Faculty Members

Kumiko Miyazaki　（Link to my personal HP）

Lecture

Strategic Management of Technology, Strategies & Systems of Innovation

Main research themes

Technology management strategies in high-tech companies, innovation systems in the IT industry, accumulation of competitiveness in technology, R&D management

Social Activities

Making recommendations about technology policies and technology strategy as a special committee member of Council for Science and Technology Policy; a committee member on Industrial Structure Council, Aircraft Committee; NHK Broadcast Technology Committee; Ministry of Internal Affairs and Communications, Independent administration evaluation committee; and the Technology Scholarship Committee.

Background

Oxford University (Materials Sciences), Bachelors; Cambridge University, Masters; INSEAD (The Institut Europeen d'Administration des Affaires), MBA; University of Sussex (Science and Technology Policy Research, SPRU), PhD. Worked for over 10 years Logica in England, Bell Northern Research in Canada, Schlumberger, and NEC. From 1995, associate professor in the Industrial Engineering & Management Department at Tokyo Institute of Technology. Since 2001, professor in Engineering at the Tokyo Institute of Technology.

Select Publications

1. Published treatise in journals (such as Research Policy, Technology Analysis and Strategic Management, Research Technology Design, Technovation, Industrial and Corporate Change and Technology Forecasting and Social Change).
2. Books: Building Competences in the Firm, Lessons from Japanese and European Optoelectronics, Macmillan (1995) (co-authors, Miyazaki & 2 others) The Economics of Technology JUSE Press, Ltd. 1998

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Shuzo Fujimura　（Link to my personal HP）

Lecture

Innovation Management, R&D Strategy

Main research themes

Innovation theory (related to science, technology and industry), the relationship between the social awareness of an engineer and innovation systems, innovation systems in key high-tech industries (semiconductors, fuel cells, solar batteries, organic electroluminescence, fullerene and carbon nanotubes, etc.).

Social Activities

2003 to 2004, Ministry of Economy, Trade and Industry, chairman of the MOT Promotion Knowledge Platform working group committee. At present, executive committee member of the MOT Consortium. Serving as a member of the committee for developing nanotech MOT teaching materials.

Background

Chiba University, Faculty of Science, Physics, Bachelors; Chiba University, Graduate School of Advanced Integration Science, PhD (Engineering); From 1978 to 1998, Fujitsu (Co., Ltd.), engaged in research and development of semiconductor processing at Fujitsu Laboratories Ltd., specifically plasma processing and surface processing. During that time, also acted as a part-time lecturer in the Science Department at Chiba University and at the Musashi Institute of Technology. After leaving Fujitsu Laboratories Ltd. in 1998, registered the company JLM Technology Group in the United States. In 1999 changed the name of JLM Technology Group to Anneal Corporation and registered it as a limited company in California. Since 2002, guest professor at the Institute of Innovation Research, Hitotsubashi University, endowed by Hiroshi Fujiwara Venture Finance. In charge of Finance Theory and Technology/Innovation workshops for the MBA course at the Graduate School of Commerce and Management at Hitotsubashi University. Recognition for notable inventions, Science and Technology Agency (1997) and Business & Technology Book Award, Nikkei BP (2001).

Select Publications

1. Thinking about MOT?Hitotsubashi Business Review, 2004 Spr. Vol. 51, No. 4, pp.4-9, Toyo Keizai, 2004
2. The Structure of Technology and Innovation?Product Development Models based on Science and Technology, Renaissance Project Discussion Paper Series, #04-01; (Jan. 2004)
3. Knowledge and Creativity in Research and Development: Hitotsubashi Business Review, Aut. 2002, Volume 50, No. 2, pp.46-58, Toyo Keizai, 2002
4. Semiconductors Made in Japan Again, Nikkan Kogyo Shimbun Ltd., 2000

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Masaharu Tsujimoto　（Link to my personal HP）

Research Field

Strategic Management, Organization Management

Lecture

Corporate Strategy for Innovation, Strategic Management of R&D Organization

Main research themes

Mechanism design of Business Ecosystem, Network in creative R&D organizations, Mutual-Permeation Model of Science and Industrial knowledge

Social Activities

2007-2008, Visiting Researcher, National Institute of Science and Technology Policy

2004-2007, Visiting Researcher, Advanced Industrial Science and Technology

Background

Graduate School of Media and Governance, Keio University, 2005, PhD

Mitsubishi UFJ Research and Consulting, Researcher, 1999-2001

Institute of Engineering Innovation, School of Engineering, University of Tokyo, Research Assistant, 2004-2005

