| 主な研究業績 |
- Ohnishi, M. and Shimoshimizu, M. (2021), “Optimal Pair–Trade Execution with Generalized Cross–Impact,” Asia-Pacific Financial Markets, Published Online, 03, September 2021 (37 pages). [査読有]
- Fukasawa, M., Ohnishi, M., and Shimoshimizu, M. (2021), “Discrete-Time Optimal Execution under a Generalized Price Impact Model with Markovian Exogenous Orders,” International Journal of Theoretical and Applied Finance, Vol. 24, No. 5 (2021) 2150025 (43 pages) [査読有]
- Ohnishi, M., and Shimoshimizu, M. (2020), “Optimal and Equilibrium Execution Strategies with Generalized Price Impact,” Quantitative Finance, Vol. 20, No. 10, pp. 1625-1644, 2020. [査読有]
- Ebina, A., Ochiai, N., and Ohnishi, M. (2016), “Valuation of Game Swaptions under the Generalized Ho—Lee Model,” Journal of Mathematical Finance，Vol. 6, No. 5, pp. 1002-1016. [査読有］
- Ohnishi, M. and Osaki, Y. (2006), “The Comparative Statics on Asset Prices Based on Bull and Bear Market Measure,” European Journal of Operational Research, Vol. 168, Is. 2, 16 January 2006, pp. 291–300, 2006. [査読有]
- Ohnishi, M. (2003), “An Optimal Stopping Problem for a Geometric Brownian Motion with Poissonian Jumps,” Mathematical & Computer Modelling, Vol. 38, pp. 1381–1390, 2003. [査読有]
- Ohnishi, M. (1997), “Optimal Minimal–Repair and Replacement Problem under Average Cost Criterion: Optimality of (t, T)–Policy,” Journal of the Operations Research Society of Japan, Vol. 40, No. 3, pp. 373–389. [査読有]
- Kijima, M. and Ohnishi, M. (1996), “Portfolio Selection Problems via the Bivariate Characterization of Stochastic Dominance Relations,” Mathematical Finance, Vol. 6, No. 3, pp. 237–277. [査読有]
- Kijima, M. and Ohnishi, M. (1993), “Mean–Risk Analysis of Risk Aversion and Wealth Effects on Optimal Portfolio with Multiple Investment Opportunities,” Annals of Operations Research, Vol. 45, pp. 147–163. [査読有]
- Ohnishi, M., Kawai, H., and Mine, H. (1986), “Optimal Inspection and Replacement Policy under Incomplete State Information,” European Journal of Operational Research, Vol. 27, pp. 117–128. [査読有]
- Ohnishi, M., Kawai, H., and Mine, H. (1986), “Optimal Inspection and Replacement Policy for a Deteriorating System,” Journal of Applied Probability, Vol. 23, pp. 973–988. [査読有]
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