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 1 23 0 3 24 50
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 0 0 12 0 3 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 0 4 21 38
Gain/Loss Asymmetric Stochastic Differential Utility 0 0 0 12 0 1 15 49
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 8 0 1 5 25
Optimal Switching under Ambiguity and Its Applications in Finance 0 0 0 18 0 4 11 51
Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors 0 0 0 28 0 0 8 54
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 0 13 0 5 13 57
Total Working Papers 0 0 3 127 0 21 103 377


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 11 37
Portfolio selections under mean-variance preference with multiple priors for means and variances 0 0 0 9 0 3 12 66
Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions 0 0 1 12 0 7 22 54
Total Journal Articles 0 0 2 24 0 12 45 157


Statistics updated 2026-07-10