Updated on 2024/03/26

写真a

 
NAKASHIMA, Hideki
 
Organization
Graduate School of Economics Department of Industrial Management System Corporate System Associate professor
Graduate School
Graduate School of Economics
Undergraduate School
School of Economics
Title
Associate professor

Degree 1

  1. Ph.D.(business administration) ( 2004.3   University of Tsukuba ) 

Research Interests 3

  1. Asset Pricing

  2. Investment

  3. Finance

Research Areas 2

  1. Others / Others  / Fiscal Studies/Finance Theory

  2. Others / Others  / Economic Statistics

Current Research Project and SDGs 3

  1. Investment as Risk Control

  2. Dynamics of Short Term Rate

  3. 年金基金のリスクテイク規範

Research History 1

  1. 名古屋大学大学院経済学研究科准教授

    2008.4

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    Country:Japan

Education 1

  1. The University of Tokyo

    1985.4 - 1989.3

Professional Memberships 2

  1. Association of Behavioral Economics and Finance

  2. Nippon Finance Association

Committee Memberships 2

  1. Organization for Workers' Retirement Allowance Mutual Aid   Investment Advisory Board  

    2017.10 - 2023.9   

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    Committee type:Government

    Board members (5 people or less) are appointed by Minister of Health, Labor, and Welfare.

  2. Organization for Small & Medium Enterprises and Regional Innovation, JAPAN   Investment Advisory Board  

    2009.4   

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    Committee type:Government

    Basis Law: Act on the Organization for Small & Medium Enterprises and Regional Innovation, JAPAN, Independent Administrative Agency.
    Competent Minister: Minister of Economy, Trade and Industry (partly under cojurisdiction with the Ministry of Finance).

Awards 1

  1. 証券アナリストジャーナル賞

    2006.10   日本証券アナリスト協会  

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    Country:Japan

 

Papers 14

  1. Efficient Portfolio Rebalancing and a Puzzle

    NAKASHIMA, Hideki

    The Economic Science   Vol. 71 ( 3・4 ) page: 11 - 25   2024.3

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    Authorship:Lead author, Last author, Corresponding author   Language:Japanese   Publishing type:Research paper (bulletin of university, research institution)  

    DOI: 10.18999/ecos.71.3-4.11

    DOI: 10.18999/ecos.71.3-4.11

  2. Policy Portfolio Selection with Prior Information and Periodic Diagnosis of the Selected One

    NAKASHIMA, Hideki

    The Economic Science   Vol. 70 ( 3 ) page: 77 - 88   2023.3

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    Authorship:Lead author, Last author, Corresponding author   Language:Japanese   Publishing type:Research paper (bulletin of university, research institution)  

    DOI: 10.18999/ecos.70.3.77

    DOI: 10.18999/ecos.70.3.77

  3. An Empirical Study on Specific Returns of Cross-Regional Minimum Volatility Portfolios

    Nakashima, Hideiki

    The Economic Science   Vol. 69 ( 4 ) page: 15 - 31   2022.3

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    Authorship:Lead author, Last author, Corresponding author   Language:Japanese  

    DOI: 10.18999/ ecos. 69. 4. 15

  4. An Empirical Study on Specific Returns of Minimum Volatility Portfolios

    Nakashima, Hideiki

    The Economic Science   Vol. 68 ( 4 ) page: 1 - 16   2021.3

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    Authorship:Lead author, Last author, Corresponding author   Language:Japanese  

    DOI: 10.18999/ ecos. 68. 4. 1

  5. Static Policy Portfolio and Dynamic Rebalancing Strategy

    Nakashima, Hideiki

    The Economic Science   Vol. 67 ( 4 ) page: 75 - 83   2020.3

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    Authorship:Lead author  

  6. Low Volatility Investing in Policy Portfolio

    Nakashima, Hideiki

    The Economic Science   Vol. 66 ( 4 ) page: 39 - 50   2019.3

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    Authorship:Lead author  

  7. Policy Portfolio Selection and Efficient Rebalancing Strategy

    Nakashima, Hideiki

    The Economic Science   Vol. 65 ( 3-4 ) page: 1 - 6   2018.3

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    Authorship:Lead author  

  8. *公的年金の株式購入とリスク・テイク Invited

    中島英喜

    公的年金運用のリスク許容度に関する研究(財)年金シニアプラン総合研究機構     page: 23-63   2007.3

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    Authorship:Lead author   Language:Japanese   Publishing type:Research paper (scientific journal)  

  9. *年金基金のリスクテイクに関する規範論考 Invited

    中島英喜

    年金と経済   Vol. 24 ( 4 ) page: 15-22   2006.1

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    Authorship:Lead author   Language:Japanese   Publishing type:Research paper (scientific journal)  

