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- Suzuki Masataka
- Graduate School of Business Administration,Department of Business Administration
- Suzuki Masataka
- Curriculum Vitae
- Research Work
Books and Other Publications
| 1. | 経済価値ベースのERM：グローバル規制改正とリスク管理の高度化
茶野努他 (Contributor) 中央経済社 2016.1 (ISBN : 9784502166419) |
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| 2. | コモディティ市場と投資戦略：「金融市場化」の検証
池尾和人他 (Contributor) 勁草書房 2014.4 (ISBN : 9784326503971) |
| 3. | 総合分析：株式の長期投資
河北英隆他 (Contributor) 中央経済社 2010.3 (ISBN : 9784502673702) |
Papers
| 1. | A consumption-based term structure model of bonds and equity (Peer-reviewed) Masataka Suzuki International Review of Financial Analysis Vol.94,No.103310,pp.1-16 2024.7 
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| 2. | Smooth ambiguity preferences and asset prices with a jump-diffusion process (Peer-reviewed) Masataka Suzuki Quantitative Finance Vol.22,No.5,pp.871-887 2022.5
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| 3. | コロナ禍における株価形成の合理性-配当先物価格との比較を通じて-
鈴木 雅貴 証券アナリストジャーナル Vol.59,No.8,pp.41-48 2021.8 |
| 4. | 株式バブルの発生メカニズムとその識別 (Peer-reviewed) 鈴木雅貴 現代ファイナンス Vol.41,pp.1-25 2019.10
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| 5. | Continuous-time smooth ambiguity preferences (Peer-reviewed) Masataka Suzuki Journal of Economic Dynamics & Control Vol.90,pp.30-44 2018.5
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| 6. | A representative agent asset pricing model with heterogeneous beliefs and recursive utility (Peer-reviewed) Masataka Suzuki International Review of Economics & Finance Vol.45,pp.298-315 2016.9
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| 7. | Hidden persistent disasters and asset prices (Peer-reviewed) Masataka Suzuki Annals of Finance Vol.10,No.3,pp.395-418 2014
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| 8. | Measuring the fundamental value of a stock index through dividend future Prices
Masataka Suzuki Musashi University Discussion Paper Series Vol.74 2013.7 |
| 9. | A model of asset prices with heterogeneous beliefs (Peer-reviewed) Masataka Suzuki Hitotsubashi Journal of Economics Vol.52,No.1,pp.41-54 2011.6
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| 10. | 長期的株式投資パフォーマンスの視点から：再考と展望
白須洋子, 吉野直行, 鈴木雅貴 FSAディスカッションペーパー 2009.7 |
| 11. | 経済価値に基づいた生命保険契約の評価 (Peer-reviewed) 鈴木 雅貴, 白須洋子 FSAリサーチ・レビュー Vol.5,No.5,pp.149-178 2009.3
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Awards
| No. | Award name | Year |
|---|---|---|
| 1. | 若手研究奨励論文 | 2022.7 |
Research Projects
| No. | Research subject | Research item(Awarding organization, System name) | Year |
|---|---|---|---|
| 1. | 債券および株式期間構造の動学的特徴を再現する一般均衡モデルの構築
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基盤研究(C)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 基盤研究(C) ) |
2023.4 - 2026.3 |
| 2. | 滑らかな曖昧性選好を考慮した一般資産価格理論の構築
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基盤研究(C)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 基盤研究(C) ) |
2020.4 - 2023.3 |
| 3. | Can equity bubble be predictable? Identifying the bubble generating mechanism through a novel indicator
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Grant-in-Aid for Young Scientists (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research Grant-in-Aid for Young Scientists (B) ) |
2017.4 - 2020.3 |
