Paper

A thesis for a Degree

Working Paper

  • “Optimal investment and reinsurance strategy for mean-variance insurers in a dependent risk model using a linear Gaussian stochastic factor model” (with Hiroaki Hata and Kazuhiro Yasuda)

Research Project

  • Preferences under Risk and Information Frictions: Evidence from High-Frequency Racetrack Betting Data (with Kazuhiro Teramoto, Suguru Otani)
  • Estimation Mehtods of Expected Inflation Rates with TIPS
  • Experience Based Learning Models with an OLG Framework
  • Diagnostic Expectations and Macroeconomic Consequences via Financial Markets
  • Pricing Problem with cryptocurrencies