Iwaki Hideki 岩城秀樹

… Alternative Names

IWAKI Hideki 岩城秀樹

岩城秀樹イワキヒデキ

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Researcher Number	40257647
Other IDs
Affiliation (Current)	2025: 東京理科大学, 経営学部経営学科, 教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 東京理科大学, 経営学部経営学科, 教授 2014 – 2021: 京都産業大学, 経営学部, 教授 2011 – 2012: 京都産業大学, 経営学部, 教授 2010: 京都大学, 経営管理研究部, 教授 2006: 京都大学, 大学院経済学研究科, 教授 2004 – 2005: 京都大学, 大学院・経済学研究科, 助教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance / Public finance/Monetary economics Except Principal Investigator Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system
Keywords	Principal Investigator 曖昧性下の意思決定 / 滑らかな曖昧性モデル / 不確実性下の意思決定 / 曖昧性 / ファイナンス・アノマリー / 非期待効用 / 意思決定 / ポートフォリオ選択 / 保険料計算原理 / 経済均衡 … More / 不確実性下での意思決定 / 不確実性 / 参照的依存 / プロスペクト理論 / 参照点異存 / 不確実な確率を持つ期待効用 / 経済パズル / アノマリー / 気質効果 / 保険 / 資産評価と資産選択 / リスク評価 / リスク・シェアリング / 保険プレミアム / 資産価格評価 / ファントム意思決定モデル / EUUP / 不確実な確率を伴う期待効用 / 資産選択 / Knight的不確実性 / 均衡資産価格 / 比較静学 / ファントム空間 / 均衡 / 双対モデル / 滑から曖昧性モデル / CAPM / 資本資産価格評価モデル / 状態価格密度 / 経済統計学 / 応用数 / 経済理論 / 金融論 / 非期待効用理論 / 資産価値評価 / 行動経済学 / 非期待効用理論 / 主観確率 / 事例ベース意思決定 / 意思決定理論 / ファイナンス … More Except Principal Investigator アノマリー / 市場の非効率性 / 二項モデル / コーラブル / 最適停止 / 条件付請求権 / 不完全情報 / 資産評価 / プライシング / ブライシング / 永久債 / ゲーム・オプション / 最適停止問題 / リアル・オプション / ワラント / 転換社債 / 償還条項 / オプション / デリバティブ Less

A New Decision-Making Model under Ambiguity to Elucidate Finance AnomaliesPrincipal Investigator
- Principal Investigator
  
  岩城秀樹
- Project Period (FY)
  2024 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo University of Science
ディスポジション効果が及ぼす社会的影響についての研究
- Principal Investigator
  
  吉川大介
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Kansai University
Development of reference dependent decision making models under ambiguity and their application to the deposition effectsPrincipal Investigator
- Principal Investigator
  
  Iwaki Hideki
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo University of Science
  Kyoto Sangyo University
Construction of a new decision model under ambiguity and its application to asset valuationPrincipal Investigator
- Principal Investigator
  
  IWAKI Hideki
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Kyoto Sangyo University
Analysis of the influence of ambiguity on asset value and its applicationPrincipal Investigator
- Principal Investigator
  
  IWAKI Hideki
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Kyoto Sangyo University
Asset valuation in incomplete markets via the case-based decision theory.Principal Investigator
- Principal Investigator
  
  IWAKI Hideki
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kyoto Sangyo University
  Kyoto University
不完全情報下の金融資産評価に関する理論的および実証的研究
- Principal Investigator
  
  沢木勝茂 (澤木勝茂)
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Nanzan University

[Book] データ分析入門2023
- Author(s)
  岩城秀樹
- Total Pages
  208
- Publisher
  共立出版
- ISBN
  4320114868
- Data Source
  KAKENHI-PROJECT-20K01761
[Book] Maximaで学ぶ経済・ファイナンス基礎数学2012
- Author(s)
  岩城秀樹
- Total Pages
  371
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-22530310
[Book] 金融工学事典2004
- Author(s)
  岩城秀樹, (今野浩, 刈屋武昭, 木島正明編)
- Total Pages
  846
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-16651090
[Book] 現代経済学辞典2004
- Author(s)
  岩城秀樹, (伊藤光晴編)
- Total Pages
  904
- Publisher
  岩波書店
- Data Source
  KAKENHI-PROJECT-16651090
[Journal Article] The Disposition Effect under the Reference Dependent Smooth Model of Ambiguity2021
- Author(s)
  Iwaki Hideki、Yoshikawa Daisuke
- Journal Title
  
