Takezawa Naoya

タケザワナオヤ | Takezawa Naoya

Affiliation and department：
Job title： Professor

Research field (4)： Applied mathematics and statistics , Basic mathematics , Money and finance , Public economics, labor economics

Research keywords (6)：リスクマネジメント , リアルオプション , 金融工学 , Risk Management , Real Options , Financial Engineering

Research theme for competitive and other funds (9)：

2021 - 2024 A measurement of market sentiment via the kalman filter with analyst classifications
2014 - 2016 企業活動のリアルオプション評価に関する研究
2008 - 2012 金融資産の評価モデルの構築とその応用に関する研究
2009 - 2011 企業活動と金融リスクのリアルオプション評価に関する研究
2010 - 2011 投資家の消費と株式市場に関する研究

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Papers (36)：

Naoya Takezawa. The Stock Return Exposure to Market Sentiment, Market Return Entropy and Price to Book Ratios in the Japanese Equity Market. Nanzan Management Review. 2023. 37. 3. 337-352
武内幸生, 竹澤直哉, 赤壁弘康. 賃貸等不動産を考慮に入れた企業のリアルオプション評価. リアルオプション研究. 2022. 14. 1-32
Naoya Takezawa. Exploring Systematic Risk Shocks in the Japanese Equity Market. Nanzan Management Review. 2022. 37. 2. 151-165
竹澤直哉, 赤壁弘康. コロナ禍後の人口減少観光地を対象とした観光サービス利用制限政策のリアルオプション的評価. リアルオプション研究. 2021. 13. 1-19
Market Investor Sentiment and Time Varying Betas of Japanese Mutual Funds - A Kalman Filter Estimate of Time Varying Beta and its Long Term Persistence. Nanzan Management Review. 2021. 36. 2. 221-232

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MISC (7)：

TAKEZAWA Naoya. The 1980’s Japanese asset price bubble revisited. Reinventing Fi-nancial Services, what consumers expect from fu-ture banks and insurers. 2011. 14,16
A Note Testing Warrant Pricing Models : An Entropy Based Approach. 2003
NT Trang, N Takezawa, T Takezawa. Real options and the evaluation of research and developement projects in the pharmaceutical industry: A case study. JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN. 2002. 45. 4. 385-403
Credit Lisk of Vertical Keiretsu Fims : Evidence From the. Japanese Automabile Industry Proceeding of 8th Conrention of the East Asian Economic Association. 2002
The Option to Reschedule priority. ROG Conference Proceeding. 2001

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Books (5)：

インベストメント(8版) 別巻
マグロウヒル・エデュケーション社 2010
インベストメント(8版)上巻・下巻
マグロウヒル・エデュケーション社 2010
リアルオプションと経営戦略
シグマベイスキャピタル社 2006
THE JAPANESE FINANCE: CORPORATE FINANCE AND CAPITAL MARKETS IN CHANGING JAPAN, International Finance Review, Vol. 4
JAI Elsevier Science 2003
リアルオプション(翻訳)
エコノミスト社 2001

Lectures and oral presentations (41)：

Systematic Risk Shocks and Analyst Forecasts in Japan
(2022)
Systematic Risk Shocks in the Japanese Equity Market
(JFA-PBFJ Special Issue Conference(国際学会) 2022)
Market Investor Sentiment in the Mutual Fund Market - A Kalman Filter Appraoch using Time varying Beta
(2018)
How Socially Conscious Fund Returns React to Moment Constraints
(YNU-Nanzan Finance Workshop 2017 2017)
How Socially Conscious Fund Returns React to Moment Constraints. -The Sensitivity of the Implied Maximum Entropy Distributions
(2017)

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Professional career (3)：

Work history (5)：

2013/04 - 現在社会科学研究科経営学専攻博士前期課程、博士後期課程、研究指導担当
2011/04 - 現在 Nanzan University Faculty of Business Administration Professor
2011/04 - 2012/03 Nanzan Univeristy Graduate School of Business Administration Professor
2008/04 - 2011/03 Nanzan University Graduate School of Business Administration Associate Professor
2006/04 - 2008/03 Nanzan University Graduate School of Business Administration Assistant Professor

Association Membership(s) (4)：

INFORMS , AFA , NFA , JAFFE

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