Graduate School of Engineering Management, Shibaura Institute of Technology, Assistant Professor, 2005-2008

Hosei Business School of Innovation Management, Associate Professor, 2008-2010・・・

Select Publications

1. Tsuyoshi Abe, Fumio Kodama, Masaharu Tsujimoto,"Measuring of Strategic Formation Process on the PC Platform," IEEE Technology Management Conference , 2008.10.
2. Kiyonori Sakakibara, Masaharu Tsujimoto and Yoichi Matsumoto, The Mutual-Permeation Model of Innovation: How are Firms connected with Science?, Hakuto-Shobo, 2011

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Yuya Kajikawa　（Link to my personal HP）

Lecture

Analysis for Technology Management, Knowledge Engineering for Innovation

Main research themes

Development of methodology for knowledge structuring and technology management. Research topics include bibliometrics, patent analysis, text mining, link mining, ontology, technology roadmapping, organizational network, knowledge framework for meta-analysis, national innovation system, etc.

Social Activities

Technological Forecasting and Social Change, Editorial Advisory Board Scientometrics, Editorial Advisory Board Japan Society of Information and Knowledge, Vice Chair of Editorial Board Japan Society for Science Policy and Research Management, Chief Editor Visiting Researcher, Graduate School of Engineering, The University of Tokyo, etc.

Background

Bachelors, Masters, and Ph.D. in The University of Tokyo (Chemical Engineering). After 4 years' experience as Assistant Professor in The University of Tokyo, a faculty at Department of Technology Management for Innovation (2009-2012). Since 2012, Associate Professor at Graduate School of Innovation Management, Tokyo Institute of Technology.

Select Publications

1. 1. Y. Kajikawa, "Structuring of knowledge", in Sustainability Science, United Nations University Press, pp. 22-34, 2011.
2. 2. J. Mori, Y. Kajikawa, H. Kashima, and I. Sakata, "Machine learning approach for finding business partners and building reciprocal relationships", Expert Systems with Applications, in press.
3. 3. H. Tashiro, A. Lau, J. Mori, N. Fujii, and Y. Kajikawa, "Email network and leadership performance", Journal of the American Society for Information Science and Technology, in press.
4. 4. N. Shibata, Y. Kajikawa, and I. Sakata, "Link prediction in citation networks", Journal of the American Society for Information Science and Technology 63 (2012) 78-85.
5. 5. Y. Kajikawa, J. Mori, and I. Sakata, "Identifying and bridging networks in regional clusters", Technological Forecasting and Social Change, 79 (2012) 252-262.
6. 6. Y. Kajikawa, Y. Takeda, I. Sakata, and K. Matsushima, "Multiscale analysis of interfirm networks in regional clusters", Technovation 30 (2010) 168-180.

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Shintaro Sengoku

Lecture

Biotech/Healthcare technology and Industry Systems; Entrepreneurship and Business Development [from FY2015]

Main research themes

1. The management of Interdisciplinary R&D: studies on designing projects and organisations to understand the initiation and formation processes of interdisciplinary research and development (R&D) programmes or projects
2. The management of public and private sector-engagement: theory development and empirical experiments how to improve cross-sector partnership by designing new and better collaboration systems with the public and private sectors
3. Integrated innovation management: theory development and empirical experiments to develop a standard approach of innovation management, based on studies on science linkage, industry clusters and business modelling, with a particular focus on the biotechnology and healthcare field
4. Human resource and talent development: planning an educational platform for the institutional nurturing of integrity, technical skills, entrepreneurship and leadership/followership for innovators and candidates in close ties with the abovementioned research themes

Social Activities

A Director in Operations (2011-14) and a member of the Operations Committee of the Japan Society for Science Policy and Research Management; A member of the Editorial and Planning Committee of Intellectual Property Association of Japan; An advisory member of Intellectual Property High Court; Professeur Invité, Institut d'Administration des Entreprises (IAE Toulouse), Université Toulouse 1 Capitol; A part-time lecturer of Kyoto University (Graduate School of Bioscience), the University of Tokyo (Faculty of Science and GPLLI), Tokyo University of Agriculture and Technology (Graduate School of Engineering)

