Shigeta Yuki 重田雄樹

Researcher Number	90793331
Other IDs
Affiliation (Current)	2025: 東京経済大学, 経済学部, 准教授
Affiliation (based on the past Project Information) *help	2021 – 2024: 東京経済大学, 経済学部, 准教授 2018 – 2020: 東京経済大学, 経済学部, 講師 2017: 京都大学, 経済学研究科, 特定助教
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related Except Principal Investigator Sections That Are Subject to Joint Review: Basic Section07010:Economic theory-related , Basic Section07020:Economic doctrines and economic thought-related / Basic Section 07020:Economic doctrines and economic thought-related / Basic Section 07010:Economic theory-related / Management
Keywords	Principal Investigator 行動ファイナンス理論 / NISA / 家計の金融行動 / 行動ファイナンス / 市場アノマリー / 投資と消費の意思決定 / 資産価格理論 / ポートフォリオ理論 / 非期待効用理論 Except Principal Investigator 産業連関ネットワーク … More / 労働市場 / 産業連関モデル / 連続時間モデル / 景気循環 / 経営の柔軟性 / アナリストのレーティング / バリュー効果とサイズ効果 / 株式超過リターン / 電子部品業界と総合電機業界 / 倒産リスク / 財務政策 / 曖昧性と曖昧性回避 / リース / 財務レバレッジ / 資本コスト / 営業レバレッジ / 企業価値 / 財務の柔軟性 / オペレーティング・レバレッジ / 企業経営の柔軟性 Less

Theory and quantitative analysis for interaction-driven macroeconomic fluctuations
- Principal Investigator
  
  楡井誠
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07010:Economic theory-related
  Basic Section 07020:Economic doctrines and economic thought-related
  Sections That Are Subject to Joint Review: Basic Section07010:Economic theory-related , Basic Section07020:Economic doctrines and economic thought-related
- Research Institution
  The University of Tokyo
行動ファイナンス的時点間意思決定モデルによる家計の金融行動の分析Principal Investigator
- Principal Investigator
  
  重田雄樹
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo Keizai University
Applications of non-expected utility to asset pricing theoryPrincipal Investigator
- Principal Investigator
  
  Shigeta Yuki
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo Keizai University
Firm value and Flexibility: Empirical and Case studies
- Principal Investigator
  
  Isagawa Nobuyuki
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Management
- Research Institution
  Kyoto University

All 2024 2023 2022 2020 2019 2018

All Journal Article Presentation

[Journal Article] Quasi-hyperbolic discounting under recursive utility and consumptionーinvestment decisions2022
- Author(s)
  Shigeta Yuki
- Journal Title
  
  Journal of Economic Theory
  
  Volume: 204 Pages: 105518-105518
- DOI
  10.1016/j.jet.2022.105518
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13326
[Journal Article] Gain/loss asymmetric stochastic differential utility2020
- Author(s)
  Shigeta Yuki
- Journal Title
  
  Journal of Economic Dynamics and Control
  
  Volume: 118 Pages: 103975-103975
- DOI
  10.1016/j.jedc.2020.103975
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K12811
[Journal Article] Gain/Loss Asymmetric Stochastic Differential Utility2019
- Author(s)
  Yuki Shigeta
- Journal Title
  
  Kyoto University, Graduate School of Economics Discussion Paper Series
  
  Volume: No. E-19-004
- Data Source
  KAKENHI-PROJECT-18K12811
[Journal Article] Gain/Loss Asymmetric Stochastic Dirrefential Utility2019
- Author(s)
  Yuki Shigeta
- Journal Title
  
