Yuki Shigeta
Names
| first: | Yuki |
| last: | Shigeta |
Identifer
| RePEc Short-ID: | psh853 |
Contact
| homepage: | https://sites.google.com/view/yukishigeta |
Affiliations
-
Kyoto University
/ Graduate School of Economics (weight: 1%)
- EDIRC entry
- location:
-
Tokyo Keizai University
/ Department of Economics (weight: 99%)
- EDIRC entry
- location:
Research profile
author of:
- Optimal Switching under Ambiguity and Its Applications in Finance (RePEc:arx:papers:1608.06045)
by Yuki Shigeta - Gain/loss asymmetric stochastic differential utility (RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301433)
by Shigeta, Yuki - Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions (RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001089)
by Shigeta, Yuki - Portfolio selections under mean-variance preference with multiple priors for means and variances (RePEc:kap:annfin:v:13:y:2017:i:1:d:10.1007_s10436-016-0291-7)
by Yuki Shigeta - The change of correlation structure across industries:an analysis in the regime-switching framework (RePEc:kue:dpaper:e-14-002)
by Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai - An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information (RePEc:kue:epaper:e-15-013)
by Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai - Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors (RePEc:kue:epaper:e-16-004)
by Yuki Shigeta - Optimal Switching under Ambiguity and Its Applications in Finance (RePEc:kue:epaper:e-16-005)
by Yuki Shigeta - Gain/Loss Asymmetric Stochastic Differential Utility (RePEc:kue:epaper:e-19-004)
by Yuki SHIGETA - A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty (RePEc:kue:epaper:e-22-009)
by Yuki SHIGETA - Unknown item RePEc:kue:epaper:e-22-010 (paper)