Katsutoshi Wakai

J-GLOBAL         Last updated: Jun 7, 2018 at 16:15
 
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Name
Katsutoshi Wakai
Affiliation
Kyoto University

Published Papers

 
A Factor Pricing Model under Ambiguity
Katsutoshi Wakai
Discussion Paper, Graduate School of Economics, Kyoto University   E-17-012 1-31   Mar 2018
Repeated Games with Recursive Utility: Cournot Duopoly under Gain/Loss Asymmetry
Katsutoshi Wakai
Discussion Paper, Graduate School of Economics, Kyoto University   E-16-006 1-44   Jul 2016
Equilibrium Alpha in Asset Pricing in an Ambiguity-averse Economy
Katsutoshi Wakai
Discussion Paper, Graduate School of Economics, Kyoto University   E-15-010 1-13   Nov 2015
Recursive Extension of a Multicommodity Analysis
Katsutoshi Wakai
Economic Theory Bulletin   3(2) 271-285   Oct 2015   [Refereed]
The change of correlation structure across industries: an analysis in the regime-switching framework
Katsutoshi Wakai
Discussion Paper, Graduate School of Economic, Kyoto University   E-14-002 1-29   Mar 2014

Conference Activities & Talks

 
“Repeated Games with Recursive Utility: Cournot Duopoly under Gain/Loss Asymmetry” [Invited]
Katsutoshi Wakai
Okayama University   9 Jul 2014   
“Repeated Games with Recursive Utility: Cournot Duopoly under Gain/Loss Asymmetry” [Invited]
Katsutoshi Wakai
Keio University   23 Jun 2014   
“Repeated Games under Recursive Utility with an Application to Gain/loss Asymmetry”
Katsutoshi Wakai
Game Theory Workshop 2014 (at Tokyo Institute of Technology)   3 Mar 2014   
“Recursive Separation between Risk Aversion and Intertemporal Substitution” [Invited]
Katsutoshi Wakai
Osaka University GCOE conference on Economic Analysis of Dynamics and Decision Theory (at Hotel Hankyu Expo Park)   23 Nov 2012   
“Intertemporal Utility Smoothing: Theory and Applications” [Invited]
Katsutoshi Wakai
2012 Japanese Economic Association Spring Annual Meeting (at Hokkaido University)   23 Jun 2012