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WAKAI Katsutoshi  若井 克俊

ORCIDConnect your ORCID iD *help
Researcher Number 80455708
Other IDs
Affiliation (Current) 2022: 京都大学, 経済学研究科, 教授
Affiliation (based on the past Project Information) *help 2016 – 2021: 京都大学, 経済学研究科, 教授
2015 – 2016: 京都大学, 経済学研究科(研究院), 教授
2011 – 2014: 京都大学, 経済学研究科(研究院), 准教授
2013: 京都大学, 大学院・経済学研究科, 准教授
2008 – 2011: Kyoto University, 経済学研究科, 准教授
Review Section/Research Field
Principal Investigator
Economic theory / Basic Section 07010:Economic theory-related
Except Principal Investigator
Public finance/Monetary economics / Money/ Finance
Keywords
Principal Investigator
経済理論 / 意思決定論 / ミクロ経済学 / 行動経済学 / 資産価格理論 / 行動ファイナンス / 金融経済学 / 理論経済学 / ゲーム理論 / 意志決定論 … More
Except Principal Investigator
… More 構造変化 / 資産価格理論 / 相関係数 / 資産価格相関 / 行動学的要因 / 流動性 / ファンドマネージメント / レジームスイッチ / ジャンプモデル / ファイナンス / 行動学的分析 / 相関 / 効率的ポートフォリオ / クレジットリスク / REIT / マルコフ過程 / 証券化プログラム / 変位理論 / 債権証券化 / レバレッジ比率 / 最終通過時刻 / ファイナンス工学 / 金融論 / REIT / マルコフモデル / ジャンプ過程 / 最適ポートフォリオ Less
  • Research Projects

    (7 results)
  • Research Products

    (38 results)
  • Co-Researchers

    (1 People)
  •  行動学的割引因子モデルを用いたナッシュ・リバージョン戦略の堅牢性に関する研究Principal Investigator

    • Principal Investigator
      若井 克俊
    • Project Period (FY)
      2021 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07010:Economic theory-related
    • Research Institution
      Kyoto University
  •  曖昧性回避の資産価格理論への応用:多因子モデルの導出と曖昧性因子の実証的検出Principal Investigator

    • Principal Investigator
      若井 克俊
    • Project Period (FY)
      2017 – 2022
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic theory
    • Research Institution
      Kyoto University
  •  Detecting structural changes in the capital markets and its application to the investment theory

    • Principal Investigator
      Egami Masahiko
    • Project Period (FY)
      2014 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Money/ Finance
    • Research Institution
      Kyoto University
  •  Applied analysis of ambiguity-augumented mean-variance preferences and its dynamic extensionPrincipal Investigator

    • Principal Investigator
      Katsutoshi Wakai
    • Project Period (FY)
      2014 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic theory
    • Research Institution
      Kyoto University
  •  An behavior finance approach to asset price correlations and applications to financial engineering

    • Principal Investigator
      EGAMI Masahiko
    • Project Period (FY)
      2011 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Kyoto University
  •  On Applications of Utility Smoothing to Game Theory and Investment TheoryPrincipal Investigator

    • Principal Investigator
      WAKAI Katsutoshi
    • Project Period (FY)
      2011 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic theory
    • Research Institution
      Kyoto University
  •  An Economic Analysis of Utility SmoothingPrincipal Investigator

    • Principal Investigator
      WAKAI Katsutoshi
    • Project Period (FY)
      2008 – 2010
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic theory
    • Research Institution
      Kyoto University

All 2019 2018 2014 2013 2012 2011 2010 2009 Other

All Journal Article Presentation

  • [Journal Article] On Identification of Ambiguity Premium2019

    • Author(s)
      若井克俊
    • Journal Title

      Kyoto University, Graduate School of Economics, Discussion Paper Series

      Volume: E-18-009 Pages: 1-14

    • Open Access
    • Data Source
      KAKENHI-PROJECT-17K03622
  • [Journal Article] A Factor Pricing Model under Ambiguity2018

    • Author(s)
      若井克俊
    • Journal Title

      Kyoto University, Graduate School of Economics, Discussion Paper Series

      Volume: E-17-012 Pages: 1-31

    • Open Access
    • Data Source
      KAKENHI-PROJECT-26380235
  • [Journal Article] A Factor Pricing Model under Ambiguity2018

    • Author(s)
      若井克俊
    • Journal Title

      Kyoto University, Graduate School of Economics, Discussion Paper Series

      Volume: E-17-012 Pages: 1-31

    • Open Access
    • Data Source
      KAKENHI-PROJECT-17K03622
  • [Journal Article] Observational equivalence and nonequivalence of subjective and robust mean--variance preferences2014

