| Type | Author(s) | Title | Other Titles | Citation | Citation(alt) | Issue Date |
| bulletin (article) | Inoue, Akihiko; Nakano, Yumiharu; Anh, Vo | Binary market models with memory | - | Hokkaido University Preprint Series in Mathematics | - | 2004 |
| article (author version) | Inoue, Akihiko; Nakano, Yumiharu; Anh, Vo | Binary market models with memory | - | Statistics & Probability Letters | - | 1-Feb-2007 |
| bulletin (article) | Nakano, Yumiharu | Efficient hedging with coherent risk measure | - | Hokkaido University Preprint Series in Mathematics | - | Mar-2001 |
| bulletin (article) | Inoue, Akihiko; Nakano, Yumiharu; Anh, Vo | Linear filtering of systems with memory | - | Hokkaido University Preprint Series in Mathematics | - | 2004 |
| bulletin (article) | Fukuda, Kei; Inoue, Akihiko; Nakano, Yumiharu | Optimal intertemporal risk allocation applied to insurance pricing | - | Hokkaido University Preprint Series in Mathematics | - | 2007 |
| bulletin (article) | Inoue, Akihiko; Nakano, Yumiharu | Optimal long term investment model with memory | - | Hokkaido University Preprint Series in Mathematics | - | 30-Jun-2005 |
| article (author version) | Inoue, Akihiko; Nakano, Yumiharu | Optimal Long-Term Investment Model with Memory | - | Applied Mathematics and Optimization | - | 2007 |
| bulletin (article) | Inoue, Akihiko; Nakano, Yumiharu | Remark on optimal investment in a market with memory | - | Hokkaido University Preprint Series in Mathematics | - | 2007 |
| bulletin (article) | Nakano, Yumiharu | 学位論文 Doctoral thesis “OPTIMAL HEDGING IN THE PRESENCE OF SHORTFALL RISK” | - | Hokkaido University technical report series in mathematics | 北海道大学数学講究録 | 1-Jan-2005 |
