YOSHIDA NAOHIRO 吉田直広

… Alternative Names

吉田直広ヨシダナオヒロ

Less

Researcher Number	90829855
Other IDs	https://orcid.org/0000-0002-2541-4555
Affiliation (Current)	2025: 敬愛大学, 経済学部, 講師 2025: 中央大学, 理工学部, 特別研究員(PD)
Affiliation (based on the past Project Information) *help	2023: 敬愛大学, 経済学部, 講師 2022: 東京理科大学, 経営学部経営学科, 助教 2018 – 2020: 中央大学, 理工学部, 特別研究員(PD)
Review Section/Research Field	Principal Investigator Money/ Finance / Basic Section 07060:Money and finance-related
Keywords	Principal Investigator 粘性解 / 平均―分散投資 / 特殊関数 / 確率変数 / ポートフォリオ / 証券投資 / ケリー基準 / 金融バブル / 指値注文 / ファイナンス / 確率過程 / 証券価格モデル / バブル

Research Projects
(2 results)
Research Products
(10 results)

指値注文帳モデルを応用した金融バブルの制御の研究Principal Investigator
- Principal Investigator
  
  吉田直広
- Project Period (FY)
  2022 – 2026
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Keiai University
  Tokyo University of Science
ケリー基準と長期分散投資の研究Principal Investigator
- Principal Investigator
  
  吉田直広
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for JSPS Fellows
- Research Field
  
  Money/ Finance
- Research Institution
  Chuo University

All 2023 2022 2021 2019 2018

All Journal Article Presentation Book

[Book] 大学1・2年生のためのすぐわかる統計学2021
- Author(s)
  藤田岳彦・吉田直広
- Total Pages
  265
- Publisher
  東京図書
- ISBN
  9784489023439
- Data Source
  KAKENHI-PROJECT-18J00193
[Journal Article] A micro-foundation of a simple financial model with finite-time singularity bubble and its agent-based simulation2023
- Author(s)
  Yoshida Naohiro
- Journal Title
  
  Economics and Business Letters
  
  Volume: 12 Issue: 4 Pages: 277-283
- DOI
  10.17811/ebl.12.4.2023.277-283
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-22K13433
[Journal Article] On Calculating Method of the Kelly Criterion for Financial Investment in Single Risky Asset with Various Distributions of Returns2021
- Author(s)
  Yoshida Naohiro
- Journal Title
  
  International Journal of Modeling and Optimization
  
  Volume: 11(2) Pages: 42-46
- DOI
  10.7763/ijmo.2021.v11.775
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18J00193
[Journal Article] A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging2019
- Author(s)
  Yoshida Naohiro
- Journal Title
  
  JSIAM Letters
  
  Volume: 11 Issue: 0 Pages: 25-28
- DOI
  10.14495/jsiaml.11.25
- NAID
  130007608273
- ISSN
  1883-0609, 1883-0617
- Language
  English
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18J00193
[Journal Article] On an asymptotic viscosity solution property of solutions of discrete Hamilton-Jacobi-Bellman equations2018
- Author(s)
  Naohiro Yoshida
- Journal Title
  
  Computational and Applied Mathematics
  
  Volume: 印刷中 Issue: 3 Pages: 3806-3812
- DOI
  10.1007/s40314-017-0549-3
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16J02354, KAKENHI-PROJECT-18J00193
[Presentation] ランダムウォークの局所時間とexcursionについて2023
- Author(s)
  藤田岳彦, 吉田直広
- Organizer
  日本応用数理学会第19回研究部会連合発表会
- Data Source
  KAKENHI-PROJECT-22K13433
[Presentation] Micro-foundations of some financial models with bubbles2023
- Author(s)
  Naohiro Yoshida
- Organizer
  ICIAM 2023 TOKYO
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13433
[Presentation] ランダムウォークの離散時間 marked excursion 法について2022
- Author(s)
  吉田直広
- Organizer
  企業研究所主催公開研究会（「定量的リスク管理の研究」チーム）
- Data Source
  KAKENHI-PROJECT-22K13433
[Presentation] ランダムウォークの離散時間 marked excursion 法について2022
- Author(s)
  藤田岳彦, 吉田直広
- Organizer
  無限分解可能過程に関連する諸問題
- Data Source
  KAKENHI-PROJECT-22K13433
[Presentation] 指値注文帳モデルと金融バブルモデル2021
- Author(s)
  吉田直広
- Organizer
  企業研究所主催公開研究会（「定量的リスク管理の研究」チーム）
- Data Source
  KAKENHI-PROJECT-18J00193

YOSHIDA NAOHIRO 吉田 直広

吉田 直広 ヨシダ ナオヒロ

Research Projects

Research Products

指値注文帳モデルを応用した金融バブルの制御の研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

ケリー基準と長期分散投資の研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 大学1・2年生のためのすぐわかる統計学2021

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Journal Article] A micro-foundation of a simple financial model with finite-time singularity bubble and its agent-based simulation2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On Calculating Method of the Kelly Criterion for Financial Investment in Single Risky Asset with Various Distributions of Returns2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging2019

Author(s)

Journal Title

DOI

NAID

ISSN

Language

Data Source

[Journal Article] On an asymptotic viscosity solution property of solutions of discrete Hamilton-Jacobi-Bellman equations2018

Author(s)

Journal Title

DOI

Data Source

[Presentation] ランダムウォークの局所時間とexcursionについて2023

Author(s)

Organizer

Data Source

[Presentation] Micro-foundations of some financial models with bubbles2023

Author(s)

Organizer

Data Source

[Presentation] ランダムウォークの離散時間 marked excursion 法について2022

Author(s)

Organizer

Data Source

[Presentation] ランダムウォークの離散時間 marked excursion 法について2022

Author(s)

Organizer

Data Source

[Presentation] 指値注文帳モデルと金融バブルモデル2021

Author(s)

Organizer

Data Source

YOSHIDA NAOHIRO 吉田直広

吉田直広ヨシダナオヒロ