Personnel Information

写真a

KUSUDA KOUJI


Title

Professor

Field

Field of Economics

Date of Birth

1964

Mail Address

E-mail address

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Research Interests 【 display / non-display 】

  • Finance

  • Theoretical Economics

  • Statistics for Economics

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Graduating School 【 display / non-display 】

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

    University， 1988， Graduated， Japan

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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

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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

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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

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Association Memberships 【 display / non-display 】

  • Nippon Finance Association， 2014.04 - Now

  • Japanese Economic Association

  • Japanese Association of Financial Econometrics and Engineering

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Research Areas 【 display / non-display 】

  • Humanities & Social Sciences / Public economics and labor economics

  • Humanities & Social Sciences / Economic theory

  • Humanities & Social Sciences / Economic statistics

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Qualification acquired 【 display / non-display 】

  • Securities Analyst

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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

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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， Humanities & Social Sciences / Money and finance

  • 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， Humanities & Social Sciences / Money and finance

  • 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， Humanities & Social Sciences / Money and finance

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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

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Research Grants & Projects 【 display / non-display 】

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

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Preferred joint research theme 【 display / non-display 】

  • 【キーワード】環境変化／経済戦略／新結合

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Charge of on-campus class subject 【 display / non-display 】

  • 演習Ⅳ，2024.10 - 2025.03

  • 演習Ⅱ，2024.10 - 2025.03

  • 専門演習Ⅱ，2024.10 - 2025.03

  • ファイナンス計画特殊講義，2024.10 - 2025.03

  • 専門演習Ⅳ，2024.10 - 2025.03

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