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Takao Kobayashi

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This is information that was supplied by Takao Kobayashi in registering through RePEc. If you are Takao Kobayashi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Takao
Middle Name:
Last Name: Kobayashi
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RePEc Short-ID: pko401

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Postal Address:
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Affiliation

Faculty of Economics
University of Tokyo
Location: Tokyo, Japan
Homepage: http://www.e.u-tokyo.ac.jp/
Email:
Phone: +81-3-3812-2111
Fax:
Postal: 7-3-1 Hongo, Bunkyo-ku, Tokyo 113
Handle: RePEc:edi:fetokjp (more details at EDIRC)

Works

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Working papers

  1. Takao Kobayashi & Risa Sai, 2009. "Investment Frictions versus Financing Frictions," CIRJE F-Series CIRJE-F-627, CIRJE, Faculty of Economics, University of Tokyo.
  2. Takao Kobayashi & Seiji Minami, 2008. ""A Separation Theorem of Active Management and Synthetic Enhanced Active Strategies"(in Japanese)," CIRJE J-Series CIRJE-J-196, CIRJE, Faculty of Economics, University of Tokyo.
  3. Takao Kobayashi & Risa Sai & Kazuya Shibata, 2008. "Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution," CIRJE F-Series CIRJE-F-565, CIRJE, Faculty of Economics, University of Tokyo.
  4. Ryoichi Ikeda & Takao Kobayashi, 2007. ""A Structural Approach without Path Dependency"(in Japanese)," CIRJE J-Series CIRJE-J-179, CIRJE, Faculty of Economics, University of Tokyo.
  5. Ryoichi Ikeda & Takao Kobayashi, 2007. ""Closed-form Solution of Bond Prices with Postponement of Redemption"(in Japanese)," CIRJE J-Series CIRJE-J-180, CIRJE, Faculty of Economics, University of Tokyo.
  6. Takao Kobayashi & Jeffrey Bohn & Risa Sai, 2007. ""Global Risk Sharing: Toward a stronger Financial System"(in Japanese)," CIRJE J-Series CIRJE-J-176, CIRJE, Faculty of Economics, University of Tokyo.
  7. Takao Kobayashi & Ryoichi Ikeda, 2007. "Why some Distressed Firms Have Low Expected Returns"," CIRJE F-Series CIRJE-F-504, CIRJE, Faculty of Economics, University of Tokyo.
  8. Takao Kobayashi, 2006. ""The Market Efficiency - 35 years after Fama"(in Japanese)," CIRJE J-Series CIRJE-J-167, CIRJE, Faculty of Economics, University of Tokyo.
  9. Takao Kobayashi, 2006. ""Style Management and Behavioral Finance"(in Japanese)," CIRJE J-Series CIRJE-J-146, CIRJE, Faculty of Economics, University of Tokyo.
  10. Nai-fu Chen & Takao Kobayashi & Risa Sai, 2006. ""Rethinking '100% Money': Challenges from New Financial Technology"(in Japanese)," CIRJE J-Series CIRJE-J-166, CIRJE, Faculty of Economics, University of Tokyo.
  11. Takao Kobayashi, 2006. ""The Critical Weakness of the Japanese Financial System and Its Remedy "(in Japanese)," CIRJE J-Series CIRJE-J-168, CIRJE, Faculty of Economics, University of Tokyo.
  12. Ryoichi Ikeda & Takao Kobayashi & Akihiko Takahashi, 2005. ""Modeling Credit Risk: A Structural Approach with Long-term and Short-term Debts" (in Japanese)," CIRJE J-Series CIRJE-J-131, CIRJE, Faculty of Economics, University of Tokyo.
  13. Takao Kobayashi & Seisho Sato & Akihiko Takahashi, 2005. "Style Analysis Based on a General State Space Model and Monte Carlo Filter," CIRJE F-Series CIRJE-F-337, CIRJE, Faculty of Economics, University of Tokyo.
  14. Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2004. "Dynamic Optimality of Yield Curve Strategies," CIRJE F-Series CIRJE-F-299, CIRJE, Faculty of Economics, University of Tokyo.
  15. Takao Kobayashi & Ryoichi Ikeda & Yoichiro Hasegawa, 2003. ""Valuing Variable Annuities" (in Japanese)," CIRJE J-Series CIRJE-J-92, CIRJE, Faculty of Economics, University of Tokyo.
  16. Takao Kobayashi, 2003. ""Credit Risk Modeling Approaches"(in Japanese)," CIRJE J-Series CIRJE-J-100, CIRJE, Faculty of Economics, University of Tokyo.
  17. Takao Kobayashi, 2001. ""A New Dimension of Equity Analysis and Valuation" (in Japanese)," CIRJE J-Series CIRJE-J-57, CIRJE, Faculty of Economics, University of Tokyo.
  18. Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001. "Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach," CIRJE F-Series CIRJE-F-140, CIRJE, Faculty of Economics, University of Tokyo.