Background

• 2001 D.Sc., Department of Biochemistry and Biophysics, Graduate School of Science, The University of Tokyo (2001)
• 1996 B.Sc., Department of Biochemistry and Biophysics, Faculty of Science, The University of Tokyo
• 2014- Visiting Associate Professor of the  Institute for Integrated Cell-Material Sciences (WPI-iCeMS), Kyoto University
• 2009-2014  Associate Professor of the Institute for Integrated Cell-Material Sciences (WPI-iCeMS), Kyoto University; Group leader of Innovation Management Group
• 2008-2009  Research Section Associate Professor of Innovative Collaboration Center, Kyoto University
• 2005-2007  Senior Lecturer of Pharmaco-Business Innovation Course, Graduate School of Pharmaceutical Sciences, the University of Tokyo
• 2005-2007  Manager of Fast Track Initiative, Inc. (a VC)
• 2001-2005  Business Analyst/Associate of McKinsey & Company Inc., Japan

Select Publications

1. Watatani, K., Xie, Z., Nakatsuji, N., Sengoku, S. Global Competencies from Regional Stem Cell Research: Bibliometrics for Investigating and Forecasting Research Trends, Regenerative Medicine 8(5):659-668 (2013)
2. Kodama, H., Watatani, K., Sengoku, S. Competency-based Assessment of Academic Interdisciplinary Research and Implication to University Management, Research Evaluation 22, 93-104 (2013)
3. Anzai, T., Kusama, R., Kodama, H., Sengoku, S., Holistic observation and monitoring of the impact of interdisciplinary academic research projects: An empirical assessment in Japan, Technovation 32(6):345-57 (2012)
4. Sengoku, S., Sumikura, K., Oki, T., Nakatsuji, N., Redefining the Concept of Standardization for Pluripotent Stem Cells, Stem Cell Reviews and Reports 7(2):221-226 (2011)
5. Sengoku, S., Yoda, T., Seki, A., Assessment of Pharmaceutical Research & Development Productivity with a Novel Net Present Value-Based Project Database, Drug Information Journal 45(2):175-185 (2011)

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Koji Tanabe　（Link to my personal HP）

Fields

Innovation strategy, industry/government/academia collaboration, leadership theory

Lecture

CEO Seminar, MOT Practice Seminar, Technology and Industry- Government ?University Relations

Main research themes

Innovation strategies arising from industry, government and academia collaboration, MOT for managers, management of innovations in business models, etc.

Social Activities

Currently, works with The Japan Society for Science Policy and Research (Director of editing, business affairs board member), Business Model Association (Director), The Society of Project Management (Trustee), Member of Hiroshima University Management Council, Shimane Kenmin Fund Manager, J-Content Co., Ltd., Director, Waseda University Asia IT Strategy Lab, guest professor, etc.

Background

Tokyo University, Sciences Department, 1975, Bachelors; in 2003, Tokyo Institute of Technology, Graduate School of Decision Science Technology, completed PhD program, doctorate (academic). From 1975 to 2003, engaged in making innovation policies, economic analysis, community development through collaboration between government, industry and academia and Asia IT cooperation at the Ministry of Economy, Trade and Industry. Founded the Shimane Kenmin Fund and J-Content in 2004. Professor (Director) in the Graduate School of Innovation Management at the Tokyo Institute of Technology since April 2005 and director of the graduate program in the management of technology at the same school from January of 2006.

Select Publications

1. Evidentiary Analysis of the Adaptability of Industrial Technology Policies to Environmental Changes over Time (Dissertation, 2003)
2. K. Tanabe and C. Watanabe, " Soft Policy Instruments for Inducing Industrial Innovation in a Service-oriented Economy: A Comparative Analysis of the Vision System and University System, " Journal of Services Research 5, No.1 (2005) 123-154.
3. How to be a Global Citizen in the Age of Networks?Move of 21st Century Information Society: co-author, Chuokeizai-sha, Inc. (1998)
4. Richard K. Lester, The Productive Edge, team translator, Seisansei Publishing (2000)

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Yoshitoshi Tanaka　（Link to my personal HP）

Research Field

The role of intellectual property in business management and research relating to international intellectual property.

Lecture

Competency Development, Intellectual Property Activities for Corporate Management

Main research themes

Integration between intellectual property activities and management goals, investigation into the causes of dormant patents and intellectual property management, points to be careful of in intellectual property activities when advancing into overseas markets.

