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Yamashita Mamiko
山下　真美子
Yamashita Mamiko
山下　真美子
Osaka School of International Public Policy　Department of Comparative Public Policy, Associate Professor (Lecturer)
yamashitam osipp.osaka-u.ac.jp

Research History 3

  1. 2023/04 - Present
    大阪大学大学院　国際公共政策研究科　講師

  2. 2022/10 - 2023/03
    Osaka University　Osaka School of International Public Policy

  3. 2021/02 - 2021/08
    Toulouse School of Economics　Postdoctoral Fellow

Research Areas 1

  1. Humanities & social sciences / Money and finance /

Papers 4

  1. Stochastic Dominance of the Physical Measure Over the Risk-Neutral Measure

    Mamiko Yamashita

    Working paper　2022/12

  2. Option-implied Forecasts with Robust Change of Measure

    Mamiko Yamashita

    Working paper　2022/09

  3. Return Predictability and Risk Management

    Nour Meddahi, Mamiko Yamashita

    Working paper　2022/03

  4. Forecast Comparison Tests Under Fat-Tails

    Jihyun Kim, Nour Meddahi, Mamiko Yamashita

    Working paper　2021/06

Presentations 11

  1. CeMMAP/SNU Workshop

    ソウル(オンライン発表)　2022/08

  2. 5th International Conference on Econometrics and Statistics (EcoSta)

    龍谷大学(オンライン発表)　2022/06

  3. 11th ECB Conference on Forecasting Techniques

    フランクフルト　2021/06

  4. 15th International Symposium on Econometric Theory and Applications (SETA)

    大阪大学　2019/06

  5. University College London ワークショップ

    2019/03/01

  6. European Economic Association-Econometric Society European Meeting

    ケルン　2018/08

  7. 5th Conference of the International Association for Applied Econometrics (IAAE 2018)

    モントリオール　2018/06

  8. 11th Annual Society for Financial Econometrics (SoFiE) Conference

    ルガーノ(スイス)　2018/06/13

  9. 28th (EC)^2 Conference: Time-Varying Parameter Models

    アムステルダム　2017/12/14

  10. Financial Econometrics Conference

    Toulouse School of Economics　2017/05/04

  11. 10th Financial Risks International Forum

    パリ　2017/03/27