Yuki Shigeta

Yuki Shigeta

Tokyo Keizai University - Tokyo / Japan
Economics & Econometrics / Economics
AD Scientific Index ID: 4712104
東京経済大学
person_outline Yuki Shigeta's MOST POPULAR ARTICLES
1-) Quasi-hyperbolic discounting under recursive utility and consumption–investment decisionsY ShigetaJournal of Economic Theory 204, 105518, 202242022
2-) Portfolio selections under mean-variance preference with multiple priors for means and variancesY ShigetaAnnals of Finance 13 (1), 97-124, 201742017
3-) A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models: A Case of Regular Controls under Markov Chain UncertaintyY ShigetaAvailable at SSRN 4510320, 202322023
4-) Ambiguity matters if you invest in many assetsY ShigetaAvailable at SSRN 3110403, 201922019
5-) Existence of Invariant Measure and Stationary Equilibrium in a Continuous-Time One-Asset Aiyagari Model: A Case of Regular Controls under Markov Chain UncertaintyY ShigetaAvailable at SSRN 4510345, 202312023