\u30a4\u30f3\u30d9\u30b9\u30c8\u30e1\u30f3\u30c8\u3001\u5fdc\u7528\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9<\/p>\n
\u7b51\u6ce2\u5927\u5b66\u793e\u4f1a\u5de5\u5b66\u985e\u5352\u696d\u3001\u540c\u5927\u5b66\u9662\u535a\u58eb\u8ab2\u7a0b\u793e\u4f1a\u5de5\u5b66\u7814\u7a76\u79d1\u5358\u4f4d\u53d6\u5f97\u9000\u5b66\u3002\u535a\u58eb(\u7d4c\u55b6\u5de5\u5b66)\u3002\u30a8\u30e0\u30c6\u30a3\u30fc\u30d3\u30fc\u30a4\u30f3\u30d9\u30b9\u30c8\u30e1\u30f3\u30c8\u30c6\u30af\u30ce\u30ed\u30b8\u30fc\u7814\u7a76\u6240(\u73fe\u4e09\u83f1UFJ\u30c8\u30e9\u30b9\u30c8\u6295\u8cc7\u5de5\u5b66\u7814\u7a76\u6240)\u3001\u7b51\u6ce2\u5927\u5b66\u5927\u5b66\u9662\u30b7\u30b9\u30c6\u30e0\u60c5\u5831\u5de5\u5b66\u7814\u7a76\u79d1\u52a9\u6559\u6388\u3092\u7d4c\u3066\u3001\u73fe\u8077\u3002<\/p>\n
\u73fe\u5728\u3001\u65e5\u672c\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u5b66\u4f1a\u7406\u4e8b\u3001\u65e5\u672c\u7d4c\u55b6\u8ca1\u52d9\u7814\u7a76\u5b66\u4f1a\u8a55\u8b70\u54e1<\/p>\n
\u8457\u66f8<\/b><\/b><\/p>\n
\u300e\u682a\u5f0f\u5e02\u5834\u306e\u6d41\u52d5\u6027\u3068\u6295\u8cc7\u5bb6\u884c\u52d5\u300f\u4e2d\u592e\u7d4c\u6e08\u793e\u30012011\u5e74<\/p>\n
\u300e\u30ea\u30b9\u30af\u30d0\u30b8\u30e5\u30c6\u30a3\u30f3\u30b0\u306e\u305f\u3081\u306eVaR\u300f(\u7ffb\u8a33\u76e3\u4fee) \u30d1\u30f3\u30ed\u30fc\u30ea\u30f3\u30b0\u30012003\u5e74<\/p>\n
\u8ad6\u6587<\/b><\/b><\/p>\n
\u4e95\u51fa\u771f\u543e, \u7af9\u539f \u5747 (2020), \u300c\u65e5\u9280\u306b\u3088\u308bETF\u8cb7\u5165\u308c\u304c\u30ea\u30b9\u30af\u30d7\u30ec\u30df\u30a2\u30e0\u306b\u4e0e\u3048\u305f\u5f71\u97ff \u2015\u671f\u5f85\u5012\u7523\u78ba\u7387\u8abf\u6574\u5f8c\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u81ea\u5df1\u8cc7\u672c\u30b3\u30b9\u30c8\u3092\u7528\u3044\u305f\u5206\u6790\u2015\u300d,\u300e\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u30b8\u30e3\u30fc\u30ca\u30eb\u300f, 58 (7), 42-51.<\/p>\n
\u4e95\u51fa\u771f\u543e, \u7af9\u539f \u5747 (2020), \u300c\u5546\u6a19\u6a29\u60c5\u5831\u304c\u682a\u5f0f\u4fa1\u5024\u306b\u4e0e\u3048\u308b\u5f71\u97ff \u2500 \u9577\u671f\u30d1\u30cd\u30eb\u30c7\u30fc\u30bf\u3092\u7528\u3044\u305f\u5206\u6790 \u2500\u300f,\u300e\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u30b8\u30e3\u30fc\u30ca\u30eb\u300f, 58 (1), 81-90.<\/p>\n
\u7af9\u539f \u5747 (2019),\u300cFama-French 3\u30d5\u30a1\u30af\u30bf\u30fc\u306e\u69cb\u7bc9\u30eb\u30fc\u30eb \u2015 \u60c5\u5831\u958b\u793a\u306e\u65e9\u671f\u5316\u3068\u6771\u8a3c\u30d7\u30ec\u30df\u30a2\u30e0\u5e02\u5834\u5275\u8a2d\u306e\u5f71\u97ff \u2015\u300d,\u300e\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u30b8\u30e3\u30fc\u30ca\u30eb\u300f, 57 (12), 99-107.<\/p>\n
\u7af9\u539f \u5747 (2019), \u300c\u30de\u30eb\u30c1\u30d5\u30a1\u30af\u30bf\u30fc\u30e2\u30c7\u30eb\u306e\u5b9f\u8a3c\u7684\u6bd4\u8f03\u3000\u2015\u81ea\u5df1\u8cc7\u672c\u30b3\u30b9\u30c8\u63a8\u5b9a\u3078\u306e\u5fdc\u7528\u4e0a\u306e\u8af8\u554f\u984c\u2015\u300d,\u300e\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u30b8\u30e3\u30fc\u30ca\u30eb\u300f, 57 (3), 8-16.<\/p>\n
\u6751\u5bae\u514b\u5f66, \u7af9\u539f \u5747 (2018), \u300c\u30d3\u30c3\u30b0\u30c7\u30fc\u30bf\u3068\u4f1a\u8a08\u7814\u7a76\u300d,\u300e\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u30b8\u30e3\u30fc\u30ca\u30eb\u300f, 56 (12), 25-35.<\/p>\n
\u4e95\u51fa\u771f\u543e, \u7af9\u539f \u5747 (2018), \u300c\u30b3\u30fc\u30dd\u30ec\u30fc\u30c8\u30fb\u30a4\u30ce\u30d9\u30fc\u30b7\u30e7\u30f3\u3068\u5229\u76ca\u306e\u6301\u7d9a\u6027: \u7d14\u55b6\u696d\u8cc7\u7523\u5229\u76ca\u7387\u4e88\u60f3\u30e2\u30c7\u30eb\u306b\u57fa\u3065\u304f\u5206\u6790\u300d,\u300e\u73fe\u4ee3\u30c7\u30a3\u30b9\u30af\u30ed\u30fc\u30b8\u30e3\u30fc\u7814\u7a76\u300f, 17, 1-15.<\/p>\n