Social Activities

• Chairman of an investigative committee formed in response to differences in the patents systems of Japan and various countries of Asia, a problem found while promoting collaboration internationally between business, government and academia.
• Japan Institute of Invention and Innovation, Intellectual property management consultant, personnel development executive committee member
• Japan Institute of Invention and Innovation, Member of a committee that investigates foreign industrial intellectual property systems.
• Member of the Japan Society of Kansei Engineering
• Japan Institute of Invention and Innovation, Member of a committee that selects IP cultural instructors
• Kanto Bureau of Economy, Trade and Industry, Lecturer for seminars on industrial property rights
• Asia-Pacific Industrial Property Center, Lecturer
• Intellectual Property Association of Japan, Member
• The Japan Society for Science Policy and Research, Member
• Japan Patent Attorneys Association (Registered patent attorney, registered for specific infringement litigation proxy work)
• Chairman of a committee that investigates the effectiveness of policies related to European, American, etc., countermeasures against counterfeit goods.

Background

Completed the master's program in the Department of Nuclear Engineering at the Tokyo Institute of Technology, Master of Engineering. Worked at the JPO, the Science and Technology Agency, UCLA and Nihon TetraPak KK; from 2002, associate professor in the Industrial Engineering & Management Department at the Tokyo Institute of Technology. Since April of 2005, associate professor in the Graduate School of Innovation Management at the Tokyo Institute of Technology.

Select Publications

1. How to approach to upgrade the Value of Intellectual Property Rights! : Tokugikon [217]30-37 (2001)
2. Vietnam Intellectual Property Conditions: Streamlining Systems and Rapid Development of the Country as a Whole, IP Management Review (2003)
3. Introduction to Examples of Countermeasures against Pirated Goods in China and a Proposal toward Market Acquisition, IP Management Review (2003)
4. Strengthening Business and Using Intellectual Property for Growth, Japan Intellectual Property Association (2004)
5. Book: Intellectual Property?Foundations and Practice, Asakura Publishing Co., Ltd., (2004) (co-authors: Naoki Kyomoto, Tomoko Saiki)
6. Translation: Essentials of Patents, Japan Institute of Invention and Innovation (2005) (co-translator: Kiyoshi Kuzuwa)
7. Book: Building an Intellectual Property Department that Cooperates with Corporate Management, Japan Institute of Invention and Innovation (2006) (co-author, Satoru Yonekawa, et al.)

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Masahiro Hashimoto

Fields

Innovation policy, Intellectual Property Strategy and Policy, Innovation Management

Lecture

Innovation Policy, IPR and R&D Management, IP Strategy in Digital World

Social Activities

Member of the member nominating committee, the Engineering Academy of Japan
Manager, Subcommittee of Design and Brand Strategy, Intellectual Property Association of Japan
Visiting Professor, Kanazawa Institute of Technology
Guest Professor, Waseda University

Background

1980, Bachelors, and 1982, Masters of Mechanical Engineering in Tokyo Institute of Technology, Engineering Department.
2008, Ph. D., by University of Tokyo.
Government Expert for more than 30 years on the international trade and industry policy with experience of industry and technology policy in the field of IPR, innovation, University-Industry Cooperation policy and industry policies on service, bio-science, chemicals and materials, energy and others.
2012-2014, Professor at Graduate School of Global Information and Telecommunication Studies, Waseda University
Since 2014, Professor at Graduate School of Innovation Management, Tokyo Institute of Technology

Main research themes

Research topics include innovation policy, IPR policy, energy policy, patent analysis, brand and design strategy, technology roadmapping, national innovation system, etc.

Select Publications

1. M. Hashimoto, Y. Kajikawa, I. Sakata, Y. Takeda and K. Matsushima "Academic landscape of innovation research and national innovation policy by network science"  Hitotsubashi Business Review Vol.56, No.4 (2009/Spr.) pp. 194～211
2. M. Hashimoto, Y. Kajikawa, I. Sakata, Y. Takeda and K. Matsushima "Academic landscape of innovation research and national innovation policy reformation in Japan and the United States" International Journal of Innovation and Technology Management, 2012, vol. 09, issue 06, pages 1250044-1-1250044-12
3. M. Hashimoto et., “Service Science” NTS,（2007）

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Kunihiko Higa　（Link to my personal HP）

Research Field

Telework, e-commerce, ICT tools, ICT strategy, etc.

Lecture

Business Models in the Net Society, Information and Communication Technology for Organizational Strategy

Main research themes

Teleworking as an organizational strategy, sustainable regional social models, models for evaluating and analyzing E-commerce, support systems for communicating and sharing information in a decentralized environment, etc.

