kamimura syouji 上村昌司

… Alternative Names

上村昌司カミムラシヨウジ

KAMIMURA Shoji 上村昌司

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Researcher Number	50323902
Other IDs
External Links
Affiliation (Current)	2025: 麗澤大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2015 – 2016: 麗澤大学, 経済学部, 教授 2013 – 2014: 麗澤大学, 経済学部, 准教授 2008: Reitaku University, 経済学部, 准教授 2007 – 2008: Reitaku University, 国際経済学部, 准教授 2006: Hitotsubashi University, Graduate School of International Corporate Strategy, Visiting Professor, 大学院国際企業戦略研究科, 非常勤研究員 … More 2005: 一橋大学, 大学院・国際企業戦略研究科, 講師 2005: 一橋大学, 大学院国際企業戦略研究科, 講師 2004: 一橋大学, 大学院・国際企業戦略研究科, 専任講師 Less
Review Section/Research Field	Principal Investigator Statistical science / General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator Statistical science / Accounting
Keywords	Principal Investigator ポートフォリオ選択問題 / ファイナンス / 数理ファイナンス / 最適ポートフォリオ / 多期間ポートフォリオ問題 / 近接点法 Except Principal Investigator 確率微分効用 / Forward backward stochastic differential equation / Black-Scholes Model / Vega Hedge … More / Stochastic Differential Utility / Corridor Options / Rank Statistics / Portfolio / 動的ポートフォリオ問題 / 後向き確率微分方程式 / 確率微分効用理論 / 確率的ポートフォリオ / 前向き後向き確率微分方 / 順位統計量 / ベガヘッジ / Black-Sholesモデル / 前向き後向き確率微分方程式 / コリドーオプション / 順位統計表 / ポートフォリオ / ケーススタディ / シグナリングモデル / 不正会計 / ゲーム理論 / 利益調整 / 誘因 / 粉飾決算 / 部分情報下の動学 / 名目・実質金利期間構造モデル / 前進・後退確率微分方程式 / 連続時間動学的最適化 / 相対エントロピー / プリンシパルーエージェント理論 / 探索・交渉理論 / 流動性リスク / コンバージェンス取引 / モデルの不確実性 / ロバスト・ポートフォリオ / ファイナンス / 確率論 / 統計数学 Less

The scope of earnings management and the incentives for fraudulent accounting
- Principal Investigator
  
  Suzuki Daisuke
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Accounting
- Research Institution
  Reitaku University
Robust Portfolio and Its Risk Measurement
- Principal Investigator
  
  NAKAMURA Nobuhiro
- Project Period (FY)
  2007 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Hitotsubashi University
A study on multiperiod portfolio problemPrincipal Investigator
- Principal Investigator
  
  KAMIMURA Shoji
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  Reitaku University
  Hitotsubashi University
Theoretical Research on the problem of dynamic portfolio selection based on new approaches and Its Application
- Principal Investigator
  
  MIURA Ryozo
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  Hitotsubashi University, Graduate School of International Corporate Strategy
近接点法による多期間ポートフォリオ問題の解法についてPrincipal Investigator
- Principal Investigator
  
  上村昌司
- Project Period (FY)
  2004 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hitotsubashi University

All 2015 2013 2009 2008 2007 2005 2004 Other

All Journal Article Presentation Book

[Book] クレジットリスク2009
- Author(s)
  本多俊樹,上村昌司、(翻訳,原著Credit Risk,原著者D.Duffie, K.J.Singleton)
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-18700269
[Book] クレジットリスク(翻訳,原著Credit Risk, 原著者D. Duffie, K. J. Simgleton)2009
- Author(s)
  本多俊樹, 上村昌司
- Total Pages
  418
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-18700269
[Book] クレジットリスク2009
- Author(s)
  D. Duffie, K. J. Singleton著本多俊樹, 上村昌司訳
- Total Pages
  418
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-19500234
[Book] クレジットリスク(D.Duffie, K.J.Singleton)(翻訳)(本多俊樹)(著)2008
- Author(s)
  上村昌司(訳)
- Total Pages
  418
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-19500234
[Journal Article] On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk2007
- Author(s)
  Toshiki Honda, Shoji Kamimura
- Journal Title
  
  Asia-Pacific Financial Markets (Forthcoming)
- NAID
  120006929934
- Data Source
  KAKENHI-PROJECT-18700269
[Journal Article] On the verification theorem of Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk2005
- Author(s)
  Toshiki Honda, Shoji Kamimura
- Journal Title
  
  京都大学数理解析研究所講究録 1443
  
  Pages: 144-150
- Data Source
  KAKENHI-PROJECT-16740048
[Journal Article] Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk2005
- Author(s)
  Toshiki Honda, Shoji Kamimura
- Journal Title
  
