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Academic Programs

BSc in Economics

Jiro Hodoshima

Economics Professor

Jiro Hodoshima

Biography

Jiro Hodoshima holds a Ph.D. in Economics (University of California, Berkeley). He has worked at The Center for Operations Research and Econometrics at Universite catholique de Louvain, Belgium, Nanzan University, and Nagoya City University. He has held visiting appointments at a number of universities including University of California, San Diego, Universite catholique de Louvain, Hitotsubashi University, University of Technology Sydney, Singapore Management University, Chiang Mai University. He has publications in a number of the leading international journals in Econometrics, Statistics, and Finance including Journal of the American Statistical Association, Journal of Econometrics, Econometric Theory, Financial Analysts Journal, IEEE Transactions of Automatic Control. His current projects are about Financial Econometrics, Resampling Theory, Inference of Asset Pricing Models, and Panel Data Analysis. He is currently a member of Editorial Board of Far East Journal of Theoretical Statistics.

Research Interests

Econometrics, Finance, Statistics

Final Education

Ph.D., University of California, Berkeley

Academic Papers

  • Jiro Hodoshima (2024) Comparative Performance of Cryptocurrencies through the Aumann-Serrano Economic Index of Riskiness. Annals of Operations Reseach
  • 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

Grants

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