  19. Terry Marsh & Takao Kobayashi, 2001. "The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry," CIRJE F-Series CIRJE-F-120, CIRJE, Faculty of Economics, University of Tokyo.
  20. Norio Tokioka & Akira Takahashi & Takao Kobayashi, 2001. ""Dynamic Optimality of Some Yield Curve Strategies" (in Japanese)," CIRJE J-Series CIRJE-J-56, CIRJE, Faculty of Economics, University of Tokyo.
  21. Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001. ""Pricing Convertible Bonds with Credit Risk: A Duffie-Singleton Approach "(in Japanese)," CIRJE J-Series CIRJE-J-45, CIRJE, Faculty of Economics, University of Tokyo.
  22. Hajime Watabe & Takao Kobayashi, 2001. ""Earning Forecasts, Earning Surprises and the Value Anomaly"(in Japanese)," CIRJE J-Series CIRJE-J-42, CIRJE, Faculty of Economics, University of Tokyo.
  23. Hajime Watabe & Takao Kobayashi, 2000. ""Value Anomaly and Market Overreaction: Analysis using Earnings Forecast Data"(in Japanese)," CIRJE J-Series CIRJE-J-23, CIRJE, Faculty of Economics, University of Tokyo.
  24. Takao Kobayashi & Hiroyuki Yamada, 2000. ""Does the Public Offering of Parent and Subsidiary Companies Distort the Market?" (in Japanese)," CIRJE J-Series CIRJE-J-28, CIRJE, Faculty of Economics, University of Tokyo.
  25. Takao Kobayashi & Hiroyuki Yamada, 2000. ""Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion" (in Japanese)," CIRJE J-Series CIRJE-J-31, CIRJE, Faculty of Economics, University of Tokyo.
  26. Seiji Ogishima & Takao Kobayashi, 2000. ""Cross-shareholdings and Equity Valuation in Japan "(in Japanese)," CIRJE J-Series CIRJE-J-36, CIRJE, Faculty of Economics, University of Tokyo.
  27. Takao Kobayashi & Hiroyuki Yamada, 2000. "Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion," CIRJE F-Series CIRJE-F-72, CIRJE, Faculty of Economics, University of Tokyo.
  28. Takao Kobayashi & Terry A. Marsh, 1998. ""An Economics Contribution that is In-the-Money"(in Japanese)," CIRJE J-Series 98-J-3, CIRJE, Faculty of Economics, University of Tokyo.
  29. Marsh, Terry A. & Takao Kobayashi, 1998. ""The Work of Fischer Black, Robert Merton, and Myron Scholes, and its Continuing Legacy"," CIRJE F-Series 98-F-4, CIRJE, Faculty of Economics, University of Tokyo.
  30. Takao Kobayashi & Akihiro Ochi, 1997. ""Forecasting Interest Rates using Vasicek's Term Structure Model"(in Japanese)," CIRJE J-Series 97-J-2, CIRJE, Faculty of Economics, University of Tokyo.
  31. Takao Kobayashi, 1997. ""A Theoretical Foundation for Equity Style Management"(in Japanese)," CIRJE J-Series 97-J-7, CIRJE, Faculty of Economics, University of Tokyo.
  32. Takao Kobayashi, 1997. ""Cross-sectional Variation of Stock Returns: A Cristal Survey"(in Japanese)," CIRJE J-Series 97-J-3, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2003. "Dynamic Optimality of Yield Curve Strategies-super-," International Review of Finance, International Review of Finance Ltd., vol. 4(1-2), pages 49-78.
  2. Terry Marsh & Takao Kobayashi, 2000. "The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry," International Review of Finance, International Review of Finance Ltd., vol. 1(4), pages 295-315.
  3. Kobayashi, Takao, 1980. "Equilibrium Contracts for Syndicates with Differential Information," Econometrica, Econometric Society, vol. 48(7), pages 1635-65, November.

Editor

  1. International Review of Finance, International Review of Finance Ltd..

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2007-01-13 2007-01-13 2007-04-21
  2. NEP-CFN: Corporate Finance (1) 2001-02-21
  3. NEP-DGE: Dynamic General Equilibrium (1) 2008-06-13
  4. NEP-ECM: Econometrics (1) 2005-04-30
  5. NEP-ETS: Econometric Time Series (1) 2005-04-30
  6. NEP-FIN: Finance (3) 2001-02-21 2001-03-13 2003-11-23
  7. NEP-FMK: Financial Markets (6) 2000-04-26 2000-05-22 2001-01-21 2001-07-13 2001-12-04 2001-12-04. Author is listed
  8. NEP-HIS: Business, Economic & Financial History (1) 2007-01-13
  9. NEP-HPE: History & Philosophy of Economics (1) 2001-07-13
  10. NEP-HRM: Human Capital & Human Resource Management (1) 2008-06-13
  11. NEP-MAC: Macroeconomics (2) 2008-06-13 2009-08-02
  12. NEP-RMG: Risk Management (3) 2003-04-13 2003-11-23 2005-05-23
  13. NEP-SEA: South East Asia (1) 2005-05-23

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