Rchr
J-GLOBAL ID：201401070184096273
Update date: Jun. 28, 2023
Watanabe Yasuaki
ワタナベ ヤスアキ | Watanabe Yasuaki
Affiliation and department：
Homepage URL (1)：
http://kaken.nii.ac.jp/d/r/70367811.ja.html
Research field (2)：
Money and finance
, Public economics, labor economics
Research keywords (2)：
Risk Factor Analysis
, Stochastic Volatility Model
Research theme for competitive and other funds (2)：
- 2021 - 2022 コロナ禍等のブラック・スワン・イベントが発生した場合の資産運用戦略
- 2011 - 2014 高次モーメントを考慮に入れた新しいパフォーマンス評価手法の開発
Papers (10)：
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渡辺 泰明, リチャード・ ダッシャー. ソロー=コブ=ダグラス型生産関数の観点からAIの技術革新はいかに技術進歩に貢献したか?. 近大マネジメント・レビュー. 2022. Vol.10. 139-149
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WATANABE YASUAKI. Public Pension Fund’s Asset Allocation in Terms of ALM and LDI -Evidence from Both GPIF and CalPERS-. A Collection of Research Papers to Commemorate 10-Year Anniversary of the Creative Management and Innovation Research Institute. 2022. 161-186
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WATANABE YASUAKI. Empirical Analysis of Equity Return;in Terms of;Risk Factor;Based Asset Allocation;by Using SV Model;ARCH-Type Models. A Collection of Research Papers to Commemorate 10-Year Anniversary of the Creative Management and Innovation Research Institute. 2022. 135-160
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Yasuaki Watanabe. Theory of Conjectural Variation in Oligopolistic Price - Application to Japanese Beer Industry under Covid-19 Crisis -. Journal of Business Studies Vol.67,No.3,. 2021. Vol.67. No.3. 139-153
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Yasuaki Watanabe Richar, B. Dasher. “On the Progress of Industrial Revolutions : A Model to Account for the Spread of Artificial Intelligence Innovations across Industry.”. Kindai Management Review. 2020. Vol.8. 113-123
ｍore...
MISC (4)：
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Watanabe Yasuaki. Comparison of Volatiltiy Estimation Models in Emerging Stock Markets. Annual report of the Economic Society,Tohoku University. 2004. 65. 3. 613-640
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Watanabe Yasuaki. Predictability of Returns and Volatility Estimation in Emerging Stock Markets. Annual report of the Economic Society,Tohoku University. 2002. 64. 1. 21-46
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Watanabe Yasuaki. Revitalization of the Japanese Economy. 2002. 3. 75-84
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Watanabe Yasuaki. The Issues Related to Japanese Private Pensions and Their Desirable Future Reform Proposals. Annual report of the Economic Society,Tohoku University. 2000. 62. 1. 71-92
Books (4)：
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J-MONEY
株式会社 エディト 2020
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『The Recent Trend of Hedge Fund Strategies』
Nova Science Publishers, Inc. 2010
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『Economics of Emerging Markets』
Nova Science Publishers, Inc. 2008
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『エマージング株式市場のファンダメンタル分析』
株式会社プリンテック 2003
Lectures and oral presentations (8)：
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リーマンショック、コロナ禍、ウクライナ戦争によって引き起こされた金融危機のテールリスクの管理手法
(第28回金融市場予測学会 (於:レンヌ大学) 2023)
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金融危機:確率変動モデルと状態空間モデル
(JAFEE 2022 冬季大会 (於:東北大学) 2023)
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“コロナ禍のテールリスクに備えた資産運用”
(日本スタンフォード協会 定期総会 “特別講演” 2020)
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Empirical Analysis of Equity Return in terms of Risk Factor based Asset Allocation by using SV Model and ARCH-Type Models
(32nd Australasian Finance Conference in New South Wales Univ. 2019)
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The Estimation of Regime Switching Models in Monthly Returns of Equities by using Markov Switching Model and ARCH- type models.
(25th Forecasting Financial Markets in Oxford Univ. 2018)
ｍore...
Education (3)：
- 1998 - 2001 Tohoku University Graduate School of Economics
- 1994 - 1996 International University of Japan International Management
- 1979 - 1983 Keio University Commercial Science
Professional career (1)：
- Ph.D Business Administration (Tohoku University)
Work history (3)：
- 2014/04 - 現在 Kindai University Faculty of Business Administration
- 2013/04 - 2014/03 Kindai University Institute for World Economy
- 2007/10 - 2013/03 Kochi University of Technology School of Management
Association Membership(s) (3)：
American Finance Association
, Japanese Association of Financial Econometrics and Engineering
, NIPPON FINANCE ASSOCIATION
