Rchr
J-GLOBAL ID：200901053424971310
Update date: Mar. 19, 2021
KOUJI KUSUDA
クスダ コウジ | KOUJI KUSUDA
Affiliation and department：
Job title：
Professor
Research field (4)：
Money and finance
, Public economics, labor economics
, Economic statistics
, Theoretical economics
Research keywords (3)：
Finance
, Theoretical Economics
, Statistics for Economics
Research theme for competitive and other funds (2)：
- 2002 - 2005 Consumption-Based Capital Asset Pricing
- 2001 - 2005 Interest Derivative Asset Pricing
Papers (23)：
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Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda. A Semi-analytical Solution to Cosumption and International Asset Allocation Problem. CRR Discussion No. B17. 2019
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Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda. A Semi-Analytical Solution to Finite-time Optimization Problem of Long-term Security Investment for Consumer with CRRA Utility. Journal of the Japanese Association of Risk, Insurance and Pensions. 2019. 11. 1. 1-23
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バトボルド ボロルソフタ, 菊池 健太郎, 楠田 浩二. CRRA効用消費者の長期国際証券投資の有限時間最適化問題に対する解析解. CRR Discussion Paper No. J-69. 2018
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バトボルド ボロルソフタ, 菊池健太郎, 楠田 浩二. 相似拡大的頑健効用消費者の長期国際証券投資の最適化問題に対する近似解析解. CRR Discussion Paper No. J68. 2018
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Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda. Approximate Analytical Solution to Consumption and Long-Term Security Investment Optimization Problem with Epstein-Zin Utility. Transactions of the Operations Research Society of Japan. 2018. 62. 23-53
ｍore...
MISC (26)：
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その他の著者. A Robust Recursive Utility under Jump-Diffusion Information. Working Paper, Center for Risk Research, Faculty of Economics, Shiga University. 2006. B-9
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その他の著者. A Robust Recursive Utility under Jump-Diffusion Information. Working Paper, Center for Risk Research, Faculty of Economics, Shiga University. 2006. B-9
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その他の著者. A Stochastic Volatility Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives. Working Paper, Center for Risk Research, Faculty of Economics, Shiga University. 2005. B-7
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その他の著者. A Stochastic Volatility Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives. Working Paper, Center for Risk Research, Faculty of Economics, Shiga University. 2005. B-7
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その他の著者. Robust Control-based Stochastic Differential Utility under Jump-Diffusion Information. Working Paper, Center for Risk Research, Faculty of Economics, Shiga University. 2005. B-6
ｍore...
Books (2)：
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General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator
Working Paper, Center for Risk Research, Faculty of Economics, Shiga University 2004
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Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator
Working Paper, Center for Risk Research, Faculty of Economics, Shiga University 2004
Lectures and oral presentations (2)：
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相似拡大的頑健効用投資家の消費と長期証券投資の最適化問題に対する近似解析解
(JAFEE2018夏季大会 2018)
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消費と長期証券投資の最適菅問題に対する近似解析解
(2018年度日本ファイナンス学会第26回大会 2018)
Education (4)：
- - 2003 ミネソタ大学 経済学研究科
- - 2003 University of Minnesota Graduate School, Department of Economics
- - 1988 Kyoto University Faculty of Engineering
- - 1988 Kyoto University Faculty of Engineering Department of Applied Mathematics and Physics
Professional career (6)：
Work history (8)：
- 2007/11/01 - 現在 Shiga University Faculty of Economics Professor
- 2007/04/01 - 2007/10/31 Shiga University Faculty of Economics Associate Professor
- 2003/06/01 - 2007/03/31 Shiga University Faculty of Economics Associate Professor (as old post name)
- 1998/06 - 1998/09 日本銀行調査統計局 その他の部署 その他の経歴
- 1997/08 - 1998/06 日本銀行人事局 その他の部署 その他の経歴
- 1992/11 - 1997/08 日本銀行金融研究所 その他の部署 その他の経歴
- 1991/03 - 1992/11 日本銀行北九州支店 その他の部署 その他の経歴
- 1990/04 - 1991/03 日本銀行調査統計局 その他の部署 その他の経歴
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Committee career (3)：
- 1900 - 日本経済学会 その他の役職
- 1900 - 日本金融学会 その他の役職
- 1900 - 日本金融・証券計量・工学学会 その他の役職
Association Membership(s) (2)：
日本保険・年金リスク学会
, Nippon Finance Association
