専任教員教育研究データベース - 重田　雄樹

シゲタ　ユウキ SHIGETA Yuki
重田　雄樹

所属東京経済大学経済学部

職種准教授

学会発表
2020/06/13	A Comparison of Max-Min Expected Utility and Expectation-Based Reference-Dependent Preference in Static and Dynamic Portfolio Choice
2019/11	An Equilibrium Asset Pricing Model with Naive Diversification (横浜国立大学・南山大学共同ファイナンス・ワークショップ)
2019/06/22	Gain/Loss Asymmetric Stochastic Differential Utility (日本ファイナンス学会第27回大会)
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