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 2 5 23 1 2 7 27
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 1 1 12 0 1 1 47
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 0 17
Gain/Loss Asymmetric Stochastic Differential Utility 0 0 0 12 0 0 1 34
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 18 1 1 1 41
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 8 1 1 1 21
Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors 0 0 0 28 0 1 3 47
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 0 13 0 0 4 44
Total Working Papers 1 3 6 125 3 6 18 278


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 2 5 28
Portfolio selections under mean-variance preference with multiple priors for means and variances 0 0 0 9 0 0 2 54
Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions 0 0 1 11 0 0 6 32
Total Journal Articles 0 0 1 22 1 2 13 114


Statistics updated 2025-09-05