  Kyoto University, Graduate School of Economics Discussion Paper series
  
  Volume: 19-004 Pages: 1-49
- Data Source
  KAKENHI-PROJECT-17K03876
[Presentation] An Economic Interpretation and Mathematical Analysis of Epstein-Zin Stochastic Differential Utility in Infinite Horizon When θ<02024
- Author(s)
  重田雄樹
- Organizer
  日本金融学会2023年度第2回関東部会
- Invited
- Data Source
  KAKENHI-PROJECT-21K13326
[Presentation] An Economic Interpretation and Mathematical Analysis of Epstein-Zin Stochastic Differential Utility in Infinite Horizon When θ<02024
- Author(s)
  重田雄樹
- Organizer
  日本金融学会2023年度第2回関東部会
- Invited
- Data Source
  KAKENHI-PROJECT-23K25493
[Presentation] Existence of Invariant Measure and Stationary Equilibrium in a Continuous-Time One-Asset Aiyagari Model: A Case of Regular Controls under Markov Chain Uncertainty2023
- Author(s)
  Yuki Shigeta
- Organizer
  22nd annual SAET Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K25493
[Presentation] Existence of Invariant Measure and Stationary Equilibrium in a Continuous-Time One-Asset Aiyagari Model: A Case of Regular Controls under Markov Chain Uncertainty2023
- Author(s)
  Yuki Shigeta
- Organizer
  22nd annual SAET Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K13326
[Presentation] Quasi-Hyperbolic Discounting under Recursive Utility and Consumption-Investment Decisions2020
- Author(s)
  重田雄樹
- Organizer
  東京経済大学応用ミクロ経済学セミナー
- Data Source
  KAKENHI-PROJECT-18K12811
[Presentation] Comparison of Max‐Min Expected Utility and Expectations‐Based Reference‐Dependent Preference in Static and Dynamic Portfolio Choice2020
- Author(s)
  重田雄樹
- Organizer
  日本ファイナンス学会第28回大会
- Data Source
  KAKENHI-PROJECT-18K12811
[Presentation] An Equilibrium Asset Pricing Model with Naive Diversification2019
- Author(s)
  重田雄樹
- Organizer
  2019年度第5回一橋大学経営管理研究科金融研究会
- Data Source
  KAKENHI-PROJECT-18K12811
[Presentation] Gain/Loss Asymmetric Stochastic Differential Utility2019
- Author(s)
  重田茂樹
- Organizer
  日本ファイナンス学会第27回全国大会
- Data Source
  KAKENHI-PROJECT-17K03876
[Presentation] An Equilibrium Asset Pricing Model with Naive Diversification2019
- Author(s)
  重田雄樹
- 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
- Data Source
  KAKENHI-PROJECT-18K12811
[Presentation] Gain/Loss Asymmetric Stochastic Differential Utility2019
- Author(s)
  重田雄樹
- Organizer
  日本ファイナンス学会第27回大会
- Data Source
  KAKENHI-PROJECT-18K12811
[Presentation] Ambiguity matters if you invest in many assets2018
- Author(s)
  重田雄樹
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-17K03876
[Presentation] Ambiguity matters if you invest in many assets2018
- Author(s)
  重田雄樹
- Organizer
  日本ファイナンス学会第26回大会
- Data Source
  KAKENHI-PROJECT-18K12811

1. Isagawa Nobuyuki (90273755)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. 加藤政仁 (60755536)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 畠田敬 (90319898)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 楡井誠 (60530079)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 青木周平 (00584070)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. リーハーンベック (60973138)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Shigeta Yuki 重田 雄樹

Research Projects

Research Products

Co-Researchers

Theory and quantitative analysis for interaction-driven macroeconomic fluctuations

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

行動ファイナンス的時点間意思決定モデルによる家計の金融行動の分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Applications of non-expected utility to asset pricing theoryPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Firm value and Flexibility: Empirical and Case studies

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Quasi-hyperbolic discounting under recursive utility and consumptionーinvestment decisions2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Gain/loss asymmetric stochastic differential utility2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Gain/Loss Asymmetric Stochastic Differential Utility2019

Author(s)

Journal Title

Data Source

[Journal Article] Gain/Loss Asymmetric Stochastic Dirrefential Utility2019

Author(s)

Journal Title

Data Source

[Presentation] An Economic Interpretation and Mathematical Analysis of Epstein-Zin Stochastic Differential Utility in Infinite Horizon When θ<02024

Author(s)

Organizer

Data Source

[Presentation] An Economic Interpretation and Mathematical Analysis of Epstein-Zin Stochastic Differential Utility in Infinite Horizon When θ<02024

Author(s)

Organizer

Data Source

[Presentation] Existence of Invariant Measure and Stationary Equilibrium in a Continuous-Time One-Asset Aiyagari Model: A Case of Regular Controls under Markov Chain Uncertainty2023

Author(s)

Organizer

Data Source

[Presentation] Existence of Invariant Measure and Stationary Equilibrium in a Continuous-Time One-Asset Aiyagari Model: A Case of Regular Controls under Markov Chain Uncertainty2023

Author(s)

Organizer

Data Source

[Presentation] Quasi-Hyperbolic Discounting under Recursive Utility and Consumption-Investment Decisions2020

Author(s)

Organizer

Data Source

[Presentation] Comparison of Max‐Min Expected Utility and Expectations‐Based Reference‐Dependent Preference in Static and Dynamic Portfolio Choice2020

Author(s)

Organizer

Data Source

[Presentation] An Equilibrium Asset Pricing Model with Naive Diversification2019

Author(s)

Organizer

Data Source

[Presentation] Gain/Loss Asymmetric Stochastic Differential Utility2019

Author(s)

Organizer

Data Source

[Presentation] An Equilibrium Asset Pricing Model with Naive Diversification2019

Author(s)

Shigeta Yuki 重田雄樹