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MORITA Hiroshi  森田 洋

ORCIDConnect your ORCID iD *help
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MORITA Hirosi  森田 洋

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Researcher Number 70239664
Other IDs
External Links
Affiliation (based on the past Project Information) *help 2007: 横浜国立大学, 大学院・国際社会科学研究科, 教授
2007: Yokohama National University, Fuculty of Business Adoministration, professor
2006: 横浜国立大学, 大学院国際社会科学研究科, 助教授
2005: 横浜国立大学, 大学院・国際社会科学研究科, 助教授
1997 – 2001: 横浜国立大学, 経営学部, 助教授 … More
1998: 横浜国立大学, 経済学部, 助教授
1996: 横浜国立大学, 経済学部, 助教授
1994: Faculty of Business Administration, 経営学部, 助教授
1993: 横浜国立大学, 経済学部, 助教授 Less
Review Section/Research Field
Except Principal Investigator
Public finance/Monetary economics / Public finance/Monetary economics
Keywords
Except Principal Investigator
ポートフォリオ / GARCH / 投資戦略 / Portfolio / behavioral finance / Interest rates / EGARCH / Stochastic Volatility / ジャンプ / カルマンフィルター … More / 債券価格 / dynamic factor model / 行動ファイナンス / 金利 / capital budgeting / risk management / term structure / fund management / pension / 信用リスク / 取引費用 / 証券投資 / 個人変額年金 / 株価指数連動型年金 / 団体年金 / 予定利率 / アベレージ・レート・オプション / 派生証券 / 年金運用 / 資本計画 / リスク管理 / 利子率の期間構成 / 資金運用 / 年金 / derivatives / general equilibrium model of security market / portfolio / asset pricing / interest rate futures / volatility / 市場効率性 / dynamic Optimigation / オプション / 転換社債 / 効率的市場 / 資産市場の一般均衡モデル / 資産価格 / 金利先物 / ボラティリティ / ユーロ円 / 金利先物市場 / デリバティブ / Corporate Governance / Mutual Stock Holding / Corporate Finance / Primary Markets / Security Markets / Asset Pricing / Arbitrage / Finance and Control / Takeover / Asymmetric Information / Security Market / Capital Market / コ-ポレート・ガバナンス / 株式持合い / 企業金融 / 発行市場 / 証券市場 Less
  • Research Projects

    (4 results)
  • Research Products

    (4 results)
  • Co-Researchers

    (7 People)
  •  Statistical Analysis and Modeling of the Characteristics of the Term Structure and Interest Rates.

    • Principal Investigator
      KURASAWA Motonari
    • Project Period (FY)
      2005 – 2007
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Yokohama National University
  •  Empirical and theoretical studies of pension fund management

    • Principal Investigator
      KURASAWA Motonari
    • Project Period (FY)
      1999 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Yokohama National University
  •  Theoretical and Empirical Studies on the Effect of Derivatives Trading on Economy

    • Principal Investigator
      KURASWA Motonori
    • Project Period (FY)
      1996 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Yokohama National University
  •  A Comparative Study of Japanese and the U.S.Security Markets

    • Principal Investigator
      KURASAWA Motonari
    • Project Period (FY)
      1993 – 1994
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Yokohama National University

All 2008 1999

All Journal Article Presentation

  • [Journal Article] デフォルトリスクのあるタームストラクチャー1999

    • Author(s)
      森田洋
    • Journal Title

      横浜経営研究 20巻3号

      Pages: 69-78

    • NAID

      110006151854

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-11430019
  • [Journal Article] Deforuto Risku no aru Tamu Sutorakutya1999

    • Author(s)
      Morita, Hiroshi
    • Journal Title

      Yokohama Keiei Kenkyu 20(3)

      Pages: 59-78

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-11430019
  • [Presentation] The Interest Rate Determination when Economic Variables are Partially Observable2008

    • Author(s)
      H, Morita
    • Organizer
      YNU-Nanzan University Joint International Conference
    • Place of Presentation
      Yokohama
    • Year and Date
      2008-02-16
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17530239
  • [Presentation] The Interest Rate Determination when Economic Variables are Partially Observable2008

    • Author(s)
      森田洋
    • Organizer
      横浜国立大学・南山大学共同ファイナンス・ワークショップ
    • Place of Presentation
      パシフィコ横浜
    • Year and Date
      2008-02-16
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17530239
  • 1.  KURASAWA Motonari (40018057)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 2.  AKIYAMA Taro (40167854)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 3.  MURASE Hideaki (40239520)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 4.  YANO Makoto (30191175)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 5.  HONDA Toshiki (70303063)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 6.  ASAKO Kazumi (60134194)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  KOBAYASHI Masahito (60170354)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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