MORITA Hiroshi

Organization

Graduate School of International Social Sciences, International Social Sciences Section

Title

Professor

Date of Birth

1963

Research Fields, Keywords

term structure of interest rates, asset pricing

Mail Address

E-mail address



Graduating School 【 display / non-display

  •  
    -
    1986

    The University of Tokyo   Faculty of Economics   Graduated

Graduate School 【 display / non-display

  •  
    -
    1991

    The University of Tokyo  Graduate School, Division of Economics  Doctor Course  Accomplished credits for doctoral program

Degree 【 display / non-display

  • Economics -  The University of Tokyo

Field of expertise (Grants-in-aid for Scientific Research classification) 【 display / non-display

  • Public finance/Public economy

 

Research Career 【 display / non-display

  • The rational model explaining the large size of credit spread is explored

    Project Year:  -   

  • term sructure of interest rates

    Project Year:  -   

Papers 【 display / non-display

  • On the Incentive to Retension of Cash Flows When Firms are Leverd

    Yokohama Business Review   29 ( 3 )   237 - 254   2008.12

    Single Work

  • optimal portfolio when the pension liability fluctuates stochastically

      23   81 - 108   2008.03  [Refereed]

    Joint Work

  • Term Structure Movements in the JGB Market

    Securitu Analyst Journal   44 ( 9 )   6 - 17   2006.09

    Single Work