Updated on 2025/12/26

Organization
Professional Graduate School Graduate School of Global Business Professor
Title
Professor

Degree

  • Master of ( 1986.3   Tokyo Institute of Technology )

Research Interests

  • 流動性リスクと流動性リスクプレミアム

  • 産業連関、国際産業連関

  • Economic Capital,,

  • R&D Investment,Resource Allocation,spill over

  • Credit Risk,copular,beta distribution

  • 収入、ジニー係数、

Research Areas

  • Humanities & social sciences / Public economics, labor economics

  • Humanities & social sciences / Business administration

Education

  • Tokyo Institute of Technology   Graduate School, Division of Science and Engineering

    - 1986.3

  • Tokyo Institute of Technology   Faculty of Engineering

    - 1984.3

Research History

  • ＮＴＴデータ

    2003.4 - 2004.3

  • みずほ第一フィナンシャルテクノロジー

    2002.4 - 2003.3

  • 興銀フィナンシャルテクノロジー

    1998.4 - 2002.3

  • 日本興業銀行

    1989.7 - 1998.3

  • China International Venture Tech Co.

    1986.11 - 1989.3

  • （中国広東省）広州光学零件厰

    1974.11 - 1978.3

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Professional Memberships

  • The Japanese Association of Value-Creating ERM

    2007

  • The Japanese Association of Financial Econometrics and Engineering

  • Nippon Finance Association

Committee Memberships

  • 日本価値創造ＥＲＭ学会   副会長  

    2020   

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    Committee type：Academic society

  • 日本価値創造ＥＲＭ学会   理事  

    2007   

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    Committee type：Academic society

Papers

  • Market Efficiency and Information Processing in Stock Market Reviewed

    Memoirs of the Institute of Social Sciences, Meiji University   2022.3

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

  • Power Spectrum of Stock Returns and Its Applications

    MBS Review   18   1 - 13   2022.3

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

  • A model of information’s digestion in stock market

    17   1 - 8   2021.3

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

  • Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis Reviewed

    Takeaki Kariya, Zhu Wang, Eiichi Doi, Yoshio Yamamura,

    Asia-Pacific Financial Markets   259 - 292   2012

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    Language：English   Publishing type：Research paper (scientific journal)   Publisher：The Japanese Association of Financial Econometrics and Engineering  

  • The Compound Impacts on Industries from Japan's Electricity Crisis Reviewed International journal

    Energy and Environment –Studies of Japan Research Centre of Tsinghua University   2013

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    Authorship：Lead author   Language：Chinese   Publishing type：Part of collection (book)   Publisher：Tsinghua University Publishing  

  • The Market Liquidity and Valuation Reviewed

    Memoirs of the Institute of Social Sciences, Meiji University   51   205 - 223   2012

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    Authorship：Lead author   Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)   Publisher：the Institute of Social Sciences, Meiji University  

  • オフィスビルのプライシングモデル

    明治大学社会科学研究所紀要   47   173-195   2009.3

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

  • A Stochastic Default Rate Model

    MBS Review   ( No.3 )   23-29   2007.3

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

    A Stochastic Default Rate Model By Beta Distribution and Copular

  • 代替流動性指標HLGの分解と社債プライシング

    MBS Review   7   19-27   2011

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

  • 最適資本構成とオプション理論

    MBS Review   ( No.4 )   51-60   2008.3

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

  • 債券の市場流動性：プライシングとVaR計測

    MBS Review   6   21-31.   2010

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

  • 日本の債券市場の流動性と流動性スプレッド

    岡崎正樹

    日本金融証券計量工学学会２００８年度冬季大会予稿集   79-99   2009.1

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    Language：Japanese   Publishing type：Research paper (scientific journal)  

  • 中国消費者の購買力測定モデル

    MBS Review   ( No.5 )   29-39   2009.3

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

  • A Study on China trend of Servitization in Manufacturing -Internet Plus and Made in China 2025 Invited

    Serviceology   2 ( 3 )   10 - 13   2015

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    Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：Society for Serviceology, Japan  

  • Measuring Market Liquidity

    ( F-2013-1 )   1 - 24   2013

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    Language：English   Publishing type：Research paper (bulletin of university, research institution)  

  • A R&D investment model and technological spill over effects

    MBS Review   ( No.2 )   21-27   2006.3

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    Language：Japanese   Publishing type：Research paper (bulletin of university, research institution)  

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Books

  • 「ファミリービジネスにおける資本増強の視点」、明治大学ビジネススクール編『ファミリービジネスMBA講座』、第4章 64-77頁 （単著）

    （ Role： Sole author）

    同文館  2019.7 

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    Language：Japanese   Book type：Scholarly book

MISC

  • ESG Performances and Credit Rating

    16th Research Presentation Conference Proceedings, Japan Value Creating ERM Society   D22 - D29   2022.9

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    Authorship：Corresponding author   Language：Japanese   Publisher：Japan Value Creating ERM Society  

  • Spectrum Analysis and the Interpretation from Behavioral Finance

    The 2020’s Summer Conference Proceedings, JAFEE   2020.8

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    Language：Japanese   Publisher：The Japanese Association of Financial Econometrics and Engineering  

  • Development of Fintech and the regulatory trends in China Invited

    Quarterly of Personal Finance Vol 17, No.2 August 2022 pp.49-61   17 ( 2 )   49 - 61   2023.8

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    Language：Japanese  

  • Bonds’ Market Liquidity Measuring and Risk Management for Financial Institution Reviewed

    Bank of Japan Working Paper Series   11 ( J-2 )   2011

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    Language：Japanese   Publisher：Institute for monetary and economic studies, Bank of Japan.  

