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Koji Kusuda

Observed names: Koji KUSUDA, Kusuda, Koji, 楠田, 浩二, 浩二 楠田
Institution: Shiga University
ORCID: 0000-0002-5534-8149
Observed ORCID: 0000-0002-5534-8149
OpenAlex ID: A5079594597
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
2022 · Bolorsuvd Batbold, Kentaro Kikuchi, et al. · Mathematics and Financial Economics · 18
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Approximate Analytical Solution to Consumption and Long-term Security Investment Optimization Problem With Homothetic Robust Utility
2019 · Bolorsuvd Batbold, Kentaro Kikuchi, et al. · Transactions of the Operations Research Society of Japan · 9
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Age-dependent robust strategic asset allocation with inflation–deflation hedging demand
2024 · Kentaro Kikuchi, Koji Kusuda · Mathematics and Financial Economics · 6
A Linear Approximate Robust Strategic Asset Allocation with Inflation-Deflation Hedging Demand
2024 · Koji Kusuda, Kentaro Kikuchi · Research Square · 5
Strategic international asset allocation under a quadratic model with exchange rate and inflation-deflation risks
2025 · Bolorsuvd Batbold, Kentaro Kikuchi, et al. · Decisions in Economics and Finance · 4
Regularized Robust Strategic Asset Allocation under Stochastic Variance-Covariance of Asset Returns
2024 · Koji Kusuda, Kentaro Kikuchi · Research Square · 4
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Properties of Homothetic Robust Epstein-Zin Utility
2025 · Koji Kusuda · SSRN Electronic Journal · 3
Robust Control and CAPMs under a Quadratic Security Market Model
2024 · Bolorsuvd Batbold, Kentaro Kikuchi, et al. · Research Square · 3
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Age-dependent Robust Strategic Asset Allocation with Inflation-Deflation Hedging Demand
2024 · Koji Kusuda, Kentaro Kikuchi · Research Square · 2
Optimal Consumption-Investment and CAPMs under a Quadratic Model based on Homothetic Robust Epstein--Zin Utility
2023 · Koji Kusuda, Kentaro Kikuchi, et al. · Research Square · 2
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A Linear Approximate Robust Strategic Asset Allocation with Inflation-Deflation Hedging Demand
2023 · Koji Kusuda, Kentaro Kikuchi · Research Square · 2
Worst-case premiums and identification of homothetic robust Epstein-Zin utility under a quadratic model
2025 · Bolorsuvd Batbold, Kentaro Kikuchi, et al. · Decisions in Economics and Finance · 1
A Linear Approximate Robust Strategic Asset Allocation with Inflation-Deflation Hedging Demand
2025 · Koji Kusuda, Kentaro Kikuchi · Research Square · 1
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Loglinear and Linear Approximate Solutions for Finite-Time Consumption-Investment Problem
2025 · Koji Kusuda, Kentaro Kikuchi · SSRN Electronic Journal · 1
Theoretical Analysis of Robust CAPMs under a Quadratic Security Market Model
2024 · Koji Kusuda, Kentaro Kikuchi · Research Square · 1
Strategic International Asset Allocation under a Quadratic Model with Exchange Rate and Inflation-Deflation Risks
2023 · Koji Kusuda, Kentaro Kikuchi, et al. · Research Square · 1
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Approximate Analytical Solution to Consumption and Long-term Security Investment Optimization Problem With Epstein-zin Utility
2019 · Bolorsuvd Batbold, Kentaro Kikuchi, et al. · Transactions of the Operations Research Society of Japan · 1
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Consumption-Based CAPM and Option Pricing under Jump-Diffusion Uncertainty
2003 · Koji Kusuda · University of Minnesota Digital Conservancy (University of Minnesota) · 1
A Linear Approximate Robust Strategic Asset Allocation with Inflation-Deflation Hedging Demand
2026 · Kentaro Kikuchi, Koji Kusuda · Computational Economics
Strategic Asset Allocation with Generalized Homothetic Robust Epstein-Zin Utility under a Quadratic Model
2025 · Kikuchi, Kentaro, Kusuda, Koji · Institutional Repositories DataBase (IRDB)
Loglinear and Linear Approximate Solutions for Finite-Time Consumption–Investment Problem
2025 · Kikuchi, Kentaro, Kusuda, Koji · Institutional Repositories DataBase (IRDB)
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Existence and Uniqueness of General Equilibria in Approximately Complete Security Markets
2025 · Kusuda, Koji · Institutional Repositories DataBase (IRDB)
Capms Under Homothetic Robust Epstein-Zin Utility and Quadratic Security Market Model
2025 · Kentaro Kikuchi, Koji Kusuda · SSRN Electronic Journal
Generalizing the Permanent Income Hypothesis with Homothetic Robust Epstein-Zin Utility
2025 · Koji Kusuda · SSRN Electronic Journal
Some Properties of Generalized Homothetic Robust Epstein-Zin Utility
2025 · Koji Kusuda · SSRN Electronic Journal
Works count: 41
Citation count: 65
H-index: 4
I10-index: 1
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