Rchr
J-GLOBAL ID：202401007079046434   Update date: Apr. 05, 2026

Sekine Masashi

セキネ マサシ | Sekine Masashi
Homepage URL  (2)： https://masashi-sekine.github.io/ ,  https://masashi-sekine.github.io/En/
Research field  (1)： Money and finance
Research keywords  (3)： Mathematical Finance ,  Mean Field Game Theory ,  Financial Economics
Research theme for competitive and other funds  (1)：
  • 2023 - 2026 Mean Field Game Theory and Its Application to Mathematical Finance
Papers (3)：
  • Masashi Sekine. Mean field equilibrium asset pricing model under partial observation: an exponential quadratic Gaussian approach. Japan Journal of Industrial and Applied Mathematics. 2025. 42. 853-878
  • Masaaki Fujii, Masashi Sekine. Mean Field Equilibrium Asset Pricing Model with Habit Formation. Asia-Pacific Financial Markets. 2025
  • Masaaki Fujii, Masashi Sekine. Mean-field equilibrium price formation with exponential utility. Stochastics and Dynamics. 2024. 24. 08
MISC (1)：
  • Masashi Sekine. Mean Field Equilibrium Asset Pricing Models With Exponential Utility [Doctoral Dissertation]. 2026
Lectures and oral presentations  (5)：
  • An Overview of the Mean Field Equilibrium Asset Pricing Models
    (Quantitative Methods in Finance 2025 2025)
  • 指数型効用における平均場均衡資産価格形成モデルの概要
    (大阪大学MMDS中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題2025」 2025)
  • 平均場均衡資産価格形成モデルの概要
    (日本応用数理学会第21回研究部会連合発表会 2025)
  • 部分観測市場における平均場均衡資産価格形成モデル
    (第62回(2024年度冬季)JAFEE大会 2025)
  • 平均場ゲーム理論を用いた資産価格形成モデル
    (第61回(2024年度夏季)JAFEE大会 2024)
Education (4)：
  • 2023 - 2026 The University of Tokyo Division of Economics, Graduate School Quantitative Finance Course
  • 2021 - 2023 The University of Tokyo Division of Economics, Graduate School Quantitative Finance Course
  • 2019 - 2021 The University of Tokyo Faculty of Economics Department of Finance
  • 2017 - 2019 The University of Tokyo College of Arts and Sciences
Professional career (3)：
  • B.A. (Economics) (The University of Tokyo)
  • M.A. (Management) (The University of Tokyo)
  • Ph.D. (Management) (The University of Tokyo)
Work history (2)：
  • 2023/04 - 2026/03 Japan Society for the Promotion of Science DC1 Research Fellow
  • 2022/07 - 2023/03 The University of Tokyo World-leading Innovative Graduate Study (WINGS) Program Research Assistant
Association Membership(s) (2)：
Japanese Association of Financial Econometrics and Engineering (JAFEE) ,  The Japan Society for Industrial and Applied Mathematics (JSIAM)
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

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