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IEDA Masashi  家田 雅志

ORCIDConnect your ORCID iD *help
Researcher Number 50876068
Other IDs
Affiliation (Current) 2025: 東京理科大学, 経営学部ビジネスエコノミクス学科, 准教授
Affiliation (based on the past Project Information) *help 2020 – 2023: 東京理科大学, 経営学部ビジネスエコノミクス学科, 講師
Review Section/Research Field
Principal Investigator
Basic Section 60020:Mathematical informatics-related / 0107:Economics, business administration, and related fields
Keywords
Principal Investigator
確率制御 / 数値解析 / ハミルトン・ヤコビ・ベルマン方程式 / 最適投資問題 / ミルトン・ヤコビ・ベルマン方程式 / 数理ファイナンス / ポートフォリオ最適化 / 金融工学
  • Research Projects

    (2 results)
  • Research Products

    (4 results)
  •  連続時間確率最適制御における下方リスク最小化問題の数値解析Principal Investigator

    • Principal Investigator
      家田 雅志
    • Project Period (FY)
      2023 – 2026
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 60020:Mathematical informatics-related
    • Research Institution
      Tokyo University of Science
  •  Numerical analysis of continuous-time portfolio optimization under no-short selling and leverage constraintsPrincipal Investigator

    • Principal Investigator
      IEDA Masashi
    • Project Period (FY)
      2020 – 2022
    • Research Category
      Grant-in-Aid for Research Activity Start-up
    • Review Section
      0107:Economics, business administration, and related fields
    • Research Institution
      Tokyo University of Science

All 2022 2021

All Journal Article Presentation

  • [Journal Article] Continuous-Time Portfolio Optimization for Absolute Return Funds2022

    • Author(s)
      Masashi IEDA
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: 29 Issue: 4 Pages: 675-696

    • DOI

      10.1007/s10690-022-09365-9

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20K22130
  • [Journal Article] Continuous Time Portfolio Optimization with Twice Integrated Kernel-Based Collocation2022

    • Author(s)
      Masashi IEDA
    • Journal Title

      Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

      Volume: 2022 Issue: 0 Pages: 80-85

    • DOI

      10.5687/sss.2022.80

    • ISSN
      2188-4730, 2188-4749
    • Year and Date
      2022-03-31
    • Language
      English
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20K22130
  • [Presentation] Continuous Time Portfolio Optimization with Twice Integrated Kernel-Based Collocation2021

    • Author(s)
      Masashi IEDA
    • Organizer
      The 53rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K22130
  • [Presentation] 資産構成制約を考慮したベンチマーク追尾型ポートフォリオ最適化2021

    • Author(s)
      家田雅志
    • Organizer
      日本応用数理学会 2021年研究部会連合発表会
    • Data Source
      KAKENHI-PROJECT-20K22130

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