    • Author(s)
      K. Wakai
    • Journal Title

      Economics Letters

    • DOI

      10.1016/j.econlet.2014.05.019

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23330104
  • [Journal Article] The change of correlation structure across industries : An analysis in the regime switching framework2014

    • Author(s)
      M.Egami, Y.Shigeta, and K.Wakai
    • Journal Title

      京都大学経済学部ディスカッションペーパー

    • URL

      http://www.econ.kyoto-u.ac.jp/projectcenter/Paper/e-14-002.pdf

    • Data Source
      KAKENHI-PROJECT-23330104
  • [Journal Article] An Alternative Axiomatization of Intertemporal Utility Smoothing2013

    • Author(s)
      若井 克俊
    • Journal Title

      Economics Letters

      Volume: 119 Pages: 224-227

    • DOI

      10.1016/j.econlet.2013.02.025

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Journal Article] Intertemporal Utility Smoothing : Theory and Applications2013

    • Author(s)
      若井 克俊
    • Journal Title

      The Japanese Economic Review

      Volume: Volume 64, Issue 1 Pages: 16-41

    • DOI

      10.1111/j.1468-5876.2012.00587.x

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Journal Article] Intertemporal Utility Smoothing under Uncertainty2013

    • Author(s)
      若井 克俊
    • Journal Title

      Theory and Decision

      Volume: Volume 74, Issue 2 Pages: 285-310

    • DOI

      10.1007/s11238-012-9304-9

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Journal Article] An Infinite-horizon Model of Nonmonotone Utility Smoothing、「2012年2月11日付で掲載確定通知あり」2012

    • Author(s)
      若井克俊
    • Journal Title

      Economics Letters

      Volume: Vol.116(2) Pages: 170-173

    • DOI

      10.1016/j.econlet.2012.02.011

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Journal Article] Modeling Nonmonotone Preferences : The Case of Utility Smoothing「2011年2月22日付で掲載確定通知あり」

    • Author(s)
      若井克俊
    • Journal Title

      Journal of Mathematical Economics

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Journal Article] Modeling Non-monotone Pre ferences : The Case of Utility Smoothing

    • Author(s)
      若井克俊
    • Journal Title

      Journal of Mathematical Econom ics

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Repeated Games under Recursive Utility with an Application to Gain/loss Asymmetry(関口格氏との共著)2014

    • Author(s)
      若井克俊
    • Organizer
      ゲーム理論ワークショップ2014
    • Place of Presentation
      東京工業大学大岡山キャンパス(東京都)
    • Year and Date
      2014-03-03
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] The change of correlation structure across industries: An analysis in the regime switching framework2013

    • Author(s)
      重田雄樹(江上雅彦・若井克俊の共著者)
    • Organizer
      日本ファイナンス学会21回大会
    • Place of Presentation
      武蔵大学江古田キャンパス
    • Data Source
      KAKENHI-PROJECT-23330104
  • [Presentation] The change of correlation structure across industries2013

    • Author(s)
      江上雅彦, 重田雄樹, 若井克俊
    • Organizer
      日本ファイナンス学会第21回大会
    • Place of Presentation
      武蔵大学
    • Data Source
      KAKENHI-PROJECT-23330104
  • [Presentation] A infinite-horizon Model of Nonmonotone Utility Smoothing2012

    • Author(s)
      若井克俊
    • Organizer
      立命館大学経済学部研究推進プロジェクト(インセンティブとコミットメント)セミナー「一般均衡理論のフロンティア」
    • Place of Presentation
      立命館大学朱雀キャンパス(京都府)
    • Year and Date
      2012-05-19
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] An Infinite-horizon Model of Nonmonotone Utility Smoothing2012

    • Author(s)
      若井 克俊
    • Organizer
      2012 Edition of Hitotsubashi GCOE Conference on Choice, Games, and Welfare
    • Place of Presentation
      一橋大学経済学研究科(東京都)
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] An Infinite-horizon Model of Nonmonotone Utility Smoothing2012

    • Author(s)
      若井克俊
    • Organizer
      2012 Edition of Hitotsubashi GCOE Conference on Choice, Games, and Welfare
    • Place of Presentation
      一橋大学経済学研究科(東京都)
    • Year and Date
      2012-02-18
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] Intertemporal Utility Smoothing : Theory and Applications2012

    • Author(s)
      若井克俊
    • Organizer
      日本経済学会2012年度春季大会
    • Place of Presentation
      北海道大学(北海道)
    • Year and Date
      2012-06-23
    • Invited
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] Recursive Separation between Risk Aversion and Intertemporal Substitution2012

    • Author(s)
      若井克俊
    • Organizer
      大阪大学グローバルCOE「ダイナミクスと選好の経済分析コンファレンス」
    • Place of Presentation
      ホテル阪急エキスポパーク(大阪府)
    • Year and Date
      2012-11-23
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] A Model of Stochastic Utility Smoothing2011