  Asia-Pacific Journal of Risk and Insurance
  
  Volume: 15 Issue: 2 Pages: 107-144
- DOI
  10.1515/apjri-2020-0041
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01694, KAKENHI-PROJECT-20K01761
[Journal Article] An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem2020
- Author(s)
  Hideki Iwaki
- Journal Title
  
  Journal of Mathematical Finance
  
  Volume: ー
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Journal Article] An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem2020
- Author(s)
  Hideki Iwaki
- Journal Title
  
  Journal of Mathematical Finance
  
  Volume: 10 Issue: 02 Pages: 287-305
- DOI
  10.4236/jmf.2020.102018
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K01761
[Journal Article] An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model2018
- Author(s)
  Iwaki Hideki
- Journal Title
  
  Journal of Mathematical Finance
  
  Volume: 08 Issue: 02 Pages: 497-515
- DOI
  10.4236/jmf.2018.82031
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K03825
[Journal Article] Comparative statics and portfolio choices under the phantom decision model2017
- Author(s)
  岩城秀樹、尾崎祐介
- Journal Title
  
  Journal of Banking & Finance
  
  Volume: 84 Pages: 1-8
- DOI
  10.1016/j.jbankfin.2017.07.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03825, KAKENHI-PROJECT-17K18573
[Journal Article] AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL2017
- Author(s)
  藤井陽一朗、岩城秀樹、尾崎祐介
- Journal Title
  
  ASTIN Bulletin: The Journal of the IAA
  
  Volume: 47 Issue: 3 Pages: 787-801
- DOI
  10.1017/asb.2017.14
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03825, KAKENHI-PROJECT-17K18573
[Journal Article] The dual theory of the smooth ambiguity model2014
- Author(s)
  岩城秀樹，尾崎祐介
- Journal Title
  
  Economic Theory
  
  Volume: 56 Issue: 2 Pages: 275-289
- DOI
  10.1007/s00199-013-0779-6
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380411
[Journal Article] The dual theory of the smooth ambiguity model2013
- Author(s)
  岩城秀樹、尾崎祐介
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 印刷中 Pages: 10-10
- Data Source
  KAKENHI-PROJECT-22530310
[Journal Article] An empirical study of option prices under the hybrid Brownian motion model2013
- Author(s)
  岩城秀樹、羅雷
- Journal Title
  
  Journal of Mathematical Finance
  
  Volume: 印刷中 Pages: 7-7
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530310
[Journal Article] An optimal life insurance policy in the continuous-time investment-consumption problem2013
- Author(s)
  岩城秀樹、尾崎祐介
- Journal Title
  
  Journal of Mathematical Finance
  
  Volume: 印刷中 Pages: 15-15
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530310
[Journal Article] Some properties of subjective probabilities induced by optimal expectations2010
- Author(s)
  岩城秀樹、尾崎祐介
- Journal Title
  
  Financial Research Letters
  
  Volume: Vol.7、No.2 Issue: 2 Pages: 98-102
- DOI
  10.1016/j.frl.2009.12.004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530310
[Journal Article] Some properties of subjective probabilities induced by optimal expectations2010
- Author(s)
  Hideki Iwaki, Yusuke Osaki
- Journal Title
  
  Finance Research Letters
  
  Volume: 7 Pages: 98-102
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530310
[Journal Article] 通貨先物オプション価格とヘッジ-MEMMを用いた試みとして-2006
- Author(s)
  岩城秀樹, 中窪文男, 郷古浩道, 吉川大介
- Journal Title
  
  経営財務研究(日本経営財務研究学会) 第26巻1・2号
  
  Pages: 2-16
- Data Source
  KAKENHI-PROJECT-16651090
[Journal Article] Pricing and Hedging of Currency Futures Options via the MEMM2005
- Author(s)
  吉川大介, 岩城秀樹, 中窪文男, 郷古浩道
- Journal Title
  
  Discussion paper of 21C0E Interfaces for advanced Economics Analysis No.75
  
  Pages: 1-12
- Data Source
  KAKENHI-PROJECT-16651090
[Journal Article] An Efficient Frontier for Participating Policies in a Continuous-Time Economy2004
- Author(s)
  Iwaki, H., S.Yumae
- Journal Title
  
