OHASHI Kazuhiko

J-GLOBAL         Last updated: Sep 28, 2019 at 02:42
 
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Name
OHASHI Kazuhiko
E-mail
kohashiics.hit-u.ac.jp
Affiliation
Hitotsubashi University
Section
Graduate School of Business Administration Department of Business Administration
Job title
Professor
Degree
Master(Hitotsubashi University), Ph D(Management)(Massachusetts Institute of Technology (U.S.A))

Research Interests

 
 

Research Areas

 
 

Academic & Professional Experience

 
Apr 2007
 - 
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 1985
Faculty of Economics, Hitotsubashi University
 
 
 - 
May 1993
Management(Finance), Graduate School, Division of Administration, Massachusetts Institute of Technology, Sloon School of Management
 

Awards & Honors

 
Mar 2014
The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing, IMCA(Investment Management Consultants Association)Edward D. Baker III Journal Award Honorable Distinction, IMCA(Investment Management Consultants Association)
 
The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing, (2014) Journal of Investment Consulting Vol. 15 (1), pp 51-66 (Co-authored with Arun Muralidhar and Sunghwan Shin)

Published Papers

 
A Note on the Terminal Date Security Prices in a Continuous Time Trading Model with Dividends"
大橋 和彦
Journal of Mathematical Economics.   20 219-24   Apr 1991   [Refereed]
Endogenous Determination of the Degree of Market-Incompleteness in Futures Innovation
大橋 和彦
Journal of Economic Theory   65(1) 198-217   Apr 1995   [Refereed]
Optimal Futures Innovation in a Dynamic Economy : The Discrete-Time Case
大橋 和彦
Journal of Economic Theory   74(2) 448-465   Apr 1997   [Refereed]
Security-Innovation on Several Assets under Asymmetric Information
大橋 和彦
Japanese Economic Review   50 76-96   Apr 1999   [Refereed]
A Structural Model for Electriciy Prices with Spikes: Measurement of Spike Risk and Optimal Policies for Hydropower Plant Operation (jointly worked)
Kazuhiko OHASHI (coauthored with Takashi KANAMURA)
Energy Economics   29 1010-1032   Apr 2007   [Refereed]

Books etc

 
Capital Markets, Banking and Corporate Finance Macmillan Press, 編者:H. Osano and T. Tachibanaki, 担当部分:Chapter 10 (jointly worked)
大橋 和彦 (Part:Joint Work, Viable Design of a Security with a Pre-existing Market)
-   Apr 2001   
Mar 2017   ISBN:978-4502217814
Risk and Liquidity (Translation)
Kazuhiko OHASHI, Masazumi Hattori (Part:Joint Translation)
Toyo Keizai Shimpo Sha   Jan 2015   

Conference Activities & Talks

 
「Expected-Revenue-Maximizing Pass-Through Securitization under Severe Adverse Selection,JAFEE」
大橋 和彦
日本金融・証券計量・工学学会   1 Dec 1997   
Pricing of Emission Allowance as a Derivative on Commodity-Spread
Kazuhiko Ohashi (coauthored with Katsushi Nakajima)
2011 ANNUAL MEETING OF THE MIDWEST FINANCE ASSOCIATION   2 Mar 2011   MIDWEST FINANCE ASSOCIATION
Pricing of Emission Allowance as a Derivative on Commodity-Spread
Kazuhiko Ohashi (coauthored with Katsushi Nakajima)
The 23th Asian Finance Association Annual Meeting   11 Jul 2011   Asian Finance Association
Detrimental Effects of Retention Regulation: Incentives of loan screening in securitization under asymmetric information
Kazuhiko Ohashi (coauthored with Masazumi Hattori)
2011 Asian Meeting of Econometric Society   11 Aug 2011   Econometric Society
Analysing Emission Allowance as a Derivative on Commodity-Spread
Kazuhiko Ohashi (coauthored with Katsushi Nakajima)
2011 FMA Conference   19 Oct 2011   

Research Grants & Projects

 
Energy Finance
Project Year: Apr 2000 - Today
Securities Innovation.
Project Year: May 1903 - Today
Financial intermediation
Project Year: Apr 2000 - Today
Japan Society for the Promotion of Science: Grants-in-Aid for Scientific Research
Project Year: Apr 2005 - Mar 2007    Investigator(s): Kazuhiko Ohashi
Japan Society for the Promotion of Science: Grants-in-Aid for Scientific Research
Project Year: Apr 2007 - Mar 2010    Investigator(s): Kazuhiko Ohashi