Rchr
J-GLOBAL ID:200901051561014266   Update date: Jan. 30, 2024

山分 俊幸

ヤマワケ トシユキ | 山分 俊幸
Affiliation and department:
Job title: Professor
Research field  (1): Money and finance
Research keywords  (3): 計量ファイナンス ,  証券市場 ,  金融工学
Research theme for competitive and other funds  (1):
  • 2022 - 2025 Theory and applications of performance measures
Papers (5):
  • Jiro Hodoshima, Toshiyuki Yamawake. Sensitivity of Performance Indexes to Disaster Risk. Risks. 2021. 9. 2
  • Jiro Hodoshima, Toshiyuki Yamawake. The Aumann-Serrano Performance Index for Multi-Period Gambles in Stock Data. Journal of Risk and Financial Management. 2020. 13. 11
  • Jiro Hodoshima, Toshiyuki Yamawake. Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility. Finance Research Letters. 2019. 28. 74-81
  • Hiroshi Ito, Ryosuke Sekiguchi, Toshiyuki Yamawake. Debt swaps for financing education: Exploration of new funding resources. Cogent Economics & Finance. 2019. 6. 1-10
  • Toshiyuki Yamawake, Shigetsune Yamoto, Hoe Chin Goi, Dong-Joon Lee. Determinants of Vertical Integration: Investment Efficiency, Product Differentiation and Firm Size. Theoretical Economics Letters. 2018. 8. 5. 1028-1043
Education (2):
  • - 2008 Kyoto University
  • - 2002 Kyoto University Faculty of Economics Department of Business Administration
Professional career (1):
  • 経済学博士 (京都大学)
Work history (4):
  • 2021/04 - 現在 Nagoya University of Commerce and Business Faculty of Economics
  • 2010/04 - 2021/03 Nagoya University of Commerce and Business Faculty of Economics
  • 2007/04 - 2010/03 Nagoya University of Commerce and Business Faculty of Economics
  • 2006/04 - 2007/03 Nagoya University of Commerce and Business
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