Masataka Suzuki

スズキマサタカ | Masataka Suzuki

Affiliation and department：
Job title： Associate Professor
Other affiliations (2)：

Research field (1)： Money and finance

Research keywords (1)： Asset Pricing Theory

Research theme for competitive and other funds (3)：

2023 - 2026 債券および株式期間構造の動学的特徴を再現する一般均衡モデルの構築
2020 - 2023 滑らかな曖昧性選好を考慮した一般資産価格理論の構築
2017 - 2020 Can equity bubble be predictable? Identifying the bubble generating mechanism through a novel indicator

Papers (10)：

Masataka Suzuki. Smooth ambiguity preferences and asset prices with a jump-diffusion process. Quantitative Finance. 2022. 22. 5. 871-887
鈴木雅貴. コロナ禍における株価形成の合理性-配当先物価格との比較を通じて-. 証券アナリストジャーナル. 2021. 59. 8. 41-48
鈴木雅貴. 株式バブルの発生メカニズムとその識別. 現代ファイナンス. 2019. 41. 1-25
Masataka Suzuki. Continuous-time smooth ambiguity preferences. Journal of Economic Dynamics & Control. 2018. 90. 30-44
Masataka Suzuki. A representative agent asset pricing model with heterogeneous beliefs and recursive utility. International Review of Economics & Finance. 2016. 45. 298-315

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Books (3)：

Education (1)：

Professional career (1)：

Work history (4)：

2020/04/01 - 現在 Hitotsubashi University Faculty of Commerce and Management Associate Professor
2020/04/01 - 現在 Hitotsubashi University Graduate School of Business Administration Department of Business Administration Associate Professor
2014/04/01 - 2020/03/31 横浜国立大学国際社会科学研究院准教授
2012/04/01 - 2014/03/31 武蔵大学経済学部金融学科講師

Awards (1)：

2022/07 - 日本ファイナンス学会若手研究奨励論文 Dynamic Property of Equity Term Structure under the Long-Run Risks Model

Association Membership(s) (4)：

日本金融学会 , Nippon Finance Association , Japanese Economic Association , American Finance Association

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