\u7af9\u539f \u5747 (2018), \u300c\u30a2\u30bb\u30c3\u30c8\u30d7\u30e9\u30a4\u30b7\u30f3\u30b0\u30e2\u30c7\u30eb\u9078\u629e\u3068\u4f1a\u8a08\u767a\u751f\u9ad8\u30a2\u30ce\u30de\u30ea\u30fc \u2500\u6a5f\u80fd\u7684\u56fa\u5b9a\u4eee\u8aac\u3078\u306e\u53cd\u8a3c\u2500\u300d,\u300e\u4f1a\u8a08\u30d7\u30ed\u30b0\u30ec\u30b9\u300f, 19, 1-16.<\/p>\n
\u4e95\u51fa\u771f\u543e, \u7af9\u539f \u5747 (2017), \u300c\u65e5\u672c\u4f01\u696d\u306e\u6280\u8853\u7af6\u4e89\u529b\u3068\u8ca1\u52d9\u6226\u7565: \u30c7\u30e5\u30dd\u30f3\u30b7\u30b9\u30c6\u30e0\u3092\u7528\u3044\u305f\u5206\u6790\u300d,\u300e\u7d4c\u55b6\u8ca1\u52d9\u7814\u7a76\u300f, 36, 28-43.<\/p>\n
\u4e95\u51fa\u771f\u543e, \u7af9\u539f \u5747 (2016), \u300c\u7279\u8a31\u60c5\u5831\u306e\u682a\u4fa1\u3078\u306e\u6d78\u900f\u904e\u7a0b\u306e\u5206\u6790 \uff0dMid-term Driver of Alpha\u3068\u3057\u3066\u306e\u6280\u8853\u7af6\u4e89\u529b\u300d,\u300e\u8a3c\u5238\u30a2\u30ca\u30ea\u30b9\u30c8\u30b8\u30e3\u30fc\u30ca\u30eb\u300f, 54 (10), 68-77.<\/p>\n
<\/p>\n
\u30b3\u30fc\u30dd\u30ec\u30fc\u30c8\u30fb\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9 (\u591c\u9593\u4e3b\u30d7\u30ed)<\/p>\n
\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u306e\u305f\u3081\u306e\u7d71\u8a08\u5b66\uff08\u591c\u9593\u4e3b\u30d7\u30ed\uff09<\/p>\n
\u682a\u5f0f\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u904b\u7528 (\u591c\u9593\u4e3b\u30d7\u30ed)<\/p>\n
\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u30fb\u30de\u30cd\u30b8\u30e1\u30f3\u30c8\u6f14\u7fd2 (\u591c\u9593\u4e3b\u30d7\u30ed)<\/p>\n
Statistics (MSc in Finance)<\/p>\n
Seminar on Portfolio Management (MSc in Finance)<\/p>\n
<\/p>\n
50\u97f3\u9806\u4e00\u89a7\u306b\u623b\u308b<\/a> \u5c02\u9580\u5206\u91ce \u30a4\u30f3\u30d9\u30b9\u30c8\u30e1\u30f3\u30c8\u3001\u5fdc\u7528\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9 \u7565\u6b74 \u7b51\u6ce2\u5927\u5b66\u793e\u4f1a\u5de5\u5b66\u985e\u5352\u696d\u3001\u540c\u5927\u5b66\u9662\u535a\u58eb\u8ab2\u7a0b\u793e\u4f1a\u5de5\u5b66\u7814\u7a76\u79d1\u5358\u4f4d\u53d6\u5f97\u9000\u5b66\u3002\u535a\u58eb(\u7d4c\u55b6\u5de5\u5b66)\u3002\u30a8\u30e0\u30c6\u30a3\u30fc\u30d3\u30fc\u30a4\u30f3\u30d9\u30b9\u30c8\u30e1\u30f3\u30c8\u30c6\u30af\u30ce\u30ed\u30b8\u30fc\u7814\u7a76\u6240(\u73fe\u4e09\u83f1UFJ\u30c8\u30e9\u30b9\u30c8\u6295\u8cc7\u5de5\u5b66\u7814\u7a76 […]<\/p>\n","protected":false},"author":1,"featured_media":15002,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[108],"tags":[89],"class_list":["post-6042","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-faculty-jp","tag-faculty"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/posts\/6042","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/comments?post=6042"}],"version-history":[{"count":2,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/posts\/6042\/revisions"}],"predecessor-version":[{"id":15000,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/posts\/6042\/revisions\/15000"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/media\/15002"}],"wp:attachment":[{"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/media?parent=6042"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/categories?post=6042"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/tags?post=6042"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
\n\u5c02\u9580\u5206\u91ce\u5225\u4e00\u89a7\u306b\u623b\u308b<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"