Social Activities

• Kochi Prefecture Outsourcing Review Committee, Chair (Sponsored by the Kochi Prefectural Office)
• Telework Promotion Forum, Vice President / Diffusion Committee Chair ( supported by Ministry of Land, Infrastructure and Transport, Ministry of Internal Affairs and Communications, Ministry of Economy, Trade and Industry, Ministry of Health, Labour and Welfare (joint sponsor), Ministry of the Environment).
• Japan Telework Society, Executive Secretary
• Japan Telework Association, Advisor

Background

Completed doctorate program at the University of Arizona in the Management Information Systems Department; in 1988 doctorate (academic). Worked as an associate professor in the Industrial Engineering & Management Department at the Tokyo Institute of Technology; since 1999, professor at the Center for Research in Advanced Financial Technology at the Tokyo Institute of Technology. From April 2005, professor in the Graduate School of Innovation Management at the Tokyo Institute of Technology.

Select Publications

1. Evolving an Organization via Electronic Conference: Fujitsu Books, (1997)
2. Telecom Technology 3 : Fujitsu Books, (1998)
3. Models for Reforming Self-governing Bodies by Using Telework, Journal of Japan Telework Society , Vol. 3, No.1, pp. 61-64 (2004)
4. A Study on the Factors for Performance of Teleworkers, The Japan Society for Management Information Journal (JASMIN Journal), Vol. 12, No. 4, pp. 69-87 (2004) (Recipient of The Japan Society for Management Information Treatise Prize)

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Kzuyoshi Hidaka　（Link to my personal HP）

Research Field

Service Science, Service Innovation, Operations Research, R&D Management

Lecture

Foundations of Service Science, Service Innovation

Main research themes

Service Science, Service Innovation, Operations Research, R&D Management

Social Activities

• Program Adviser of Japan Science and Technology Agency (JST)
• Affiliated fellow of National Institute of Science and Technology Policy, Ministry of Education
• Member of technology board of New Energy and Industrial Technology Development Organization (NEDO),
• Member of IEEE, Information Processing Society of Japan, and Operations Research Society of Japan, board member of Japanese Society for Industrial and Applied Mathematics

Background

He holds a D.Sc. degree, completed a graduate course in energy science at the Graduate School of Tokyo Institute of Technology in March 1984, and obtained a dissertation doctorate in science from Waseda University's Graduate School in March 1996. He had worked for IBM Research ? Tokyo, since 1984 through 2009, and led research projects in optimization technology, discrete algorithms, mathematical science, business solutions, computational organization theory., and service science. Following an assignment to IBM's Watson Research Center in the U.S., returned to the IBM Research ? Tokyo and had been the senior manager of business services research. He had been the member of global leadership team of Service Science, Management, and Engineering (SSME) in IBM, and lead global and Japanese strategy of service science in IBM. He was Professor of School of Knowledge Science, Japan Advanced Institute of Science and Technology, since August 2009 to September 2010.

Select Publications

1. 1.Kazuyoshi Hidaka, "Smart Grid as New Big Opportunity of Information and Communication Technology", Science & Technology Trends Quarterly Review No. 38, pp. 23 - 39, National Institute of Science and Technology Policy, Ministry of Education Japan, January 2011
2. 2.Kazuyoshi Hidaka, "Academic Map of Service Science", Digital Practice, Vol. 1, No. 1, Information Processing Society of Japan, February 2010
3. 3.Toshiyuki Kurokawa, Kazuyoshi Hidaka, "Promises of Cloud Computing: Underlying Technology That Supports Transformation "From Possession to Utilization"", Science & Technology Trends Quarterly Review No. 37, pp. 40 - 52, National Institute of Science and Technology Policy, Ministry of Education Japan, October 2010
4. 4.Kazuyoshi Hidaka, "Trends in Services Sciences in Japan and Abroad", Science & Technology Trends Quarterly Review No.19, pp. 35 ? 47, National Institute of Science and Technology Policy, Ministry of Education, April 2006
5. 5.Kazuyoshi Hidaka, "Services Science, Management, and Engineering (SSME) in Japan", Handbook of Service Science, Springer, pp.707-715, May 2010
6. 6.Stuart I Feldman, Krishna S Nathan, Thomas Li, Kazuyoshi Hidaka, and Corinna Schulze, "The Clarion Call for Modern Services: China, Japan, Europe, and the U.S.", Communications of the ACM, pp. 86-87, Vol. 49, No. 7, ACM, 2006
7. 7.Kazuyoshi Hidaka, "An Approximation Algorithm for a Large-Scale Facility Location Problem", Algorithmica 35, pp. 216 ? 224, Springer-Verlag, 2003

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Wakaha Ogata　（Link to my personal HP）

Research Field

Information security, information management, encrypting technologies, etc.

