Aoyama Gakuin University · Faculty of Social Informatics · 教授

Research keywordsbehavioral finance・investor behavior・market mispricing・volatility term structure・belief updating・stochastic processes

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• A Structural Model of Volatility Term Structure: Deviations from the √T Rule under Trend-Following Behavior (American Economic Association Annual Meeting 2026)2026
• Market Prices and the Mirage of Informed Trading (American Economic Association Annual Meeting 2025)2025
• Overestimating Informed Traders: An Experimental Analysis of Investor Behavior and Security Mispricing (Economic Science Association Asia-Pacific Meeting 2025)2025
• Sequential Belief Updating and Market Mispricing: A Structural Deviation from Bayesian Rationality (日本ファイナンス学会 2025年度春季大会)2025

• 数理ファイナンス
• 高等学校数学科における「授業研究コミュニティ」の形成に関する研究
• 投資家の戦略が不確実性に与える影響とその補正
• 仕組債等を含んだ金融商品に対する家計のリテラシーと投資選好に関する研究

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