Wada, Kenji

写真a

Affiliation

Faculty of Business and Commerce (Mita)

Position

Professor

Message from the Faculty Member 【 Display / hide

  • ファイナンスは研究分野として証券市場を扱う資産価格理論と企業の意思決定を扱う企業財務に分かれます。また研究方法としてはモデルを構築する理論分析とデータを分析する実証分析に分かれます。学生の皆さんはこれらをバランスよく学んで下さい。

Profile Summary 【 Display / hide

  • I have been working on the empirical analysis in the asset pricing area.

Career 【 Display / hide

  • 1999.04
    -
    2001.03

    大学専任講師(大学院経営管理研究科附属ビジネス・スクール)

  • 1999.04
    -
    2001.03

    大学専任講師(大学院経営管理研究科)

  • 2001.04
    -
    2007.03

    大学助教授(大学院経営管理研究科附属ビジネス・スクール)

  • 2001.04
    -
    2007.03

    大学助教授(大学院経営管理研究科)

  • 2007.04
    -
    2008.03

    大学教授(大学院経営管理研究科)

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Academic Background 【 Display / hide

  • 1992.03

    The University of Tokyo, Faculty of Liberal Arts

    University, Graduated

  • 1996.03

    The University of Chicago, Graduate School of Economics

    The United States, Graduate School, Completed, Master's course

  • 1999.03

    The University of Chicago, Graudate School of Economics

    United States, Graduate School, Completed, Doctoral course

Academic Degrees 【 Display / hide

  • Masters in Economics, The Graduate School of Economics, The University of Chicago, Coursework, 1996.03

  • Ph.D. in Economics, Department of Economics, The University of Chicago, Coursework, 1999.03

 

Research Areas 【 Display / hide

  • Finance

Research Keywords 【 Display / hide

  • Finance

  • fixed income analysis

  • household survey in Japan and U.K.

  • Asset Pricing

 

Books 【 Display / hide

  • Econometrics of Financial Markets

    Campbell, Lo and MacKinlay, 2003.09

     View Summary

    祝迫 得夫, 大橋 和彦, 中村 信弘, 本多 俊毅, 和田 賢治の翻訳

Papers 【 Display / hide

  • Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures

    MAKI ATSUSHI,WADA KENJI

    Economics Bulletin 31   1183-1187 2011

    Research paper (scientific journal), Joint Work, Accepted

  • Uninsurable Risk and Financial Market Puzzles

    Basu, Parantap, Andrei Semenov and Kenji Wada

    to appear in Journal of International Money and Finance  2010

    Research paper (scientific journal), Joint Work, Accepted

  • Consumption Behavior, Asset Returns, and Risk Aversion: Evidence from the Japanese Household Survey

    Keiichi Kubota,Toshifumi Tokunaga,and Kenji Wada

    Japan and the World Economy 20   1-18 2008

    Research paper (scientific journal), Joint Work, Accepted

  • The Knightian Uncertainty and the Risk Premium and the Risk Free Rate Puzzles in Japan and the U.S

    Kenji Wada

    Economics Letters 95   386-393 2006

    Research paper (scientific journal), Single Work, Accepted

  • Is low International Risk Sharing Consistent with a High Equity Premium? A Reconciliation of Two Puzzles

    Parantap Basu, and Kenji Wada

    Economics Letters 93   436-442 2006

    Research paper (scientific journal), Joint Work, Accepted

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Papers, etc., Registered in KOARA 【 Display / hide

Presentations 【 Display / hide

  • Uninsurable Risk, Bond Pricing and Real Interest Rates: An Investigation of UK Indexed Bonds

    WADA KENJI

    Far Eastern Econometric Society (東京) , 2009.08, Oral Presentation(general), Econometric Society

  • Uninsurable Risk, Bond Pricing and Real Interest Rates: An Investigation of UK Indexed Bonds

    WADA KENJI

    日本ファイナンス学会 (東京) , 2009.05, Oral Presentation(general), 日本ファイナンス学会

  • Uninsurable Risk and Financial Market Puzzles

    WADA KENJI

    ESEM EEA 2008 (Milan Italy) , 2008.08, Oral Presentation(general), ESEM EEA

  • Uninsurable Risk. Bond Pricing and Real Interest Rates: An Investigation of UK Indexed Bonds

    WADA KENJI

    2008 Daiwa International Workshop on Financial Engineering Program (Tokyo) , 2008.08, Oral Presentation(guest/special)

  • Price Continuation of Weekly Portfolio Returns in Japan

    KUBOTA KEIICHI

    AsianFA-NFA 2008 Conference (パシフィコ横浜) , 2008.07, Oral Presentation(general)

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Research Projects of Competitive Funds, etc. 【 Display / hide

  • On the Relationship between Higher Moments in Consumption Growth Rate at a Household Level and Asset Returns

    2018.04
    -
    2021.03

    MEXT,JSPS, Grant-in-Aid for Scientific Research, 和田 賢治, Grant-in-Aid for Scientific Research (C), Principal Investigator

  • Quantative Easing and Financial Markets

    2015.04
    -
    2018.03

    MEXT,JSPS, Grant-in-Aid for Scientific Research, 和田 賢治, Grant-in-Aid for Scientific Research (C), Principal Investigator

Works 【 Display / hide

  • 2008ファイナンスのノート

    WADA KENJI

    2008
    -
    Present

    Other, Single

  • オプションとフォワードのノート

    WADA KENJI

    2007.12
    -
    Present

    Other, Single

  • 価値評価に用いられる均衡理論と裁定理論のノート(改訂版)

    WADA KENJI

    2007.06
    -
    Present

    Other, Single

  • 統計および数列のノート改訂版

    WADA KENJI

    2005
    -
    Present

    Other, Single

  • 株式会社ヒマラヤ

    WADA KENJI

    2000.09
    -
    Present

    Other, Single

 

Courses Taught 【 Display / hide

  • SPECIAL RESEARCH TOPICS IN BUSINESS AND COMMERCE (S)

    2020

  • SEMINAR: SPECIAL STUDY OF FINANCE

    2020

  • SEMINAR: FINANCE

    2020

  • CAPITAL MARKETS 2

    2020

  • ADVANCED STUDY OF MONEY AND BANKING

    2020

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Memberships in Academic Societies 【 Display / hide

  • 日本ファイナンス学会, 

    1999.05
    -
    Present

Committee Experiences 【 Display / hide

  • 1999.05
    -
    Present

    会員, 日本ファイナンス学会

  • 2008.07
    -
    2010.06

    Director, 日本ファイナンス学会

  • 2018.06
    -
    2020.06

    理事, 日本ファイナンス学会

  • 2010.06
    -
    2012.06

    Manager, 日本ファイナンス学会

  • 2019.06

    27th Annual Conference Program Committee Chair, Nippon Finance Association

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