Faculty Information - SHIGETA Yuki |

SHIGETA Yuki

Department / Course Tokyo Keizai University Economics

Job Associate Professor

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
2013/06	The change of correlation structure across industries: an analysis in the regime switching framework