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Academic Programs

BSc in Economics

Toshiyuki Yamawake

Economics Professor

Toshiyuki Yamawake

Biography

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

Awards & Honours

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

Academic Papers

  • Toshiyuki Yamawake (2024) Comparative Performance of Cryptocurrencies through the Aumann-Serrano Economic Index of Riskiness. Annals of Operations Reseach :0254-5330
  • 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

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.