1
H index
0
i10 index
4
Citations
Tokyo Keizai University (99% share) | 1 H index 0 i10 index 4 Citations RESEARCH PRODUCTION: 3 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yuki Shigeta. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Discussion papers / Graduate School of Economics , Kyoto University | 6 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2016 | Optimal Switching under Ambiguity and Its Applications in Finance In: Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Optimal Switching under Ambiguity and Its Applications in Finance.(2016) In: Discussion papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Gain/loss asymmetric stochastic differential utility In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2019 | Gain/Loss Asymmetric Stochastic Differential Utility.(2019) In: Discussion papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 2 |
2017 | Portfolio selections under mean-variance preference with multiple priors for means and variances In: Annals of Finance. [Full Text][Citation analysis] | article | 1 |
2014 | The change of correlation structure across industries:an analysis in the regime-switching framework In: Discussion papers. [Full Text][Citation analysis] | paper | 0 |
2016 | An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information In: Discussion papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors In: Discussion papers. [Full Text][Citation analysis] | paper | 1 |
2022 | A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty In: Discussion papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Existence of Invariant Measure and Stationary Equilibrium in aContinuous-Time One-Asset Aiyagari Model:A Case of Regular Controls under Markov Chain Uncertainty In: Discussion papers. [Full Text][Citation analysis] | paper | 0 |
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