School personnel information

写真b

OHNISHI Masamitsu


Keyword

Operations Research, Finance and Financial Engineering, Game Theory

URL

http://www.econ.osaka-u.ac.jp/faculty/ohnishi.html

Organization 【 display / non-display

  • 1998.04.01 - 2002.04.30, Business and Management, Graduate School of Economics, Associate Professor

  • 2002.05.01 - , Business and Management, Graduate School of Economics, Professor

  • 2005.04.01 - , Department of Information and Physical Sciences, Graduate School of Information Science and Technology, Professor

  • 2006.04.01 - , Center for the Study of Finance and Insurance, Professor/Vice-Director

  • 2006.04.01 - , Department of Management of Industry and Technology, Graduate School of Engineering, Professor

Education 【 display / non-display

Kyoto University Faculty of Engineering  Graduated 1980.03
Kyoto University Graduate School, Division of Engineering  Completed 1982.03
Kyoto University Graduate School, Division of Engineering  Unfinished 1983.03

Employment Record 【 display / non-display

Assistant Professor, Faculty of Engineering, Kyoto University 1983.04 -
Associate Professor, Faculty of Economics, Tohoku University 1992.04 -
Associate Professor, Faculty of Economics, Osaka University 1996.10 -
Associate Professor, Graduate School of Economics, Osaka University 1998.04 -
Professor, Graduate School of Economics, Osaka University 2002.05 -

Research topics 【 display / non-display

  • Stochastic Dynamic Optimization and/or Stochastic Comparison of Stochastic Systems, Financial Asset Management and Pricing of Derivatives, Decision Making under Uncertain and/or Competitive Environments,
    Business administration-related, Statistical science-related, Basic mathematics-related, Social systems engineering-related, Public economics and labor economics-related

 

Academic Papers 【 display / non-display

  • Optimal and Equilibrium Execution Strategies with Generalized Price Impact, 大西匡光,Makoto SHIMOSHIMIZU, SSRN, 2019.01, Papers

  • Optimal and Equilibrium Execution Strategies with Generalized Price Impact, 大西匡光,QMF2018, 2018.12, Conference Report / Oral Presentation

  • Optimal Execution Strategies with Generalized Price Impact Models, 大西匡光,EURO2018, 2018.07, Conference Report / Oral Presentation

  • Optimal Execution Strategies with Generalized Price Impact Models, Seiya KUNO, Makoto SHIMOSHIMIZU、Masamitsu OHNISHI, Research Institute for Mathematical Sciences (RIMS) RIMS Kôkyûroku,No. 2078, pp. 77-83, 2018.07, Papers

  • Pricing of derivatives on semi-tradable assets with stochastic volatility models, 大西匡光,京都大学数理解析研究所研究集会「ファイナンスの数理解析とその応用」, 2017.11, Research Organization Report

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