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 5 23 3 6 12 33
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 0 1 12 1 1 2 48
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 2 3 3 20
Gain/Loss Asymmetric Stochastic Differential Utility 0 0 0 12 0 0 0 34
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 18 1 2 3 43
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 8 1 1 2 22
Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors 0 0 0 28 0 1 4 48
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 0 13 1 1 5 45
Total Working Papers 0 0 6 125 9 15 31 293


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 7 30
Portfolio selections under mean-variance preference with multiple priors for means and variances 0 0 0 9 4 6 7 60
Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions 0 0 0 11 1 2 4 34
Total Journal Articles 0 0 0 22 6 10 18 124


Statistics updated 2025-12-06