Research Institute
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2018-
産業経営研究所 兼任研究所員
Details of a Researcher
Updated on 2022/05/26
産業経営研究所 兼任研究所員
大阪大学大学院 経済学研究科
Shizuoka University
Osaka University Ph.D. in Economics
Waseda University School of Commerce
Osaka Sangyo University Faculty of Economics
Kyoto University Faculty of Economics
日本学術振興会 特別研究員(PD)
JAPAN FINANCE ASSOCIATION
Association of Behavioral and Finance
JAPAN ASSOCIATION FOR APPLIED ECONOMICS
日本ファイナンス学会
日本経済学会
Nippon Finance Association
Japanese Economic Association
The Operations Research Society of Japan
Commerce
Money and finance
Economic theory
Behavioral Economics and Finance
Economics of Uncertainty
Financial Economics
Portfolio allocation problems between risky and ambiguous assets
Osaki Yusuke
Annals of Operations Research 2019.12 [Refereed]
The willingness to pay for health improvements under comorbidity ambiguity
Osaki Yusuke
Journal of Health Economics 66 91 - 100 2019.07 [Refereed]
Regret-sensitive treatment decisions
Yoichiro Fujii, Yusuke Osaki
Health Economic Review 8 ( 14 ) 2018.08 [Refereed]
Comparative statics and portfolio choices under the phantom decision model
Hideki Iwaki, Yusuke Osaki
JOURNAL OF BANKING & FINANCE 84 1 - 8 2017.11 [Refereed]
Hedging and the competitive firm under ambiguous price and background risk
Yusuke Osaki, Kit Pong Wong, Long Yi
Bulletin of Economic Research 69 ( 4 ) E1 - E11 2017.10 [Refereed]
An economics premium principle under the smooth ambiguity aversion
Osaki YusukeYoichiro Fujii, Hideki Iwaki, Yusuke Osaki
Astin Bulletin 47 ( 3 ) 787 - 801 2017.09 [Refereed]
Optimal penalty and accounting policy
Masatomo Akita, Yusuke Osaki
APPLIED ECONOMICS 48 ( 54 ) 5292 - 5299 2016.11 [Refereed]
Regret, rejoicing, and mixed insurance
Yoichiro Fujii, Mahito Okura, Yusuke Osaki
ECONOMIC MODELLING 58 126 - 132 2016.11 [Refereed]
曖昧性が資産価格に与える影響の考察
尾崎祐介
大阪産業大学経済論集 17 ( 2 ) 127 - 140 2016.03 [Refereed]
企業の生産活動とヘッジング戦略に関する理論的考察
岩城秀樹, 尾崎祐介
大阪産業大学経済論集 16 ( 1/2 ) 37 - 45 2015.03 [Refereed]
Portfolio choice and ambiguous background risk
Osaki YusukeYusuke Osaki, Harris Schlesinger
Working Paper, University of Alabama 2014.10
高次リスク回避と高次リスク回避度
小川一仁, 尾崎祐介, 後藤達也
大阪産業大学経済論集 15 ( 2/3 ) 75 - 88 2014.06 [Refereed]
The dual theory of the smooth ambiguity model
Hideki Iwaki, Yusuke Osaki
ECONOMIC THEORY 56 ( 2 ) 275 - 289 2014.06 [Refereed]
Precautionary saving and ambiguity
Yusuke Osaki, Harris Schlesinger
2014.03
不確実性が貯蓄に与える影響:予備的貯蓄の理論的考察
尾崎祐介, 藤井陽一朗
大阪産業大学経済論集 15 ( 1 ) 31 - 43 2014.03 [Refereed]
An optimal life insurance policy in the continuous-time investment-consumption problem
Hideki Iwaki, Yusuke Osaki
Journal of Mathematical Finance 3 ( 2 ) 291 - 306 2013.05 [Refereed]
Noise risk and derivative price
Yusuke Osaki
Annual Research Bulletin of Osaka Sangyo University 5 33 - 43 2013.03 [Refereed]
回帰依存バックグラウンドリスクが 資産価格に与える影響
尾崎祐介
大阪産業大学経済論集 14 ( 2 ) 197 - 205 2013.03 [Refereed]
Production and hedging decisions under smooth ambiguity aversion
Hideki Iwaki, Yusuke Osaki
SSRN Working Paper 2146577 2012.03
Optimal accounting policies under financial constraints: Aggressive versus conservative
Masatomo Akita, Yusuke Osaki
Economics Bulletin 31 ( 4 ) 3179 - 3191 2011.12 [Refereed]
A local index of risk apportionment
Yusuke Osaki
SSRN Working Paper 1803900 2011.04
Comparative risk aversion under background risk revisited
Masamitsu Ohnishi, Yusuke Osaki
Economics Research International 2010 2010.12 [Refereed]
Some properties of subjective probabilities induced by optimal expectations
Hideki Iwaki, Yusuke Osaki
FINANCE RESEARCH LETTERS 7 ( 2 ) 98 - 102 2010.06 [Refereed]
Stochastic dominance representation of optimistic belief: Theory and applications
Yusuke Osaki, John Quiggin
ECONOMICS LETTERS 101 ( 3 ) 275 - 278 2008.12 [Refereed]
The monotonicity of asset prices with changes in risk
Masamitsu Ohnishi, Yusuke Osaki
Economics, Management and Financial Markets 2 ( 1 ) 50 - 60 2007.03 [Refereed]
Studies on comparative statics of economic and financial decisions
Yusuke Osaki
Osaka University 2006.09 [Refereed]
A note on sufficient conditions of cross risk vulnerability
Yusuke Osaki
Disussion Papers in Econmics and Business 06-17, Osaka University 2006.06
The comparative statics on asset prices based on bull and bear market measure
M Ohnishi, Y Osaki
