Academic Programs

BSc in Economics

  1. TOP
  2. Degree Programs BBA/BSc/BA
  3. Economics
  4. Faculty
  5. Toshiyuki Yamawake

Toshiyuki Yamawake

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

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..