Access Statistics for Yuki Shigeta

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty 0 0 3 23 7 15 22 45
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 0 1 12 1 3 4 50
Existence of Invariant Measure and Stationary Equilibrium in aContinuous-Time One-Asset Aiyagari Model:A Case of Regular Controls under Markov Chain Uncertainty 0 1 1 12 5 10 11 28
Gain/Loss Asymmetric Stochastic Differential Utility 0 0 0 12 7 8 8 42
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 8 0 1 2 22
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 18 3 5 7 47
Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors 0 0 0 28 5 6 10 54
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 0 13 4 7 10 51
Total Working Papers 0 1 5 126 32 55 74 339


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Gain/loss asymmetric stochastic differential utility 0 1 1 3 2 4 8 33
Portfolio selections under mean-variance preference with multiple priors for means and variances 0 0 0 9 0 6 9 62
Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions 1 1 1 12 8 10 13 43
Total Journal Articles 1 2 2 24 10 20 30 138


Statistics updated 2026-02-12