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 0 23 0 0 22 50
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 0 0 12 0 0 6 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 0 2 13 1 1 22 39
Gain/Loss Asymmetric Stochastic Differential Utility 0 0 0 12 1 1 16 50
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 18 0 0 10 51
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 8 0 1 5 26
Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors 0 0 0 28 0 0 7 54
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 0 13 0 0 13 57
Total Working Papers 0 0 2 127 2 3 101 380


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An economic interpretation and mathematical analysis of Epstein–Zin stochastic differential utility for an infinite horizon when θ 0 0 0 0 1 2 2 2
Gain/loss asymmetric stochastic differential utility 0 0 1 3 2 4 13 41
Portfolio selections under mean-variance preference with multiple priors for means and variances 0 1 1 10 0 2 13 68
Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions 0 0 1 12 1 1 23 55
Total Journal Articles 0 1 3 25 4 9 51 166


Statistics updated 2026-10-11