Presentations

  • ESG Score and Credit Rating

    Yasunori Kasai

    2022.9 

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    Event date： 2022.9

    Language：Japanese   Presentation type：Oral presentation (general)  

    Country/Region：Japan  

    This is a study on the relationship between a company's ESG score and its credit rating. After confirming the correlation between the ESG score and important debt indicators, logistic regression was also used to analyze more than 400 listed companies in Japan. As a result of the analysis, it was found that several ESG scores had a positive effect on the credit rating.

  • スペクトル分析の行動ファイナンス的解釈

    JAFEE2020夏季大会  2020.8  日本金融・証券計量・工学学会

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    Event date： 2020.8

    Language：Japanese   Presentation type：Oral presentation (general)  

    Venue：東京  

  • ボラティリティ・スマイルとベガマトリックス・アジャストメント

    日本金融・証券計量・工学学会 2002年JAFFE夏季大会予稿集p.130-151

    2002年JAFFE夏季大会  2002.6 

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    Language：Japanese   Presentation type：Oral presentation (general)  

  • ポリヤ壷モデル：デフォルトイベントの波及

    日本金融・証券計量・工学学会 2002年JAFFE夏季大会予稿集p.1-5

    2002年JAFFE夏季大会  2002.6 

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    Language：Japanese   Presentation type：Oral presentation (general)  

  • A Note about Early Exercise Boundaries

    日本金融・証券計量・工学学会 2000年コロンビア大学=JAFFE金融工学国際大会予稿集p.410-426

    JAFFE金融工学国際大会  2000.12 

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    Language：English   Presentation type：Oral presentation (general)  

  • 金利オプション市場におけるボラティリティスマイ－インプライド分布の歪み、尖りによる解明

    日本金融・証券計量・工学学会 PROCEEDINGS OF JIC 99(The5^th^JAFFE International Conference) p.70-85

    JIC 99  1999.8 

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    Language：Japanese   Presentation type：Oral presentation (general)  

  • 金利モデルの現在と将来

    東京シンポジウム「経済時系列、数理ファイナンスにおける統計推測の基礎理論」　施：東京大学

    シンポジウム「経済時系列，数理ファイナンスにおける統計推測の基礎理論」  1999.12 

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    Language：Japanese   Presentation type：Oral presentation (general)  

  • Moment-Adjusting Method for Monte Carlo Simulations with Physical Random Numbers

    日本金融・証券計量・工学学会 1998年JAFFE冬季大会予稿集p.96-106

    1998年JAFFE冬季大会  1998.12 

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    Language：English   Presentation type：Oral presentation (general)  

  • トレーディング・サポート・テクノロジー－工学的手法の可能性

    第4回東京工業大学理財工学　研究センターシンポジウム 施：東京工業大学

    第4回東京工業大学理財工学研究センターシンポジウム  2000.1 

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    Language：Japanese   Presentation type：Oral presentation (general)  

  • 信用リスクの数量化とプライシング

    オペレーションリサーチ学会 OR 研究会 施：東京工業大学　（研究発表）

    オペレーションリサーチ学会  1997.6 

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    Language：Japanese   Presentation type：Oral presentation (general)  

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Industrial property rights

  • ポートフォリオ構成システム、ポートフォリオ構成方法、及び、ポートフォリオ構成プログラムを記録した記録媒体

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    Application no：特許出願2000-270461 

    Announcement no：特許公開2002-083120 

    Patent/Registration no：特許3499201 

  • 金融商品管理システム、金融商品管理方法、及び、金融商品管理プログラムを記録した記録媒体

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    Application no：特許出願2000-238812 

    Announcement no：特許公開2002-056190 

  • 価格決定装置

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    Application no：特許出願2002-334859 

    Announcement no：特許公開2004-171180 

  • 金融商品評価システム、金融商品評価方法、及び、金融商品評価プログラムを記録した記録媒体

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    Application no：特許出願2000-270467 

    Announcement no：特許公開2002-083122 

Research Projects

  • 不動産資産価格モデルの構築

    2010.4 - 2012.3

    基盤研究（Ｃ）

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    Authorship：Principal investigator 

  • 行動経済学と行動ファイナンスに関する研究

    2019.4 - 2020.3

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    Authorship：Principal investigator 

  • 金融商品の流動性リスクと流動性リスクプレミアムに関する研究

    2008

  • アンチマネーロンダリングの仕組み

    2019.12

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    Authorship：Principal investigator 

  • 日本と中国の産業連関関係

    2012

  • 企業の資本構成に関する研究

    2007

  • Portfolio Investment to R&D

    2006

  • Credit Risk Management Model

    2006

  • （中国）実質収入に関する研究

    2008

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