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 2 23 2 4 24 49
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 0 1 12 3 3 7 53
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 2 13 3 9 20 37
Gain/Loss Asymmetric Stochastic Differential Utility 0 0 0 12 0 6 14 48
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 18 3 3 10 50
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 8 1 3 5 25
Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors 0 0 0 28 0 0 9 54
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 0 13 4 5 13 56
Total Working Papers 0 1 5 127 16 33 102 372


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 1 3 0 2 9 35
Portfolio selections under mean-variance preference with multiple priors for means and variances 0 0 0 9 1 2 10 64
Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions 0 0 1 12 5 9 22 52
Total Journal Articles 0 0 2 24 6 13 41 151


Statistics updated 2026-05-06