Graduate School of Commerce and Management
NAKAMURA Hisashi
  • Curriculum Vitae
  • Research Results
  • Educational and Social Activities

日本語

Paper

1.A Continuous-Time Optimal Insurance Design with Costly Monitoring(jointly worked)
Asia-Pacific Financial Markets Vol.21,No.3,pp.237-261 2014 Academic journal
ISSN 1573-6946
2.Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk(jointly worked)
Japanese Journal of Monetary and Financial Economics Vol.2,No.1,pp.59-73 2014 Academic journal
3.A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure
Asia-Pacific Financial Markets Vol.19,No.2,pp.119-147 2012 Academic journal
ISSN 1573-6946
4.Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES(jointly worked)
Asia-Pacific Financial Markets Vol.16,No.3,pp.231-263 2009 Academic journal
ISSN 1573-6946
5.Term Structure of Interest Rates Under Recursive Preferences in Continuous Time(jointly worked)
Asia-Pacific Financial Markets Vol.15,No.3-4,pp.273-305 2008 Academic journal
ISSN 1573-6946
6.A Theoretical Analysis of Narrow Banking Proposals(jointly worked)
Monetary and Economic Studies 2000 Academic journal
7.Extracting Market Expectations from Option Prices: Case Studies in Japanese Option Market(jointly worked)
Monetary and Economic Studies 1999 Academic journal

Oral Presentation

NOName of subject/Conference NameYearSite
1.A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications(10th Econometric Society World Congress)
2010.08Shanghai
2.A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications(10th SAET CONFERENCE ON CURRENT TRENDS IN ECONOMICS)
2010.08Singapore
3.A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications(International Workshop on Mathematical Finance, Topics on Leading‐edge Numerical Procedures and Models)
2010.02Tokyo
4.Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES(International Research Project on Mathematical Finance, Workshop: Mathematical Finance and Related Topics in Economics and Engineering)
2009.08Kyoto
5.Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES(Fifty-Eighth Annual Meeting of the Midwest Finance Association)
2009.03Chicago
6.Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES(2008 Mathematical Economics Conference)
2008.11Kyoto
7.Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility(Seoul-Tokyo International Conference in Mathematical Finance)
2008.11Seoul
8.Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES (Seminar on Finance, Stochastics and Asymptotic Analysis)
2008.10Kyoto
9.A Continuous-Time Analysis of Optimal Debt Contracts: Theory and Applications(Society for Economic Dynamics Annual Meeting)
2007.06Prague, Czech Republic
10.A Continuous-Time Analysis of Optimal Debt Contracts: Theory and Applications(Econometric Society, North America Summer meetings)
2007.05North Carolina, USA
11.A Dynamic Theory of Debt Restructuring(Econometric Society, North America Summer meetings)
2006.05Minneapolis, USA

Scientific Research Funds Results

NOResearch subjectResearch itemYear
1.
Link
Scientific Research (C)2015-
2.
Link
Scientific Research (C)2012-2014
3.Macroeconomic analysis of agency costs in financial intermediation under informational asymmetry
Link
Young Scientists (B)2010-2011
4.
Link
Young Scientists (B)2008-2009
5.
Link
Young Scientists (B)2006-2007
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