Paper
A thesis for a Degree
- Master’s thesis (Paper Awarded at Hitotsubashi University)
Working Paper
“Are Final Market Prices Sufficient for Information Aggregation? Evidence from Last-Minute Dynamics in Parimutuel Betting”
(with Shunsuke Ishii, Suguru Otani, Kazuhiro Teramoto; 2025) —
UTMD Working Paper Series No. 093 | arXiv:2509.14645“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; 2025) — submitted to Asia-Pacific Financial Markets (corresponding author)
Research Project
- Preferences under Risk and Information Frictions: Evidence from High-Frequency Racetrack Betting Data (with Shunsuke Ishii, Suguru Otani, Kazuhiro Teramoto)
- 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