    • Author(s)
      若井克俊
    • Organizer
      北海道大学経済学研究科近代経済学研究会
    • Place of Presentation
      北海道大学経済学研究科(北海道)
    • Year and Date
      2011-02-18
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Loss Aversion in Recursive Preferences2011

    • Author(s)
      若井 克俊
    • Organizer
      京都大学数理解析研究所研究集会
    • Place of Presentation
      同志社大学(京都府)
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] Loss Aversion in Recursive Preferences2011

    • Author(s)
      若井克俊
    • Organizer
      京都大学数理解析研究所研究集会
    • Place of Presentation
      同志社大学(京都府)
    • Year and Date
      2011-10-26
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] A Model of Stochastic Utility Smoothing2010

    • Author(s)
      若井克俊
    • Organizer
      一橋大学経済理論ワークショップ
    • Place of Presentation
      一橋大学経済学研究科(東京都)
    • Year and Date
      2010-12-02
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] A Model of Stochastic Utility Smoothing2010

    • Author(s)
      若井克俊
    • Organizer
      日本経済学会2010年度秋季大会
    • Place of Presentation
      関西学院大学(兵庫県)
    • Year and Date
      2010-09-19
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Modeling Non-Monotone Preference : The Case of Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      月曜セミナー「経済の数理解析」
    • Place of Presentation
      慶應義塾大学経済学部
    • Year and Date
      2009-06-29
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] A Model of Stochastic Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      2009 Far East and South Asia Meeting of the Econometric Society
    • Place of Presentation
      東京大学経済学部
    • Year and Date
      2009-08-03
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Modeling Non-Monotone Preference : In the Case of Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      東京大学経済学研究科ミクロワークショップ(Microeconomics Workshop)
    • Place of Presentation
      東京大学経済学研究科(東京都)
    • Year and Date
      2009-03-10
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] A Model of Stochastic Uti lity Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      2009 Far East and South Asia Meeting of the Econometric Society
    • Place of Presentation
      東京大学経済学部(東京都)
    • Year and Date
      2009-08-03
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Two Extensions of Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      神戸大学経済学研究科六甲台セオリーセミナー
    • Place of Presentation
      神戸大学経済学研究科(兵庫県)
    • Year and Date
      2009-01-19
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Modeling Non-Monotone Preference : In the Case of Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      ミクロワークショップ(Microeconomics Workshop)
    • Place of Presentation
      東京大学経済学研究科
    • Year and Date
      2009-03-10
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Two Extensions of Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      六甲台セオリーセミナー
    • Place of Presentation
      神戸大学経済学研究科
    • Year and Date
      2009-01-19
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Modeling Non-Monotone Preference : The Case of Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      Summer Workshop on Economic Theory
    • Place of Presentation
      北海道大学経済学研究科(北海道)
    • Year and Date
      2009-08-12
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Modeling Non-Monotone Preference : The Case of Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      月曜セミナー「経済の数理解析」
    • Place of Presentation
      慶應義塾大学経済学部(東京都)
    • Year and Date
      2009-06-29
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Modeling Non-Monotone Preference : The Case of Utility Smoothing2009

    • Author(s)
      若井克俊
    • Organizer
      Summer Workshop on Economic Theory
    • Place of Presentation
      北海道大学経済学研究科
    • Year and Date
      2009-08-12
    • Data Source
      KAKENHI-PROJECT-20530146
  • [Presentation] Recursive Separation between Risk Aversion and Intertemporal Substitution

    • Author(s)
      若井 克俊
    • Organizer
      大阪大学グローバルCOE 「ダイナミクスと選好の経済分析コンファレンス」
    • Place of Presentation
      ホテル阪急エキスポパーク
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] Intertemporal Utility Smoothing: Theory and Applications

    • Author(s)
      若井 克俊
    • Organizer
      日本経済学会2012年度春季大会
    • Place of Presentation
      北海道大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] A infinite-horizon Model of Nonmonotone Utility Smoothing

    • Author(s)
      若井 克俊
    • Organizer
      立命館大学経済学部研究推進プロジェクト(インセンティブとコミットメント)セミナー「一般均衡理論のフロンティア」
    • Place of Presentation
      立命館大学朱雀キャンパス
    • Data Source
      KAKENHI-PROJECT-23530219
  • [Presentation] Repeated Games under Recursive Utility with an Application to Gain/loss Asymmetry

    • Author(s)
      若井克俊
    • Organizer
      ゲーム理論ワークショップ2014
    • Place of Presentation
      東京工業大学大岡山キャンパス
    • Data Source
      KAKENHI-PROJECT-23530219
  • 1.  EGAMI Masahiko (40467395)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 3 results

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