1
H index
0
i10 index
6
Citations
Yuki Shigeta : Citation Profile
Tokyo Keizai University (99% share) | RESEARCH PRODUCTION: 3 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
8 years (2014 - 2022). Relations with other researchers
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:
|
Main data
Where Yuki Shigeta has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion papers / Graduate School of Economics , Kyoto University | 6 |
Recent works citing Yuki Shigeta (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Periodic portfolio selection with quasi-hyperbolic discounting. (2024). , Alex ; Hamaguchi, Yushi. In: Papers. RePEc:arx:papers:2410.18240. Full description at Econpapers || Download paper |
| 2025 | Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929. Full description at Econpapers || Download paper |
| 2025 | Equilibrium intergenerational risk-sharing design for a target benefit pension plan. (2025). Zhu, Xiaobai ; Wang, Yumin ; Li, Danping ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:275-299. Full description at Econpapers || Download paper |
Works by Yuki Shigeta:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 4 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team