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 168 ( 2 ) 291 - 300 2006.01 [Refereed]
Dependent background risks and asset prices
Yusuke Osaki
Economics Bulletin 4 ( 8 ) 1 - 8 2005.12 [Refereed]
The comparative statics of equilibrium derivative prices
Masamitsu Ohnishi, Yusuke Osaki
RIMS Kokyuroku 1457 1 - 10 2005
The dual theory of the smooth ambiguity model
Hideki Iwaki, Kyoto, Sangyo University, Yusuke Osaki
Economic Theory 2013
「空気」が金融市場に与える影響―理論と実験による検証―
日本学術振興会 若手研究(A)
Project Year :
尾崎祐介
新しい高次リスク回避度の提案-理論と応用-
日本学術振興会 若手研究(B)
Project Year :
尾崎祐介
応用に有用な逆S字型確率加重関数の特徴付けとそれを使った証券価格の分析
日本学術振興会 研究活動スタート支援
Project Year :
尾崎祐介
Stock sale induced by anxiety in the face of risk
Osaki Yusuke
NFA 27th Annual Conference
Presentation date: 2019.06
Reciprocity is Different: Experimental Evidence from Trust Game between Japanese Domestic and International Students
Osaki Yusuke
The 22nd Experimental Social Science Conference
Presentation date: 2018.12
Mixed insurance as an optimal policy under rejoicing sensitivity
Yoichiro Fujii, Mahito Okura, Yusuke Osaki
Presentation date: 2017.09
Mixed insurance as an optimal policy under rejoicing sensitivity
Yoichiro Fujii, Mahito Okura, Yusuke Osaki
2017 Annual Meeting of Asia-Pacific Risk and Insurance Association
Presentation date: 2017.08
Portfolio allocation problems between risky and ambiguous assets
Takao Asano, Yusuke Osaki
Presentation date: 2017.06
Hedging and the competitive firm under ambiguous price and background risk
Yusuke Osaki, Kit Pong Wong, Long Yi
Presentation date: 2015.06
Regret aversion and demand for mixed insurance
Yoichiro Fujii, Mahito Okura, Yusuke Osaki
The second East Asia RMI Insurance Workshop
Presentation date: 2015.01
Optimal penalty and accounting policy
Masatomo Akita, Yusuke Osaki
Presentation date: 2014.10
Portfolio choice and ambiguous background risk
Yusuke Osaki, Harris Schlesinger
Presentation date: 2014.06
Precautionary saving and ambiguity
Yusuke Osaki, Harris Schlesinger
Presentation date: 2013.12
The effect of regret aversion on self-insurance and self-protection
Yoichiro Fujii, Yusuke Osaki
2013 Annual Meeting of Asia-Pacific Risk and Insurance Association
Presentation date: 2013.07
The effect of regret aversion on self-insurance and self-protection
Yoichiro Fujii, Yusuke Osaki
2013年度日本応用経済学会春季大会
Presentation date: 2013.06
The dual theory of the smooth ambiguity model
Hideki Iwaki, Yusuke Osaki
The 39th European Group of Risk and Insurance Economists Annual Meeting
Presentation date: 2012.09
A local intensity of risk apportionment
Yusuke Osaki
Presentation date: 2010.10
A local index of risk apportionment
Yusuke Osaki
2010 World Risk and Insurance Economics Congress
Presentation date: 2010.06
Some properties of subjective probabilities induced by optimal expectations
Hideki Iwaki, Yusuke Osaki
Presentation date: 2010.03
Stochastic dominance representation of optimistic belief: Theory and applications
Yusuke Osaki, John Quiggin
2009 Daiwa Young Researchers' Workshop on Finance
Presentation date: 2009.03
Stochastic dominance representation of optimistic belief: Theory and applications
Yusuke Osaki, John Quiggin
Presentation date: 2007.06
Comparative risk aversion under background risk revisited
Masamitsu Ohnishi, Yusuke Osaki
Presentation date: 2007.06
Comparative risk aversion under background risks revisited
Masamitsu Ohnishi, Yusuke Osaki
International workshop on recent advances in stochastic operations research
Presentation date: 2005.08
The comparative statics on equilibrium derivative prices
Masamitsu Ohnishi, Yusuke Osaki
The Nanzan 25th Anniversary Workshop on Finance
Presentation date: 2004.12
リスク回避度と最適損失削減努力
尾崎祐介
日本オペレーションズ・リサーチ学会2004年春季研究発表会
Presentation date: 2004.03
The comparative statics on equilibrium asset prices based on bull-ness and bear-ness
Masamitsu Ohnishi, Yusuke Osaki
The second Euro-Japanese workshop on stochastic risk modelling for stochastic finance, insurance, production and reliability
Presentation date: 2002.09
Comparative statics of equilibrium asset prices based on bull-ness and bear-ness
Masamitsu Ohnishi, Yusuke Osaki
Presentation date: 2002.08
情報に依存した選好と資産価格の比較静学への応用
尾崎祐介 [Invited]
日本ファイナンス学会第10回大会
Presentation date: 2002.06
アセットプライシング
京都大学、筑波大学、早稲田大学
専門英語購読
早稲田大学
資産価格論1
早稲田大学
証券論
早稲田大学
ファイナンス工学特論
大阪産業大学
ファイナンス工学
大阪産業大学
証券経済論
大阪産業大学
金融論1
大阪産業大学
フィナンシャル・エコノミクス
京都学園大学
経済数学
京都大学