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 1 3 4 21 1 3 9 24
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 0 0 11 0 0 1 46
Existence of Invariant Measure and Stationary Equilibrium in aContinuous-Time One-Asset Aiyagari Model:A Case of Regular Controls under Markov Chain Uncertainty 0 0 0 11 0 0 2 17
Gain/Loss Asymmetric Stochastic Differential Utility 0 0 1 12 0 0 3 34
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 8 0 0 0 20
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 18 0 0 1 40
Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors 0 0 0 28 0 0 1 44
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 0 13 1 2 2 42
Total Working Papers 1 3 5 122 2 5 19 267


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 0 0 2 1 3 4 26
Portfolio selections under mean-variance preference with multiple priors for means and variances 0 0 0 9 0 0 1 53
Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions 0 0 3 11 0 0 6 30
Total Journal Articles 0 0 3 22 1 3 11 109


Statistics updated 2025-03-03