Rchr
J-GLOBAL ID：201701014542454115   Update date: Jan. 30, 2024

Nakajima Katsushi

Nakajima Katsushi
Affiliation and department：
Ritsumeikan Asia Pacific University College of International Management

About Ritsumeikan Asia Pacific University College of International Management


Job title： Associate Professor
Research field  (1)： Money and finance
Research keywords  (4)： Asset Pricing Theory ,  Financial Economics ,  Categorical Probability Theory ,  Finance
Research theme for competitive and other funds  (3)：
  • 2018 - 2023 認識論理を用いた構造型アプローチによる金融的確率ジャンプの発生メカニズムの研究
  • 2016 - 2018 コモディティの現物価 格と先物価格のダイ ナミクスに関する研究
  • 2014 - 2016 コモディティにおけるコンビニエンス・イールドと在庫に関する理論分析及び実証分析
Papers (6)：
ｍore...
MISC (1)：
  • Takanori Adachi, Katsushi Nakajima, Yoshihiro Ryu. Generalized filtrations and binomial asset pricing models. Operations Research. 2020. 65. 7
Books (1)：
  • Commodity Investment Strategy: What have we learn from the financialization of commodity markets?
    Keiso Shobou 2014
Lectures and oral presentations  (11)：
  • The Generic Existence of Equilibrium when the Financial and Commodity Markets are Incomplete
    (JAFEE 2018 夏季大会 2018)
  • Commodity Spot, Forward Prices, and Convenience Yield under Incomplete Market
    (日本経済学会2018年度秋季大会 2018)
  • Commodity Spot, Forward Prices, and Convenience Yield under Incomplete Market
    (JAFEE 2017年度 夏季大会 2017)
  • Convenience Yield Revisited: Using Profit Maximization Discrete-Time Model
    (日本ファイナンス学会第23回大会 2015)
  • Commodity Spot and Futures Prices under Supply, Demand, and Financial Trading
    (JAFEE 2015 夏季大会 2015)
ｍore...
Education (3)：
  • 2007 - 2013 Hitotsubashi University International Corporate Strategy Financial Strategy Ph.D. program
  • 2001 - 2003 Keio University Graduate School of Media and Governance Master Program
  • 1997 - 2001 Keio University Faculty of Policy Management
Professional career (1)：
  • Ph.D. in Finance (Hitotsubashi University)
Work history (6)：
  • 2017/04 - 現在 Ritsumeikan Asia Pacific University College of International Management Associate Professor
  • 2014/04 - 2017/03 Ritsumeikan Asia Pacific University College of International Management Assistant Professor
  • 2013/09 - 2014/03 Waseda University Faculty of Commerce Assistant Professor
  • 2011/02 - 2013/08 Ricoh Institute of Sustainability and Business Researcher
  • 2010/04 - 2011/01 NS Financial Management Consulting, Inc. Manager
Show all
Association Membership(s) (3)：
Japanese Association of Financial Econometrics and Engineering ,  NIPPON FINANCE ASSOCIATION ,  JAPANESE ECONOMIC ASSOCIATION
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

Return to Previous Page

TOP

BOTTOM