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Affiliation
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Faculty of Business and Commerce (Mita)
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Position
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Professor
Message from the Faculty Member 【 Display / hide 】
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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 】
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I have been working on the empirical analysis in the asset pricing area.
Career 【 Display / hide 】
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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)
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1999.04-2001.03
大学専任講師(大学院経営管理研究科)
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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)
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2001.04-2007.03
大学助教授(大学院経営管理研究科)
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2007.04-2008.03
大学教授(大学院経営管理研究科)
Academic Background 【 Display / hide 】
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1992.03
The University of Tokyo, Faculty of Liberal Arts
University, Graduated
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1996.03
The University of Chicago, Graduate School of Economics
United States, Graduate School, Completed, Master's course
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1999.03
The University of Chicago, Graudate School of Economics
United States, Graduate School, Completed, Doctoral course
Academic Degrees 【 Display / hide 】
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Masters in Economics, The Graduate School of Economics, The University of Chicago, Coursework, 1996.03
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Ph.D. in Economics, Department of Economics, The University of Chicago, Coursework, 1999.03
Research Keywords 【 Display / hide 】
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Finance
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fixed income analysis
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household survey in Japan and U.K.
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Asset Pricing
Books 【 Display / hide 】
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Econometrics of Financial Markets
Campbell, Lo and MacKinlay, 2003.09
Papers 【 Display / hide 】
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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
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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
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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
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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
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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
Papers, etc., Registered in KOARA 【 Display / hide 】
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On the cross sectional 3rd moment of household consumption as a risk factor
Wada, Kenji
学事振興資金研究成果実績報告書 (慶應義塾大学) 2022
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On the property of the maturity of Japanese governments bonds held by Bank of Japan
Wada, Kenji
学事振興資金研究成果実績報告書 (慶應義塾大学) 2018
Presentations 【 Display / hide 】
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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
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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
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Uninsurable Risk and Financial Market Puzzles
WADA KENJI
ESEM EEA 2008 (Milan Italy) ,
2008.08,Oral presentation (general), ESEM EEA
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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 (invited, special)
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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)
Research Projects of Competitive Funds, etc. 【 Display / hide 】
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On the Relationship between Higher Moments in Consumption Growth Rate at a Household Level and Asset Returns
2018.04-2021.03MEXT,JSPS, Grant-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (C), Principal investigator
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Quantative Easing and Financial Markets
2015.04-2018.03MEXT,JSPS, Grant-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (C), Principal investigator
Works 【 Display / hide 】
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2008ファイナンスのノート
WADA KENJI
2008-Present,Other, Single
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オプションとフォワードのノート
WADA KENJI
2007.12-Present,Other, Single
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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
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統計および数列のノート改訂版
WADA KENJI
2005-Present,Other, Single
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株式会社ヒマラヤ
WADA KENJI
2000.09-Present,Other, Single
Courses Taught 【 Display / hide 】
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SPECIAL RESEARCH TOPICS IN BUSINESS AND COMMERCE (S)
2024
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SPECIAL RESEARCH TOPICS IN BUSINESS AND COMMERCE (S)
2024
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SEMINAR: SPECIAL STUDY OF FINANCE
2024
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SEMINAR: FINANCE
2024
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SEMINAR (QD)
2024
Committee Experiences 【 Display / hide 】
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1999.05-Present
会員, 日本ファイナンス学会
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2008.07-2010.06
Director, 日本ファイナンス学会
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2018.06-2020.06
理事, 日本ファイナンス学会
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2010.06-2012.06
Manager, 日本ファイナンス学会
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2019.06
27th Annual Conference Program Committee Chair, Nippon Finance Association