教員の写真

Profile

Ph.D. in Doctoral Program in Systems Management and Business Law, University of Tsukuba, M.S. in International Finance HEC School of Management (France), B.A. in Commercial Science, Keio University

Over 20 years active contributor to corporate valuation ,asset management and quantitative research in Bank of Tokyo ,R&I, Barclays Global Investors Japan , Mitsubishi UFJ Morgan Stanley Securities and NS Financial Management Consulting, Inc.

慶應義塾大学商学部卒業後、東京銀行に入行。8年半の銀行勤務を経て、HEC経営大学院(フランス)に留学し、ファイナンス修士号取得。帰国後、格付投資情報センター、バークレイズ・グローバル・インベスターズ、三菱UFJモルガンスタンレー証券、NSフィナンシャルマネジメントコンサルティング(新日鉄住金ソリューションズ子会社)などに勤務。様々な金融機関で20年以上にわたり、企業評価、資産運用、コンサルティング、リサーチ業務等に従事。会社員として勤務の傍ら、筑波大学大学院ビジネス科学研究科にて博士(経営学)取得。2014年4月より現職。日本ファイナンス学会、日本経済学会、日本金融・証券計量・工学学会、
日本保険・年金リスク学会、European Finance Association所属。本学では、金融業界の実務経験を活かしながら、理論と実践のバランスを心がけた教育•研究活動を行っていきたい。

Specialized Field

Finance , Applied Econometrics

Academic Background

Ph.D. (University of Tsukuba)

Research Papers

  • "Bond Portfolio Optimization using Regime Switching Dynamic Nelson Siegel Models", JAFEE 2017 Winter Conference Proceedings, 201803
  • Suzuki-Corporate Strategy and DCF method-, NUCB Case Center, 201801
  • "Bond Portfolio Optimization using Regime Switching Dynamic Nelson Siegel Models", JARIP 2017, 201712
  • "Global Bond Market Interaction using Regime-Switching Dynamic Term Structure Model", Society of Applied Economic Time Series Analysis 34th Annual Meeting, 201711
  • "Bond Portfolio Optimization using Regime Switching Dynamic Nelson Siegel Models", NFA 2017 Proceeding, 201706
  • "A Regime Switching Dynamic Nelson-Siegel Modeling to Corporate Bond Yield Spreads with Time-Varying Transition Probabilities", Journal of Applied Business and Economics, Vol.19 No.5, 201703
  • Orix(2017), NUCB Business Case, 201703
  • "A Macro-Financial Analysis of Credit Spreads in Japanese Corporate Bond Market", Japan Economic Association Fall 2016, 201609
  • "A Macro-Financial Analysis of Credit Spreads in Japanese Corporate Bond Market", 45th JAFEE Summer Proceedings, 201608
  • "Dynamic term structure modeling under macro-economic driven regime shifts", World Finance Conference 2016 in New York Proceedings, 201607
  • "A Macro-Financial Analysis of the Term Structure of Credit Spreads in Japanese Corporate Bond Market : A Hierarchical Factor Approach", INFINITI International Finance Conference Proceeding, 201606
  • Valuation -NSSMC-, NUCB Business Case, 201603
  • "A Macro-Financial Analysis of the Term Structure of Credit Spreads in Japanese Corporate Bond Market : A Global Factor Approach", NFA 2016 Proceeding, 201603
  • "Corporate Bond Portfolio Management using a Global Factor Approach", Preceding, 201510
  • "Term Structure of Credit Spreads and the Macroeconomy in Japan:A Global Factor Approach", Procedia Economics and Finance, Vol.2015/00 No.1, 201511
  • "Term structure of credit spreads and the predictability of Macroeconomy in Japan:A global factor approach", Japanese Economic Association 2015 Autumn, 201510
  • "Credit Slope Trading Strategy Using the Dynamic Nelson-Siegel Model", JAFEE 2015 Summer Conference Proceedings, 201508
  • "Term structure of credit spreads and the Macroeconomy in Japan:A global factor approach", Applied economic time series association proceeding, 201507
  • Tokyo Skytree Town of Tobu railways, Casebook at NUCB, 201503
  • "Common Factors in the Term Structure of Credit Spreads and the Macroeconomy in Japan", Nippon Finance Association 23th Conference Proceedings, 201503
  • "Dynamic term structure modeling under macro-economic driven regime shifts:An application to Japanese corporate bond yield spread", JAFEE 2014 Winter Conference Proceedings, 201501
  • "Regime switching term structure model-An application to Japanese corporate bond yield spreads-", NUCB, Vol.59 No.2, 201410
  • "Term Structure Models of Credit Spreads in Japanese Corporate Bond Markets", Nippon Finance Association 22th Conference Proceedings, 201404
  • "Regime switching term structure model-An application to Japanese corporate bond yield spreads and investment strategy-", Nippon Finance Association 21th Conference Proceedings, 201306
  • "Modeling the Term Structure of Credit Spreads and its Application to Japanese Corporate Bond Market", University of Tsukuba, 201303
  • "Predicting credit spread using term structure and macro economic information", Modern Finance, No.31, 201203
  • "Predicting credit spread using term structure and macro economic information", Nippon Finance Association 19th Conference Proceedings, No.19, 201105

関連タグ:経済学部 教員紹介 応用計量経済学 名古屋商科大学 小林武