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Yamawake Toshiyuki  山分 俊幸

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山分 俊幸  ヤマワケ トシユキ

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Researcher Number 40434592
Other IDs
Affiliation (Current) 2025: 名古屋商科大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help 2022 – 2023: 名古屋商科大学, 経済学部, 教授
Review Section/Research Field
Except Principal Investigator
Basic Section 07060:Money and finance-related
Keywords
Except Principal Investigator
シミュレーション / 確率過程 / Foster-Hart index / Aumann-Serrano index / 統計学 / 理論研究 / 実証研究 / 計量経済学 / 計量ファイナンス / 期待効用最大化 / Performance measure
  • Research Projects

    (1 results)
  • Research Products

    (1 results)
  • Co-Researchers

    (1 People)
  •  Theory and applications of performance measures

    • Principal Investigator
      程島 次郎
    • Project Period (FY)
      2022 – 2024
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Nagoya University of Commerce & Business

All 2022

All Journal Article

  • [Journal Article] Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes2022

    • Author(s)
      Hodoshima Jiro、Yamawake Toshiyuki
    • Journal Title

      International Review of Financial Analysis

      Volume: 83 Pages: 1022-1032

    • DOI

      10.1016/j.irfa.2022.102232

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22K01586
  • 1.  程島 次郎 (30181514)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results

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