Assistant Professor
- 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.