  Mathematics and Economics Vol.35
  
  Pages: 611-625
- Data Source
  KAKENHI-PROJECT-16651090
[Journal Article] An optimal life insurance policy in the continuous-timeinvestment-consumption problem
- Author(s)
  岩城秀樹、尾崎祐介
- Journal Title
  
  Journal of Mathematical Finance
  
  Pages: 15-15
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530310
[Journal Article] An empirical study of option prices under the hybrid Brownian motion model
- Author(s)
  岩城秀樹、羅雷
- Journal Title
  
  Journal of Mathematical Finance
  
  Pages: 7-7
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530310
[Journal Article] The dual theory of the smooth ambiguity model
- Author(s)
  岩城秀樹、尾崎祐介
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Pages: 10-10
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] Does ambiguity drive the disposition effect?,2023
- Author(s)
  岩城秀樹
- Organizer
  日本保険・年金リスク学会研究発表大会（2023）慶應義塾大学矢上キャンパス
- Data Source
  KAKENHI-PROJECT-20K01761
[Presentation] The net effect of attitudes toward ambiguity on portfolio choices and asset prices2023
- Author(s)
  Hideki Iwaki
- Organizer
  World Finance Conference, University of Agder, Kristiansand, Norway
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01761
[Presentation] Portfolio choices and asset pricing under EUUP: the comparative statics analysis2021
- Author(s)
  岩城秀樹
- Organizer
  日本保険・年金リスク学会(JARIP)
- Data Source
  KAKENHI-PROJECT-20K01761
[Presentation] Portfolio Choices and Asset Prices under EUUP: The Comparative Statics Analysis2021
- Author(s)
  岩城秀樹
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-20K01761
[Presentation] Disposition Effect under the Reference Dependent Smooth Model of Ambiguity2020
- Author(s)
  岩城秀樹
- Organizer
  日本ファイナンス学会第28回大会
- Data Source
  KAKENHI-PROJECT-20K01761
[Presentation] Disposition Effect under the Reference Dependent Smooth Model of Ambiguity2020
- Author(s)
  Hideki Iwaki
- Organizer
  World Risk and Insurance Economics Congress (WRIEC)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01761
[Presentation] The Disposition Effect under the Reference Dependent Smooth Model of Ambiguity.2020
- Author(s)
  Hideki Iwaki
- Organizer
  The 7th East Asia Risk Management and Insurance Workshop.
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem2019
- Author(s)
  岩城秀樹
- Organizer
  The 6th East Asia Risk Management and Insurance Workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem.2019
- Author(s)
  Hideki Iwaki
- Organizer
  9 th INTERNATIONAL CONFERENCE FINANCIAL ENGINEERING AND BANKING SOCIETY
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] The Disposition Effect under the Reference Dependent Smooth Model of Ambiguity.2019
- Author(s)
  岩城秀樹
- Organizer
  日本保険・年金リスク学会　研究発表大会（2019）
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem2018
- Author(s)
  岩城秀樹
- Organizer
  45th Annual Seminar of the European Group of Risk and Insurance Economists
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] An economic premium principle under EUUP2018
- Author(s)
  岩城秀樹
- Organizer
  5th East-Asia Risk Management and Insurance Workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] Risk Exchange under EUUP2018
- Author(s)
  岩城秀樹
- Organizer
  APRIA 2018 Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] Risk Exchange under EUUP2018
- Author(s)
  岩城秀樹
- Organizer
  22nd Annual Conference of the Asia-Pacific Risk and Insurance Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] Comparative statics and portfolio choices under the phantom decision model2017
- Author(s)
  岩城秀樹
- Organizer
  24th Annual Conference of the Multinational Finance Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03825
[Presentation] omparative Statics and Portfolio Choices under the Phantom Decision Model2017
- Author(s)
  岩城秀樹，尾崎祐介
- Organizer
  The 4th East Asia RMI Workshop
- Place of Presentation
  建国大学，ソウル（大韓民国）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380411
[Presentation] Phantom aversion and portfolio choices: The comparative statics.2016
- Author(s)
  岩城秀樹
- Organizer
  6th International Conference of the Financial Engineering and Banking Society
- Place of Presentation
  Malaga大学（スペイン王国・マラガ）
- Year and Date
  2016-06-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380411
[Presentation] Phantom aversion and portfolio choices: The comparative statics2016
- Author(s)
  藤井陽一朗、岩城秀樹、尾崎祐介
- Organizer
  6th International Conference of the Financial Engineering and Banking Society
- Place of Presentation
  マラガ大学，マラガ（スペイン）
- Year and Date
  2016-06-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380411
[Presentation] An Equilibrium Asset Pricing Model under Ambiguity.2015
- Author(s)
  岩城秀樹
- Organizer
  World Risk and Insurance Economics Congress Munich 2015
- Place of Presentation
  Ludwig-Maximilians大学(ドイツ連邦共和国・ミュンヘン）
- Year and Date
  2015-08-02
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380411
[Presentation] The dual theory of the smooth ambiguity model2012
- Author(s)
  岩城秀樹
- Organizer
  Eurasia Business and Economics Society
- Place of Presentation
  Warsaw　Marriott Hotel、Poland
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] The dual theory of the smooth ambiguity model2012
- Author(s)
  岩城秀樹
- Organizer
  RIMS 研究集会「確率的環境下での意思決定解析」
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2012-11-20
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] The dual theory of the smooth ambiguity model2012
- Author(s)
  岩城秀樹
- Organizer
  RIMS研究集会「確率的環境下での意思決定解析
- Place of Presentation
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] The dual theory of the smooth ambiguity model2012
- Author(s)
  岩城秀樹
- Organizer
  Eurasia Business and Economics Society
- Place of Presentation
  Warsaw Marriott Hotel、 Poland
- Year and Date
  2012-11-01
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] Default Probability Estimation based on the CBDT : Empirical Comparis on with the Logit Model2011
- Author(s)
  岩城秀樹
- Organizer
  日本経営財務研究学会
- Place of Presentation
  大阪市立大学
- Year and Date
  2011-07-23
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem2011
- Author(s)
  岩城秀樹
- Organizer
  ECONOMICS & MANAGEMENT 2011
- Place of Presentation
  Lviv Polytechnic National University, Lviv, Ukraine
- Year and Date
  2011-11-24
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem2011
- Author(s)
  岩城秀樹
- Organizer
  ECONOMICS & MANAGEMENT2011
- Place of Presentation
  Lviv Polytechnic National University, Lviv, Ukraine
- Year and Date
  2011-11-24
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] Default Probability Estimation based on the CBDT: Empirical Comparison with the Logit Model2011
- Author(s)
  岩城秀樹
- Organizer
  日本経営財務研究学会
- Place of Presentation
  大阪市立大学
- Year and Date
  2011-07-23
- Data Source
  KAKENHI-PROJECT-22530310
[Presentation] An Economic Premium Principle under the Smooth Ambiguity Aversion
- Author(s)
  藤井陽一朗，岩城秀樹，尾崎祐介
- Organizer
  European Group of Risk and Insurance Economists (EGRIE)
- Place of Presentation
  St. Gallen, Switzerland
- Year and Date
  2014-09-15 – 2014-09-17
- Data Source
  KAKENHI-PROJECT-26380411

