京都大学 大学院経済学研究科・経済学部

DEPARTMENT FACULTY

Assistant Professor

Yuki ShigetaActivity Database on
Education and Research

Degree (Awarding Institution)
Ph.D in Economics (Kyoto University)
COURSES
TAUGHT
Undergraduate: Readings in Humanities and Social Sciences (Economics, English)
Membership of Professional Organizations
  • Nippon Finance Association
Main field of Research and Instruction
    Financial Economics, Mathematical Finance
Topic(s) of Research in Progress
Application of Model-Uncertainty to Portfolio Theory and Asset Pricing, Application of Stochastic Differential Utility
Selected Publications
  • Shigeta, Y., 2017, Portfolio selections under mean-variance preference with multiple priors for means and variances, Annals of Finance 13(1), 97-124.