Rchr
J-GLOBAL ID：200901051561014266
Update date: Jul. 17, 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 (6)：
-
Jiro Hodoshima, Toshiyuki Yamawake. Sensitivity of Performance Indexes to Disaster Risk. Risks. 2021. 9. 2
-
Jiro Hodoshima, Toshiyuki Yamawake. Comparing Dynamic and Static Performance Indexes in the Stock Market: Evidence From Japan. Asia-Pacific Financial Markets. 2021
-
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
ｍore...
Education (2)：
- - 2008 Kyoto University
- - 2002 Kyoto University Faculty of Economics Department of Business Administration
Professional career (1)：
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
Return to Previous Page
