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Business career
Degree/Academic background
Reseach Areas
Research Subject
Book and thesis
Academic conference presentation
Belonging society
    （Last updated : 2023-03-17 17:38:40）
  SHIGETA Yuki
   Department   Tokyo Keizai University  , Economics
   Position   Associate Professor
■ Home Page
   https://sites.google.com/view/yukishigeta
■ Business career
1. 2021/04～ Tokyo Keizai University Economics Associate Professor
2. 2018/04～2021/03 Tokyo Keizai University Economics Full-Time Lecturer
■ Degree/Academic background
1. 2016/09
Degree Acquisition		 Kyoto University,
2. 2013/04～2016/03 〔Doctorial Course (2nd Semester)〕, Kyoto University, Accomplished credits for doctoral program,
3. 2013/03
Degree Acquisition		 Kyoto University,
4. 2011/04～2013/03 〔Master Course〕, Kyoto University, Completed,
5. 2011/03
Degree Acquisition		 Kyoto University,
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■ Reseach Areas
Economic theory 
■ Research Subject
1. 2018

 I now work on an application of non-expected utility theory to asset pricing.
Non-Expected Utility Theory, Asset Pricing Theory
■ Book and thesis
1. 2022/07/29 Article Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions Journal of Economic Theory 204,pp.105518 (Single) 
2. 2020/08/14 Article Gain/loss asymmetric stochastic differential utility Journal of Economic Dynamics and Control 118,pp.103975 (Single) 
3. 2020/02/05 Article An Analysis of Efficiency of the Equally Weighted Portfolio in Japanese Financial Market The Journal of Tokyo Keizai University : Economics pp.3-18 (Single) 
4. 2017/02 Article Portfolio Selections under Mean-Variance Preference with Multiple Priors for Means and Variances Annals of Finance (13(1)),pp.pp.97-124. (Single) 
■ Academic conference presentation
1. 2020/06/13 A Comparison of Max-Min Expected Utility and Expectation-Based Reference-Dependent Preference in Static and Dynamic Portfolio Choice
2. 2019/06/22 Gain/Loss Asymmetric Stochastic Differential Utility
3. 2018/06 Ambiguity matters if you invest in many assets
4. 2017/06 Ambiguity Aversion, Extrapolative Expectations, and the Cross-Section of Expected Returns
5. 2016/05 Optimality of naive investment strategies on dynamic mean-variance portfolio selections with multiple priors in the Markovian financial market
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■ Belonging society
1. 2017 Association of Behavioral Finance and Economics
2. 2017 Japanese Finance Association
3. 2013/06 Nippon Finance Association