  10. Evaluating Active Fund Managers Using Time Series of Ex-ante Risk Estimates Reviewed

    Journal of Asian Securities Analysts   Vol. 43 ( 5 ) page: 96-107   2005.5

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    Authorship:Lead author   Language:Japanese   Publishing type:Research paper (scientific journal)  

  11. *動的因子モデルに基づくグローバル資産市場のリターン予測 Reviewed

    中島英喜

    現代ファイナンス   Vol. 13   page: 47-79   2003.5

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    Authorship:Lead author   Language:Japanese   Publishing type:Research paper (scientific journal)  

  12. *グローバル資産市場リターンの動学分析 Reviewed

    中島英喜

    現代ファイナンス   Vol. 12   page: 3-30   2002.10

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    Authorship:Lead author   Language:Japanese   Publishing type:Research paper (scientific journal)  

  13. グローバル均衡モデルによる国際分散投資へのインプリケーション:均衡における自国証券オーバーウェイトの妥当性 Reviewed

    中島英喜

    現代ファイナンス   Vol. 4   page: 57-88   1998.10

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    Authorship:Lead author   Language:Japanese   Publishing type:Research paper (scientific journal)  

  14. 外国資産を含むポリシーアセットアロケーションの考え方 Invited

    中島英喜

    証券アナリストジャーナル   Vol. 36 ( 5 ) page: 33-54   1998.5

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    Authorship:Lead author   Language:Japanese   Publishing type:Research paper (scientific journal)  

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Books 1

  1. 年金資産運用の理論と実践

    菅原周一、他( Role: Joint author)

    日本経済新聞社  2002.10 

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    Language:Japanese

Presentations 6

  1. Policy Portfolio and Dynamic Rebalancing Strategy

    2020.6.13 

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    Event date: 2020.6

    Language:Japanese   Presentation type:Oral presentation (general)  

    Country:Japan  

  2. 政策反応関数を使った金利参照仮説の検証

    中島英喜

    日本ファイナンス学会 

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    Event date: 2013.6

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:武蔵大学   Country:Japan  

  3. 金利の下限に着目した政策反応関数の実証分析~金利平滑化仮説に関する一つの反証~

    中島英喜

    日本ファイナンス学会 

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    Event date: 2012.5

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:一橋大学   Country:Japan  

  4. 投資機会の評価バイアスと投資効率の低下

    中島英喜

    日本ファイナンス学会 

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    Event date: 2011.5

    Language:Japanese   Presentation type:Oral presentation (general)  

    Country:Japan  

  5. 金利の下限を考慮した政策反応関数の推定

    日本ファイナンス学会 

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    Event date: 2010.5

    Language:Japanese  

    Country:Japan  

  6. リスク管理を基軸とした証券投資プロセス

    平成17年度 年金資金運用セミナー 

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    Event date: 2005.6

    Language:Japanese   Presentation type:Oral presentation (invited, special)  

    Country:Japan  

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KAKENHI (Grants-in-Aid for Scientific Research) 3

  1. 確定給付年金の積立金の投資効率評価~エージェンシー問題と認識バイアス~

    Grant number:21K01578  2021.4 - 2025.3

    科学研究費助成事業 

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    Authorship:Principal investigator 

  2. 政策反応関数を用いた短期金利の長期評価~金利平滑化と政策シフトの検証~

    Grant number:25380392  2013.4 - 2017.3

    科学研究費補助金 

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    Authorship:Principal investigator 

  3. 日米の金利の動学分析~ゼロ金利状態に焦点をあてて~

    2009 - 2013.3

    科学研究費補助金  基盤研究(C),課題番号:21530298

    中島 英喜

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    Authorship:Principal investigator 

 

Teaching Experience (On-campus) 28

  1. 経営学

    2019

  2. 経営学

    2019

  3. ファイナンスA

    2019

  4. 経営学

    2018

  5. ファイナンスB

    2018

  6. 経営学

    2018

  7. ファイナンスA

    2017

  8. マネジメント1

    2017

  9. 経営学

    2017

  10. ファイナンス

    2016

  11. マネジメント1

    2016

  12. 経営学

    2016

  13. マネジメント1

    2015

  14. ファイナンス

    2015

  15. 経営学

    2015

  16. ファイナンス

    2014

  17. マネジメント1

    2014

  18. 経営学

    2014

  19. マネジメント1

    2013

  20. ファイナンス

    2013

  21. 経営学

    2013

  22. ファイナンス

    2012

  23. マネジメント1

    2012

  24. 経営学

    2012

  25. Management

    2011

  26. ファイナンス

    2011

  27. マネジメント1

    2011

  28. ファイナンス

    2010

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