1. 吉川大介 (90735424)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
2. 沢木勝茂 (80065482)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 國田寛 (30022552)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 赤壁弘康 (40192877)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 竹澤直哉 (70329332)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 徳永俊史 (30329750)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 尾崎祐介 (80511302)

# of Collaborated Projects: 1 results

# of Collaborated Products: 4 results
8. 藤井陽一朗 (80635376)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results

Iwaki Hideki 岩城 秀樹

IWAKI Hideki 岩城 秀樹

岩城 秀樹 イワキ ヒデキ

Research Projects

Research Products

Co-Researchers

A New Decision-Making Model under Ambiguity to Elucidate Finance AnomaliesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

ディスポジション効果が及ぼす社会的影響についての研究

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Development of reference dependent decision making models under ambiguity and their application to the deposition effectsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Construction of a new decision model under ambiguity and its application to asset valuationPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Analysis of the influence of ambiguity on asset value and its applicationPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Asset valuation in incomplete markets via the case-based decision theory.Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

不完全情報下の金融資産評価に関する理論的および実証的研究

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] データ分析入門2023

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] Maximaで学ぶ経済・ファイナンス基礎数学2012

Author(s)

Total Pages

Publisher

Data Source

[Book] 金融工学事典2004

Author(s)

Total Pages

Publisher

Data Source

[Book] 現代経済学辞典2004

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] The Disposition Effect under the Reference Dependent Smooth Model of Ambiguity2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem2020

Author(s)

Journal Title

Data Source

[Journal Article] An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem2020

Author(s)

Iwaki Hideki 岩城秀樹

IWAKI Hideki 岩城秀樹

岩城秀樹イワキヒデキ