Yoshio Miyahara

637 total citations
23 papers, 335 citations indexed

About

Yoshio Miyahara is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Yoshio Miyahara has authored 23 papers receiving a total of 335 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 7 papers in Management Science and Operations Research and 6 papers in Economics and Econometrics. Recurrent topics in Yoshio Miyahara's work include Stochastic processes and financial applications (16 papers), Capital Investment and Risk Analysis (8 papers) and Risk and Portfolio Optimization (6 papers). Yoshio Miyahara is often cited by papers focused on Stochastic processes and financial applications (16 papers), Capital Investment and Risk Analysis (8 papers) and Risk and Portfolio Optimization (6 papers). Yoshio Miyahara collaborates with scholars based in Japan and Italy. Yoshio Miyahara's co-authors include Monique Jeanblanc and Tetsuya Misawa and has published in prestigious journals such as Finance research letters, The Annals of Applied Probability and Finance and Stochastics.

In The Last Decade

Yoshio Miyahara

23 papers receiving 292 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Yoshio Miyahara Japan 9 283 137 69 56 29 23 335
Ulrich G. Haussmann Canada 9 246 0.9× 111 0.8× 85 1.2× 54 1.0× 22 0.8× 16 292
Kristin Reikvam Norway 8 224 0.8× 108 0.8× 58 0.8× 57 1.0× 18 0.6× 10 260
Erik Ekström Sweden 13 384 1.4× 176 1.3× 92 1.3× 50 0.9× 37 1.3× 54 441
Bruno Dupire United States 5 232 0.8× 71 0.5× 36 0.5× 24 0.4× 47 1.6× 5 271
Son Luu Nguyen United States 10 188 0.7× 98 0.7× 36 0.5× 50 0.9× 20 0.7× 25 233
Stefan Ankirchner Germany 10 297 1.0× 134 1.0× 94 1.4× 75 1.3× 32 1.1× 48 327
Christa Cuchiero Austria 11 263 0.9× 75 0.5× 52 0.8× 34 0.6× 41 1.4× 25 315
Idris Kharroubi France 13 283 1.0× 85 0.6× 89 1.3× 82 1.5× 17 0.6× 28 353
Alexandre Popier France 8 189 0.7× 72 0.5× 30 0.4× 38 0.7× 27 0.9× 21 219
Areski Cousin France 9 238 0.8× 78 0.6× 105 1.5× 39 0.7× 21 0.7× 26 333

Countries citing papers authored by Yoshio Miyahara

Since Specialization
Citations

This map shows the geographic impact of Yoshio Miyahara's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yoshio Miyahara with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yoshio Miyahara more than expected).

Fields of papers citing papers by Yoshio Miyahara

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yoshio Miyahara. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yoshio Miyahara. The network helps show where Yoshio Miyahara may publish in the future.

Co-authorship network of co-authors of Yoshio Miyahara

This figure shows the co-authorship network connecting the top 25 collaborators of Yoshio Miyahara. A scholar is included among the top collaborators of Yoshio Miyahara based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yoshio Miyahara. Yoshio Miyahara is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Miyahara, Yoshio. (2021). Both Sensitive Value Measure and its Applications. Asia-Pacific Financial Markets. 29(2). 357–379. 1 indexed citations
2.
Miyahara, Yoshio, et al.. (2019). Utility indifference pricing and the Aumann–Serrano performance index. Journal of Mathematical Economics. 86. 83–89. 7 indexed citations
3.
Miyahara, Yoshio. (2019). Inner Rate of Risk Aversion (IRRA) and Its Applications to Investment Selection. Asia-Pacific Financial Markets. 27(2). 193–212. 3 indexed citations
4.
Misawa, Tetsuya, et al.. (2019). Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan. Asia-Pacific Financial Markets. 27(2). 155–174. 1 indexed citations
5.
Misawa, Tetsuya, et al.. (2017). Comparison of utility indifference pricing and mean-variance approach under normal mixture. Finance research letters. 24. 221–229. 6 indexed citations
6.
Miyahara, Yoshio. (2017). Risk Sensitive Value Measure Meathods for Project Evaluations. 9(2_Monographs). 1–1. 4 indexed citations
7.
Miyahara, Yoshio. (2011). Option Pricing in Incomplete Markets. 6 indexed citations
8.
Miyahara, Yoshio. (2011). Option Pricing in Incomplete Markets: Modeling Based on Geometric Levy Processes and Minimal Entropy Martingale Measures. RePEc: Research Papers in Economics. 5 indexed citations
9.
Miyahara, Yoshio. (2011). Option Pricing in Incomplete Markets. 5 indexed citations
10.
Miyahara, Yoshio. (2010). Risk-Sensitive Value Measure Method for Projects Evaluation. 3(2). 185–204. 17 indexed citations
11.
Miyahara, Yoshio, et al.. (2010). Real Option Approach to Evaluation of Plant Maintenance Strategies Based on the Controlled Markov Process. 3(1). 1–23. 3 indexed citations
12.
Miyahara, Yoshio, et al.. (2009). Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures. RePEc: Research Papers in Economics. 119–133. 4 indexed citations
13.
Jeanblanc, Monique, et al.. (2007). Minimal fq-martingale measures for exponential Lévy processes. The Annals of Applied Probability. 17(5-6). 30 indexed citations
14.
Miyahara, Yoshio. (2006). [GLP & MEMM] Pricing Models and Related Problems. RePEc: Research Papers in Economics. 125–156. 1 indexed citations
15.
Miyahara, Yoshio, et al.. (2003). The minimal entropy martingale measures for geometric L�vy processes. Finance and Stochastics. 7(4). 509–531. 103 indexed citations
16.
Miyahara, Yoshio. (2001). [Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems. Asia-Pacific Financial Markets. 8(1). 45–60. 36 indexed citations
17.
Miyahara, Yoshio. (1981). Occurrence of the Rice Leafroller in Japan. Japan Agricultural Research Quarterly JARQ. 15(2). 100–105. 3 indexed citations
18.
Miyahara, Yoshio. (1981). Infinite dimensional Langevin equation and Fokker-Planck equation. Nagoya Mathematical Journal. 81. 177–223. 13 indexed citations
19.
Miyahara, Yoshio. (1973). Invariant Measures of Ultimately Bounded Stochastic Processes. Nagoya Mathematical Journal. 49. 149–153. 19 indexed citations
20.
Miyahara, Yoshio. (1972). Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations. Nagoya Mathematical Journal. 47. 111–144. 22 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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