Yuki Shigeta

Personal Details

First Name:	Yuki
Middle Name:
Last Name:	Shigeta
Suffix:
RePEc Short-ID:	psh853
	[This author has chosen not to make the email address public]
	https://sites.google.com/view/yukishigeta

Affiliation

(99%) Department of Economics
Tokyo Keizai University

Tokyo, Japan
http://www.tku.ac.jp/department/economics/
RePEc:edi:detkujp (more details at EDIRC)

(1%) Graduate School of Economics
Kyoto University

Kyoto, Japan
https://www.econ.kyoto-u.ac.jp/
RePEc:edi:fekyojp (more details at EDIRC)

Citations

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Working papers

1. Yuki SHIGETA, 2022. "Existence of Invariant Measure and Stationary Equilibrium in aContinuous-Time One-Asset Aiyagari Model:A Case of Regular Controls under Markov Chain Uncertainty," Discussion papers e-22-010, Graduate School of Economics , Kyoto University.

   Cited by:

   1. Yuki SHIGETA, 2022. "A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty," Discussion papers e-22-009, Graduate School of Economics , Kyoto University.

2. Yuki SHIGETA, 2022. "A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty," Discussion papers e-22-009, Graduate School of Economics , Kyoto University.

   Cited by:

   1. Yuki SHIGETA, 2022. "Existence of Invariant Measure and Stationary Equilibrium in aContinuous-Time One-Asset Aiyagari Model:A Case of Regular Controls under Markov Chain Uncertainty," Discussion papers e-22-010, Graduate School of Economics , Kyoto University.

3. Yuki Shigeta, 2016. "Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors," Discussion papers e-16-004, Graduate School of Economics , Kyoto University.

   Cited by:

   1. Platanakis, Emmanouil & Sutcliffe, Charles & Ye, Xiaoxia, 2021. "Horses for courses: Mean-variance for asset allocation and 1/N for stock selection," European Journal of Operational Research, Elsevier, vol. 288(1), pages 302-317.

Articles

1. Shigeta, Yuki, 2022. "Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions," Journal of Economic Theory, Elsevier, vol. 204(C).

   Cited by:

   1. Shungo Sakaki, 2023. "The rationality of adaptive decision-making and the feasibility of optimal growth planning," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-12, December.

2. Yuki Shigeta, 2017. "Portfolio selections under mean-variance preference with multiple priors for means and variances," Annals of Finance, Springer, vol. 13(1), pages 97-124, February.

   Cited by:

   1. Dian Zhu & Andrew J. Heunis, 2017. "Quadratic minimization with portfolio and intertemporal wealth constraints," Annals of Finance, Springer, vol. 13(3), pages 299-340, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-UPT: Utility Models and Prospect Theory (4) 2016-07-16 2016-08-28 2019-08-12 2022-11-21
2. NEP-DGE: Dynamic General Equilibrium (2) 2022-11-21 2022-11-21
3. NEP-GER: German Papers (2) 2016-07-16 2016-07-16
4. NEP-EVO: Evolutionary Economics (1) 2019-08-12
5. NEP-MIC: Microeconomics (1) 2016-07-16
6. NEP-ORE: Operations Research (1) 2019-08-12

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