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 1 9 22 47
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 0 1 12 0 1 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 2 13 0 11 17 34
Gain/Loss Asymmetric Stochastic Differential Utility 0 0 0 12 0 13 14 48
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 8 2 2 4 24
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 18 0 3 7 47
Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors 0 0 0 28 0 5 9 54
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 0 13 1 5 10 52
Total Working Papers 0 1 5 127 4 49 87 356


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 1 4 9 35
Portfolio selections under mean-variance preference with multiple priors for means and variances 0 0 0 9 0 1 10 63
Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions 0 1 1 12 1 12 17 47
Total Journal Articles 0 1 2 24 2 17 36 145


Statistics updated 2026-04-09