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Bolorsuvd Batbold

Personal Details

First Name:Bolorsuvd
Middle Name:
Last Name:Batbold
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RePEc Short-ID:pba2219
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Research output

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Jump to: Working papers Articles Books

Working papers

  1. Bolorsuvd BATBOLD & Kentaro Kikuchi & Koji Kusuda, "undated". "A Semi-analytical Solution to Consumption and International Asset Allocation Problem," Discussion Papers CRR Discussion Paper Series B: Financial 17, Shiga University, Faculty of Economics,Center for Risk Research.

Articles

  1. Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2026. "Worst-case premiums and identification of homothetic robust Epstein-Zin utility under a quadratic model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 49(1), pages 653-688, June.
  2. Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2025. "Strategic international asset allocation under a quadratic model with exchange rate and inflation-deflation risks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(2), pages 1991-2024, December.

Books

  1. Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2022. "Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk," Mathematics and Financial Economics, Springer, volume 16, number 4, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

    Sorry, no citations of articles recorded.

Books

  1. Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2022. "Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk," Mathematics and Financial Economics, Springer, volume 16, number 4, June.

    Cited by:

    1. Kentaro Kikuchi & Koji Kusuda, 2024. "Age-dependent robust strategic asset allocation with inflation–deflation hedging demand," Mathematics and Financial Economics, Springer, volume 18, number 4, June.
    2. Kikuchi, Kentaro, 2026. "Equity risk premiums across horizons and their link to inflation: A quadratic Gaussian approach," The North American Journal of Economics and Finance, Elsevier, vol. 85(C).
    3. Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2025. "Strategic international asset allocation under a quadratic model with exchange rate and inflation-deflation risks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(2), pages 1991-2024, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models and Prospect Theory (1) 2021-04-12. Author is listed

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