2017/02 学術雑誌 単著 Portfolio Selections under Mean-Variance Preference with Multiple Priors for Means and Variances Annals of Finance
2016/07 大学・研究所紀要 単著 Optimal Switching under Ambiguity and Its Applications in Finance Kyoto University, Graduate School of Economics Discussion Paper Series
2016/02 大学・研究所紀要 共著 An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information Kyoto University, Graduate School of Economics Discussion Paper Series
2017/06 口頭発表 Ambiguity Aversion, Extrapolative Expectations, and the Cross-Section of Expected Returns 日本ファイナンス学会第25回大会
2016/05 その他 Optimality of naive investment strategies on dynamic mean-variance portfolio selections with multiple priors in the Markovian financial market 日本ファイナンス学会第24回大会
2013/06 その他 The change of correlation structure across industries: an analysis in the regime switching framework 日本ファイナンス学会第21回大会