  Proceedings of 2005 Daiwa International Workshop on Financial Engineering
  
  Pages: 61-71
- Data Source
  KAKENHI-PROJECT-16740048
[Journal Article] Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk2005
- Author(s)
  Toshiki Honda, Shoji Kamimura
- Journal Title
  
  Proceedings of 2005 Daiwa International Workshop on Financial Engineering
  
  Pages: 61-71
- Data Source
  KAKENHI-PROJECT-17300087
[Journal Article] On the verification theorem of continuous-time portfolio problem with stochastic market price of risk2005
- Author(s)
  Toshiki Honda, Shoji Kamimura
- Journal Title
  
  Proceedings of The 7th JAFEE International Conference
  
  Pages: 132-156
- Data Source
  KAKENHI-PROJECT-16740048
[Journal Article] The proximal point algorithm in a Banach space2004
- Author(s)
  Shoji Kamimura
- Journal Title
  
  Proceedings of the Third International Conference on Nonlinear Analysis and Convex Analysis
  
  Pages: 143-148
- Data Source
  KAKENHI-PROJECT-16740048
[Journal Article] On the verification theorem of continuous-time portfolio problem with stochastic market price of risk2004
- Author(s)
  Toshiki Honda, Shoji Kamimura
- Journal Title
  
  JAFEE 2004冬季大会予稿集
  
  Pages: 150-169
- Data Source
  KAKENHI-PROJECT-16740048
[Journal Article] On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk
- Author(s)
  Toshiki Honda and Shoji Kamimura
- Journal Title
  
  Asia-Pacific Financial Markets に掲載を受理
- NAID
  120006929934
- Data Source
  KAKENHI-PROJECT-18700269
[Presentation] Model Analysis of Fraudulent Accounting and Earnings Management2015
- Author(s)
  Daisuke Suzuki, Shoji Kamimura
- Organizer
  International Conference on Contemporary Issues in Accounting and Finance
- Place of Presentation
  Sarawak Universiti(マレーシア)
- Year and Date
  2015-10-08
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25380612
[Presentation] Model Analysis of Fraudulent Accounting and Earnings Management2015
- Author(s)
  Daisuke Suzuki, Shoji Kamimura
- Organizer
  The First Cairo University International Conference on Accounting
- Place of Presentation
  Cairo University(エジプト)
- Year and Date
  2015-09-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25380612
[Presentation] 粉飾決算と利益調整のモデル分析2015
- Author(s)
  鈴木大介，上村昌司
- Organizer
  日本会計研究学会第74回大会神戸大学自由論題
- Place of Presentation
  神戸大学(兵庫県神戸市)
- Year and Date
  2015-09-06
- Data Source
  KAKENHI-PROJECT-25380612
[Presentation] 粉飾決算と利益調整2013
- Author(s)
  鈴木大介・上村昌司
- Organizer
  日本会計研究学会
- Place of Presentation
  中部大学
- Data Source
  KAKENHI-PROJECT-25380612

1. NAKAMURA Nobuhiro (90323899)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. Suzuki Daisuke (00535536)

# of Collaborated Projects: 1 results

# of Collaborated Products: 4 results
3. MIURA Ryozo (30107081)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. NAGAYAMA Izumi (50334595)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

kamimura syouji 上村 昌司

上村 昌司 カミムラ シヨウジ

KAMIMURA Shoji 上村 昌司

Research Projects

Research Products

Co-Researchers

The scope of earnings management and the incentives for fraudulent accounting

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Robust Portfolio and Its Risk Measurement

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

A study on multiperiod portfolio problemPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theoretical Research on the problem of dynamic portfolio selection based on new approaches and Its Application

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

近接点法による多期間ポートフォリオ問題の解法についてPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] クレジットリスク2009

Author(s)

Publisher

Data Source

[Book] クレジットリスク(翻訳,原著Credit Risk, 原著者D. Duffie, K. J. Simgleton)2009

Author(s)

Total Pages

Publisher

Data Source

[Book] クレジットリスク2009

Author(s)

Total Pages

Publisher

Data Source

[Book] クレジットリスク(D.Duffie, K.J.Singleton)(翻訳)(本多俊樹)(著)2008

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk2007

Author(s)

Journal Title

NAID

Data Source

[Journal Article] On the verification theorem of Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk2005

Author(s)

Journal Title

Data Source

[Journal Article] Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk2005

Author(s)

Journal Title

Data Source

[Journal Article] Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk2005

Author(s)

Journal Title

Data Source

[Journal Article] On the verification theorem of continuous-time portfolio problem with stochastic market price of risk2005

Author(s)

Journal Title

Data Source

[Journal Article] The proximal point algorithm in a Banach space2004

Author(s)

Journal Title

Data Source

kamimura syouji 上村昌司

上村昌司カミムラシヨウジ

KAMIMURA Shoji 上村昌司