Lecture

Security Management, Seminar in Research Literacy

Main research themes

Electronic voting systems, including on-line voting, fair web viewing hit measurement systems used for calculating internet advertising rates, etc.

Social Activities

Japan Society of Security Management, Member; The Institute of Electronics, Information and Communication Engineers, Member; Computer System Security Period Research Society, Special Committee Member; Lecturing at Tokyo Tech and other universities on information security and encryption technology.

Background

Completed the doctorate program in department of Electric and Electronic Engineering in the Graduate School of Science and Engineering, Tokyo Institute of Technology, PhD (Engineering). Conducted research into computer network systems while an assistant at Himeji Institute of Technology (University of Hyogo) and have been conducting research into information security while an associate professor at the Graduate School of Science and Engineering at Tokyo Institute of Technology. Since April 2005, an associate professor in the Graduate School of Innovation Management at same.

Select Publications

1. Bounds for Robust Metering Schemes and Their Relationship with A^2-code, Proc. of Asiacrypt 2002, LNCS Vol. 2501, pp.64--80 (2002)
2. New Combinatorial Designs and their Applications to Authentication Codes and Secret Sharing Schemes, Discrete Mathematics, Vol.279/1-3 pp.383-405 (2004)
3. Oblivious Keyword Search, Journal of Complexity, Vol. 20, pp.356-371 (2004)

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Syoiti Ninomiya　（Link to my personal HP）

Research Field

Finance, Probability Theory, Numeric Operation

Lecture

Financial Engineering, Applied Finance

Main research themes

Mathematic finance, probability differential equations, uniform distribution theory

Social Activities

Collaborative research with private industry (Mizuho DL Financial Technology)
Held a symposium at the Center for Research in Advanced Financial Technology

Background

University of Tokyo, School of Science, Department of Mathematical Science, Bachelors; University of Tokyo, Graduate School of Mathematical Science, PhD (Mathematical Science). From 1992, conducted research into uniform distribution theory, multiple integration theory and mathematical finance at the IBM Tokyo Research Laboratory. Since 1999, associate professor at the Center for Research in Advanced Financial Technology at the Tokyo Institute of Technology.

Select Publications

1. Toward real-time pricing of complex financial derivatives : Applied Mathematical Finance. <3>1--20(1996)
2. On the discrepancy of the beta-adic van der Corput sequences : Journal of Mathematical Sciences, The University of Tokyo. <5>345--366(1998)
3. Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun algorithm : Journal of Mathematical Sciences, The University of Tokyo. <7>163--193(2000)

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Yumiharu Nakano　（Link to my personal HP）

Research Field

Mathematical Finance, Probability Theory

Lecture

Corporate Finance, Financial Risk Management

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Select Publications

1. K. Fukuda, A. Inoue, and Y. Nakano, Dynamic risk diversification and insurance premium principles.
2. K. Fukuda, A. Inoue, and Y. Nakano, Optimal intertemporal risk allocation applied to insurance pricing.
3. A. Inoue and Y. Nakano, Remark on optimal investment in a market with memory, Theory of Stochastic Processes, 13 (2007), 66--76.
4. A. Inoue, Y. Nakano, Optimal long term investment model with memory, Appl. Math. Optim., 55 (2007), 93--122.
5. A. Inoue, Y. Nakano and V. Anh, Binary market models with memory, Statist. Probab. Lett., 77 (2007), 256--264.
6. Y. Nakano, Mean-risk optimization for index tracking, Statist. Decisions, 24 (2006), 189--207.
7. A. Inoue, Y. Nakano and V. Anh, Linear filtering of systems with memory and application to finance, J. Appl. Math. Stochastic Anal., (2006), Art. ID 53104, 26pp.
8. Y. Nakano, Minimization of shortfall risk in a jump-diffusion model, Statist. Probab. Lett., 67 (2004), 87--95.
9. Y. Nakano, Efficient hedging with coherent risk measure, J. Math. Anal. Appl., 293 (2004), 345--354.
10. Y. Nakano, Minimizing coherent risk measures of shortfall in discrete-time models under cone constraints, Appl. Math. Finance, 10 (2003), 163--181.