学部学科

Academic Programs

経済学部

BSc in Economics

  1. TOP
  2. 学部学科
  3. 経済学部
  4. 教員紹介
  5. 山分 俊幸

Toshiyuki Yamawake

経済学部 教授

山分 俊幸

Biography

1978年京都府生まれ。2002年京都大学経済学部経営学科卒業。2007年京都大学経済学研究科ビジネス科学専攻博士後期課程単位取得退学。2008年に京都大学より博士(経済学)を取得。2006年より現職。主な著書に『金融リスクモデリング: 理論と重要課題へのアプローチ(シリーズ〈金融工学の新潮流〉2)』(朝倉書店、共著)がある。

Research Interests

金融工学、証券投資

Final Education

博士(経済学), 京都大学

Awards & Honours

  • (2021) Teaching Award 2020, Undergraduate. Kurimoto Educational Institute

Academic Papers

  • Toshiyuki Yamawake (2022) Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes. International Review of Financial Analysis 83 :1057-5219
  • Toshiyuki Yamawake (2021) Comparing dynamic and static performance indexes in the stock market: Evidence from Japan. Asia-Pacific Financial Markets
  • Toshiyuki Yamawake (2021) Sensitivity of Performance Indexes to Disaster Risk. Risks 9 (2)
  • Toshiyuki Yamawake (2020) The Aumann--Serrano Performance Index for Multi-Period Gambles in Stock Data. Journal of Risk and Financial Management 13 (11) :1911-8074
  • Toshiyuki Yamawake (2018) Debt swaps for financing education: Exploration of new funding resources. Cogent Economics & Finance 6 (2) :2332-2039
  • Toshiyuki Yamawake (2018) Determinants of Vertical Integration: Investment Efficiency, Product Differentiation and Firm Size. Theoretical Economics Letters :2162-2086
  • Toshiyuki Yamawake (2018) Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility. Finance Research Letters

Book & Case Publishing

  • Toshiyuki Yamawake (2021) Who's #1: INSEAD, Harvard, Wharton, LBS? (A): Designing Research to Measure the Strength of Business Schools Brands. INSEAD.
  • Toshiyuki Yamawake (2021) Who's #1: INSEAD, Harvard, Wharton, LBS? (B): Leveraging Research to Market Business Schools Brands. INSEAD.
  • Toshiyuki Yamawake (2020) The Valuation and Financing of Lady M Confections. Harvard Business Publishing.
  • Toshiyuki Yamawake (2020) Sally Jameson: Valuing Stock Options in a Compensation Package. Harvard Business Publishing.
  • Toshiyuki Yamawake (2020) Fixed Income Valuation. Harvard Business Publishing.
  • Toshiyuki Yamawake (2020) Health Development Corp.. Harvard Business Publishing.
  • Toshiyuki Yamawake (2020) Compass Maritime Services, LLC: Valuing Ships. Harvard Business Publishing.
  • Toshiyuki Yamawake (2020) Lighting the Way at the Manor House Hotel. Harvard Business Publishing.
  • Toshiyuki Yamawake (2020) The Case of the Unidentified Industries - 2013. Harvard Business Publishing.
  • Toshiyuki Yamawake (2020) Toy World, Inc.. Harvard Business School .
  • Toshiyuki Yamawake (2020) Clarkson Lumber Co.. Harvard Business School.