HONDA Toshiki

J-GLOBAL         Last updated: Jun 29, 2019 at 03:59
 
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Name
HONDA Toshiki
Affiliation
Hitotsubashi University
Section
Graduate School of Business Administration Department of Business Administration
Job title
Professor

Research Interests

 
 

Research Areas

 
 

Academic & Professional Experience

 
Oct 2000
 - 
Mar 2007
Associate Professor, Graduate School of International Corporate Strategy, Hitotsubashi University
 
Apr 2007
 - 
Mar 2012
Associate Professor, Graduate School of International Corporate Strategy, Hitotsubashi University
 
Apr 2012
 - 
Mar 2018
Professor, Graduate School of International Corporate Strategy, Hitotsubashi University
 
Apr 2018
 - 
Today
Professor, Graduate School of Business Administration Department of Business Administration, Hitotsubashi University
 

Education

 
 
 - 
Mar 1990
Faculty of Economics, Hitotsubashi University
 

Published Papers

 
Toshiki Honda,Ryuji Fukaya
Asia-Pacific Financial Markets   8(4) 291-320   Dec 2001   [Refereed]
We study the optimal bond portfolio for an investor with long time horizonusing Japanese interest rate data. A simple one-factor term structure modelis used for our numerical example. The optimal portfolio is computed using thetechnique of stochas...
Toshiki Honda
Journal of Economic Dynamics and Control   28(1) 45-78   Oct 2003   [Refereed]
We study dynamic optimal consumption and portfolio choice for a setting in which the mean returns of a risky asset depend on an unobservable regime variable of the economy, which is defined as a continuous-time Markov chain. The investor estimates...
Toshiki Honda,Junko Yatsunami
58(3) 217-230   Jul 2007   [Refereed]
本多 俊毅
Asia-Pacific Financial Markets   18(2) 151-166   Oct 2010   [Refereed]
本多 俊毅
International Review of Finance   12(3) 329-355   Jan 2012   [Refereed]