Researcher Profiles - Tamura Takashi

写真a

Tamura Takashi

Organization

Graduate School of Science Department of Mathematics Associate Professor
School of Science Department of Mathematics

Affiliation

Institute of Science

Graduate School of Science Department of Mathematics

Associate Professor 2022.04 - Now
School of Science Department of Mathematics

Associate Professor 2022.04 - Now

nonlinear rational expectation model in macroeconomics

rational expectation , functional equation Individual

2009.04 - Now
optimal investment with transaction costs

transaction costs, quasi-variational inequality Individual

2005.04 - Now

Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound? Reviewed

Takashi Tamura

Asia-Pacific Financial Markets 雑誌 Springer 27 ( 2 ) 2020.06

　More details

Kind of work：Single Work
Risk-Sensitive Portfolio Optimization Problems for Hidden Markov Factors on Infinite Time Horizon. Reviewed

Tamura, T. and Watanabe

Asymptotic Analysis 75 ( 3-4 ) 169 - 209 2011
Hypoellipticity and Ergodicity of the Wonham Filter as a Diffusion Process. Reviewed

Tamura, T. and Watanabe, Y.

Applied Mathematics and Optimization 64 ( 1 ) 13 - 36 2011
Maximization of long-term growth rate for a portfolio with fixed and proportional transaction costs. Reviewed

　

Advances in Applied Probability 40 ( 3 ) 673 - 695 2008
Maximizing the Growth Rate of a Portfolio with Fixed and Proportional Transaction Costs. Reviewed

　

Applied Mathematics and Optimization 54 ( 1 ) 95 - 116 2006