Concepedia
Statistics
Publications
11
Citations
756
H-Index
Active since
1990
Affiliations
Tokyo Institute of Technology(Current)
Board of the Swiss Federal Institutes of Technology
ETH Zurich
University of Tsukuba
Hiroshi Shirakawa is an author at Tokyo Institute of Technology specializing in business, asset pricing, and finance.
Top concepts
FinanceBusinessAsset PricingEconomicsManagementEconomic AnalysisEmpirical FinanceFinancial EconomicsMathematical ProgrammingMarket Equilibrium
Publications per year
1990–2002
A mean-absolute deviation-skewness portfolio optimization model
Hiroshi Konno, Hiroshi Shirakawa, Hiroaki Yamazaki · Annals of Operations Research · 1993 · 253 citations
Mathematical Programming, Portfolio Optimization, Asset Pricing +6
Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes
Hiroshi Shirakawa · Mathematical Finance · 1991 · 174 citations
Option Pricing, Term Structure Model, Asset Pricing +10
An Interest Rate Model with Upper and Lower Bounds
Freddy Delbaen, Hiroshi Shirakawa · Asia-Pacific Financial Markets · 2002 · 72 citations
No Arbitrage Condition for Positive Diffusion Price Processes
Freddy Delbaen, Hiroshi Shirakawa · Asia-Pacific Financial Markets · 2002 · 70 citations
A Note on Option Pricing for the Constant Elasticity of Variance Model
Freddy Delbaen, Hiroshi Shirakawa · Asia-Pacific Financial Markets · 2002 · 51 citations
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