July. 2017) (pp. 1–6).

3. Furukawa, I., Miyauchi, H., & Misawa, T. (2018). Extension of effective load carrying capability using risk-sensitive value measure. In Proceedings of 2018 the international conference on electrical engineering (ICEE2018, Seoul, 24–28 June 2018) (pp. 1–5) F20180228-1042.

4. Hodoshima, J. (2019). Stock performance by utility indifference pricing and Sharp ratio. Quantitative Finance, 19, 327–338.

5. Hodoshima, J., & Miyahara, Y. (2020). Utility indifference pricing and the Aumann–Serrano performance index. Journal of Mathematical Economics, 86, 83–89.

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