Watanabe Yasuaki 渡辺泰明

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WATANABE Yasuaki 渡辺泰明

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Researcher Number	70367811
Other IDs
Affiliation (Current)	2025: 近畿大学, 経営学部, 教授
Affiliation (based on the past Project Information) *help	2013: 近畿大学, 世界経済研究所, 教授 2011 – 2012: 高知工科大学, 経営学部, 教授
Review Section/Research Field	Principal Investigator Public finance/Monetary economics
Keywords	Principal Investigator パフォーマンス評価指標 / 尖度 / 歪度 / プロスペクト・レシオ / 行動ファイナンス / 高次モーメント

Development of New Performance Measurements considered of Higher Order MomentsPrincipal Investigator
- Principal Investigator
  
  WATANABE Yasuaki
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kinki University
  Kochi University of Technology

All 2014 2013 2012

All Journal Article Presentation

[Journal Article] New Prospect Ratio of Hedge Funds with Higher Order Moments2014
- Author(s)
  Yasuaki Watanabe
- Journal Title
  
  Journal of Performance Measurement
  
  Volume: Summer- Volume 17 - Number 4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530377
[Journal Article] New Prospect Ratio of Hedge Funds with Higher Order Moments2014
- Author(s)
  渡辺泰明
- Journal Title
  
  Journal of Performance Measurement
  
  Volume: Summer-Volume17
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530377
[Journal Article] 金融モデルとクライシス：「ブラックスワン・イベント」をとらえる2012
- Author(s)
  Marsh,Pfleiderer,渡辺　泰明
- Journal Title
  
  経済セミナー
  
  Volume: 10・11　 No.668 Pages: 75-82
- NAID
  40019438286
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530377
[Journal Article] 金融モデルとクライシスII：アセットアロケーション2012
- Author(s)
  Pfleiderer, Marsh, 渡辺　泰明
- Journal Title
  
  現代ファイナンス
  
  Volume: No.31 Pages: 41-59
- NAID
  130007528345
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530377
[Presentation] New Prospect Ratio of Hedge Funds with Higher Order Moments2014
- Author(s)
  渡辺泰明
- Organizer
  JAFEE 2014冬季プログラム
- Place of Presentation
  慶應義塾大学三田キャンパス北館
- Year and Date
  2014-01-10
- Data Source
  KAKENHI-PROJECT-23530377
[Presentation] New Performance Ratios of Hedge Funds with Higher Order Moments2013
- Author(s)
  Yasuaki Watanabe
- Organizer
  26th Australasian Finance Conference 2013
- Place of Presentation
  シドニー、オーストラリア
- Invited
- Data Source
  KAKENHI-PROJECT-23530377
[Presentation] New Performance Ratios of Hedge Funds with Higher Order Moments2013
- Author(s)
  渡辺泰明
- Organizer
  26th Australasian Finance Conference 2013
- Place of Presentation
  Sydney City in Australia
- Year and Date
  2013-12-17
- Data Source
  KAKENHI-PROJECT-23530377
[Presentation] “New Performance Ratio considered of Skewness and Kurtosis”2012
- Author(s)
  渡辺泰明
- Organizer
  7th Portuguese Finance Network Conference 2012
- Place of Presentation
  Aveiro in Portugal
- Data Source
  KAKENHI-PROJECT-23530377
[Presentation] New Performance Ratio considered of Skewness and Kurtosis2012
- Author(s)
  渡辺泰明
- Organizer
  7th Portuguese Finance Network Conference 2012
- Place of Presentation
  Aveiro City in Portugal
- Year and Date
  2012-07-03
- Data Source
  KAKENHI-PROJECT-23530377

1. TAKAHASHI Akihiko (50313226)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Watanabe Yasuaki 渡辺 泰明

WATANABE Yasuaki 渡辺 泰明

Research Projects

Research Products

Co-Researchers

Development of New Performance Measurements considered of Higher Order MomentsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] New Prospect Ratio of Hedge Funds with Higher Order Moments2014

Author(s)

Journal Title

Data Source

[Journal Article] New Prospect Ratio of Hedge Funds with Higher Order Moments2014

Author(s)

Journal Title

Data Source

[Journal Article] 金融モデルとクライシス ：「ブラックスワン・イベント」をとらえる2012

Author(s)

Journal Title

NAID

Data Source

[Journal Article] 金融モデルとクライシスII：アセットアロケーション2012

Author(s)

Journal Title

NAID

Data Source

[Presentation] New Prospect Ratio of Hedge Funds with Higher Order Moments2014

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

[Presentation] New Performance Ratios of Hedge Funds with Higher Order Moments2013

Author(s)

Organizer

Place of Presentation

Data Source

[Presentation] New Performance Ratios of Hedge Funds with Higher Order Moments2013

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

[Presentation] “New Performance Ratio considered of Skewness and Kurtosis”2012

Author(s)

Organizer

Place of Presentation

Data Source

[Presentation] New Performance Ratio considered of Skewness and Kurtosis2012

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

Watanabe Yasuaki 渡辺泰明

WATANABE Yasuaki 渡辺泰明

[Journal Article] 金融モデルとクライシス：「ブラックスワン・イベント」をとらえる2012