Research

Paper

A thesis for a Degree

• Master’s thesis (Paper Awarded at Hitotsubashi University)

Working Paper

• “Optimal investment and reinsurance strategy for mean-variance insurers in a dependent risk model using a linear Gaussian stochastic factor model.”, (2025) submitted to Asia-Pacific Financial Markets (joint work with Hiroaki Hata and Kazuhiro Yasuda; corresponding author)

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