Rchr
J-GLOBAL ID：201601014779593708
Update date: Feb. 01, 2024
Shigeta Yuki
シゲタ ユウキ | Shigeta Yuki
Affiliation and department：
Job title：
Associate professor
Homepage URL (1)：
https://sites.google.com/view/yukishigeta
Research field (1)：
Money and finance
Research keywords (3)：
optimal stopping
, stochastic differential utility
, model-uncertainty
Research theme for competitive and other funds (3)：
- 2021 - 2024 An analysis of household finance behavior by behavioral finance models
- 2018 - 2022 Applications of non-expected utility to asset pricing theory
- 2017 - 2020 Firm value and Flexibility: Empirical and Case studies
Papers (3)：
-
Yuki Shigeta. Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions. Journal of Economic Theory. 2022. 202. 105518-105518
-
Yuki Shigeta. Gain/loss asymmetric stochastic differential utility. Journal of Economic Dynamics and Control. 2020. 118. 103975-103975
-
Yuki Shigeta. Portfolio selections under mean-variance preference with multiple priors for means and variances. Annals of Finance. 2017. 13. 1. 97-124
Professional career (1)：
- Ph.D in Economics (Kyoto university)
Work history (3)：
- 2021/04 - 現在 Tokyo Keizai University Faculty of Economics Associate Professor
- 2018/04 - 2021/03 Tokyo Keizai University Faculty of Economics Assistant Professor
- 2017/04 - 2018/03 Kyoto University Graduate School of Economics Assistant professor
Association Membership(s) (2)：
JAPAN FINANCE ASSOCIATION
, NIPPON FINANCE ASSOCIATION
