Personnel Information

写真a

KUSUDA KOUJI


Title

Professor

Field

Field of Economics

Date of Birth

1964

Mail Address

E-mail address

Seeds

https://www.shiga-u.ac.jp/wp/wp-content/uploads/seeds17-58.pdf

To the head of this page.▲

Research Interests 【 display / non-display 】

  • Finance

  • Theoretical Economics

  • Statistics for Economics

To the head of this page.▲

Graduating School 【 display / non-display 】

  • Kyoto University， Faculty of Engineering， Department of Applied Mathematics and Physics

    University， 1988， Graduated， Japan

To the head of this page.▲

Graduate School 【 display / non-display 】

  • University of Minnesota， Graduate School, Division of Economics

    Doctor's Course， 2003， Other

  • University of Minnesota， Graduate School, Division of Mathematics

    Doctor's Course， 2002， Other

  • Kyoto University， Graduate School, Division of Engineering， Applied Mathematics and Physics

    Doctor's Course， 1990， Other， Japan

To the head of this page.▲

Degree 【 display / non-display 】

  • Ph.D. in Economics， "Public Finance, and Money and Banking"， University of Minnesota， Coursework， 2003.10

  • M.S. in Mathematics， Natural Science / Basic mathematics， University of Minnesota， Coursework， 2002.09

  • Master of Engineering， Applied Mathematics and Physics， Kyoto University， Coursework， 1990.03

To the head of this page.▲

Campus Career 【 display / non-display 】

  • Shiga University Faculty of Economics，Professor， 2007.11 - Now

  • Shiga University Faculty of Economics，Associate Professor， 2007.04 - 2007.10

  • Shiga University Faculty of Economics，Associate Professor (as old post name)， 2003.06 - 2007.03

To the head of this page.▲

Association Memberships 【 display / non-display 】

  • Nippon Finance Association， 2014.04 - Now

  • Japanese Association of Financial Econometrics and Engineering

  • Japanese Economic Association

To the head of this page.▲

Research Areas 【 display / non-display 】

  • Humanities & Social Sciences / Public economics and labor economics

  • Humanities & Social Sciences / Economic theory

  • Humanities & Social Sciences / Economic statistics

To the head of this page.▲

Qualification acquired 【 display / non-display 】

  • Securities Analyst

To the head of this page.▲
 

Research Career 【 display / non-display 】

  • Consumption-Based Capital Asset Pricing， 2002 - 2005

    CAPM Jump-Diffusion Information Recursive Utilities，Individual

  • Interest Derivative Asset Pricing， 2001 - 2005

    Derivative Asset Pricing LIBOR Rate，Individual

To the head of this page.▲

Papers 【 display / non-display 】

  • Term Structure Models of Interest Rates with Jump-Diffusion Information: Equilibrium, CAPM, and Derivative Asset Pricing， Ph. D. Dissertation, Department of Economics, University of Minnesota (p.1 - 150) ， 2003.10

    Research paper (conference, symposium, etc.)， Single Author

  • Optimization of Time-Memory Trade-Off Cryptanalysis and Its Application to DES, FEAL-32, and Skipjack， Institute of Electronics, Information and Communication Engineers Transactions (1) (p.35 - 48) ， 1996.01

    Research paper (scientific journal)， Multiple Authorship

  • Approximate Analytical Solution to Consumption and Long-Term Security Investment Optimization Problem with Epstein-Zin Utility， Transactions of the Operations Research Society of Japan， vol.62 (p.23 - 53) ， 2019.09, Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda

    Research paper (scientific journal)， Multiple Authorship

  • Approximate Analytical Solution to Consumption and Long-Term Security Investment Optimizaition Problem with Homothetic Robust Utility， Transactions of the Operations Research Society of Japan ， vol.62 (p.71 - 89) ， 2019.09, Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda

    Research paper (scientific journal)， Multiple Authorship

  • A Semi-Analytical Solution to Finite-time Optimization Problem of Long-term Security Investment for Consumer with CRRA Utility， Journal of the Japanese Association of Risk, Insurance and Pensions， vol.11 (1) (p.1 - 23) ， 2019.09, Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda

    Research paper (scientific journal)， Multiple Authorship

display all >>

To the head of this page.▲

Books 【 display / non-display 】

  • General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator, Working Paper, Center for Risk Research, Faculty of Economics, Shiga University, 2004.10

    Other, Sole author

  • Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator, Working Paper, Center for Risk Research, Faculty of Economics, Shiga University, 2004.09

    Other, Sole author

To the head of this page.▲

Research Grants & Projects 【 display / non-display 】

  • Grant-in-Aid for Scientific Research(C)，2014.04 - 2018.03

To the head of this page.▲