Academic Programs

BSc in Economics

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  2. Degree Programs BBA/BSc/BA
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  5. Toshiyuki Yamawake

Toshiyuki Yamawake


Toshiyuki Yamawake


Dr. Toshiyuki Yamawake is an Associate Professor in Faculty of Economics at NUCB, where he has taught since 2006. He received a Ph.D. in Economics from the Graduate School of Economics, Kyoto University in 2008.

Research Interests

Financial Engineering, Investment Securities

Final Education

Ph.D., Kyoto University

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