Jiro Hodoshima

経済学部教授

Biography

学歴：早稲田大学（経済学士、工学士）、一橋大学（経済学修士）、カリフォルニア大学バークレー校（Ph.D. in Economics）
職歴：Center for Operations Research and Econometrics 研究員（ルーバンカトリック大学（ベルギー））、南山大学経済学部講師助教授、名古屋市立大学大学院経済学研究科教授を経て２０１６年４月より現職。これまでカリフォルニア大学サンディエゴ校、ルーバンカトリック大学、一橋大学、University of Technology Sydney、 Singapore Management University、Chiang Mai Universityなどの客員研究員および客員教授を経験した。専門は、計量経済学、ファイナンス、統計学で、これまでJournal of the American Statistical Association, Journal of Econometrics, Econometric Theory, Financial Analysts Journal, IEEE Transactions on Automatic Controlなどの国際専門雑誌に論文を掲載してきた。

Research Interests

計量経済学、ファイナンス、統計学

Final Education

Ph.D., University of California, Berkeley

Academic Papers

Jiro Hodoshima (2023) The Aumann-Serrano performance index of DOW 30 components and Dow Jones Industrial Average before and after the global financial crisis. Far East Journal of Theoretical Statistics
Jiro Hodoshima (2022) Utility indifference pricing and mean-variance approach when the degree of risk aversion is small. Far East Journal of Theoretical Statistics
Jiro Hodoshima (2022) Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes. International Review of Financial Analysis
Jiro Hodoshima (2021) Comparing dynamic and static performance indexes in the stock market: Evidence from Japan. Asia-Pacific Financial Markets
Jiro Hodoshima (2021) Sensitivity of Performance Indexes to Disaster Risk. Risks
Jiro Hodoshima (2020) The Aumann--Serrano Performance Index for Multi-Period Gambles in Stock Data. Journal of Risk and Financial Management
Jiro Hodoshima (2020) The Computational Property of the Aumann-Serrano Performance Index Under Risk-Averse and Risk-Loving Preference. Finance Research Letters
Jiro Hodoshima (2020) Evaluation of Performance of Stock and Real Estate Investment Trust Markets in Japan. Empirical Economics
Jiro Hodoshima (2020) Utility Indifference Pricing and the Aumann-Serrano Performance Index. Journal of mathematical economics 86
Jiro Hodoshima (2019) Stock performance evaluation incorporating high moments and disaster risk: Evidence from Japan. Asia-Pacific Financial Markets
Jiro Hodoshima (2019) Evaluation by the Aumann and Serrano Performance Index and Sharpe Ratio: Bitcoin Performance. Applied Economics
Jiro Hodoshima (2019) Stock performance by utility indifference pricing and the Sharpe ratio. Quantitative Finance 19 (2)

Grants

(2022) Theory and applications of performance measures. JSPS Primary Researcher