Faculty Information - SHIGETA Yuki |

（Last updated : 2023-03-17 17:35:13）

SHIGETA Yuki

Department / Course Tokyo Keizai University Economics

Job Associate Professor

Home Page
https://sites.google.com/view/yukishigeta

Business career
2021/04/01 ～	Associate Professor Tokyo Keizai University Economics
2018/04/01 ～ 2021/03/31	Full-Time Lecturer Tokyo Keizai University Economics

Degree/Academic background
2016/09 Degree Acquisition	Kyoto University
2013/04～2016/03	Doctoral Program (2nd Semester) Kyoto University Expired with Credits Obtained
2013/03 Degree Acquisition	Kyoto University
2011/04～2013/03	Master Kyoto University Finished
2011/03 Degree Acquisition	Kyoto University
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Reseach Areas
Economic theory

Research Subject
2018	I now work on an application of non-expected utility theory to asset pricing. Non-Expected Utility Theory, Asset Pricing Theory

Book and thesis
2022/07/29	Papers	Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions Journal of Economic Theory 204,pp.105518 (Sole-authored)
2020/08/14	Papers	Gain/loss asymmetric stochastic differential utility Journal of Economic Dynamics and Control 118,pp.103975 (Sole-authored)
2020/02/05	Papers	An Analysis of Efficiency of the Equally Weighted Portfolio in Japanese Financial Market The Journal of Tokyo Keizai University : Economics,pp.3-18 (Sole-authored)
2017/02	Papers	Portfolio Selections under Mean-Variance Preference with Multiple Priors for Means and Variances Annals of Finance (13(1)),pp.pp.97-124. (Sole-authored)

Academic conference presentation
2020/06/13	A Comparison of Max-Min Expected Utility and Expectation-Based Reference-Dependent Preference in Static and Dynamic Portfolio Choice
2019/06/22	Gain/Loss Asymmetric Stochastic Differential Utility
2018/06	Ambiguity matters if you invest in many assets
2017/06	Ambiguity Aversion, Extrapolative Expectations, and the Cross-Section of Expected Returns
2016/05	Optimality of naive investment strategies on dynamic mean-variance portfolio selections with multiple priors in the Markovian financial market
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Belonging society
2017	Association of Behavioral Finance and Economics
2017	Japanese Finance Association
2013/06	Nippon Finance Association