(Last updated : 2024-05-21 14:03:52)
  NAKAJIMA Katsushi
   Department   Ritsumeikan Asia Pacific University College of International Management
   Position   Associate Professor
■ Education
1. 2007/04~2013/03 〔Doctorial Course〕 Finance, Graduate School of International Corporate Strategy, Hitotsubashi University, Completed, Doctor of Philosophy in Finance
2. 2001/04~2003/03 〔Master Course〕, Graduate School of Media and Governance, Keio University, Completed
3. 1997/04~2001/03 Faculty of General Policy, Keio University, Graduated
■ Message
Your future is what you make it. Good Luck!
■ Current specialized field
Money and Finance, Economic Theory (Key Word:Finance, Asset Pricing Theory, Commodity Pricing Theory, Financial Derivatives, General EquilibriumTheory , Mathematical Economics) 
■ Books and theses
1. 2022/03 Article Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield Annals of Finance 18(1),pp.35-80 (Single)  Link
2. 2020/07 Article Generalized Filtration and Binomial Asset Pricing Model Operations Research pp.351-358 (Collaboration)  Link
3. 2019/08 Article Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model Asia-Pacific Financial Markets 27,pp.35-59 (Single)  Link
4. 2016/03 Article Commodity Spread Option with Cointegration Asia-Pacific Financial Markets 23(1),pp.1-44 (Collaboration)  Link
5. 2014/04 Book Commodity Investment Strategy  pp.189-209 (Collaboration)  Link
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■ Academic or professional association memberships
1. 2010/01 Japanese Association of Financial Econometrics and Engineering
2. 2009/05 Japanese Economic Association
3. 2008/04 Nippon Finance Association
■ Conference presentations
1. 2022/06/30 The Asset Pricing Consequences of Religious Beliefs and Social Norms (SIBR Conference on Interdisciplinary Business and Economics Research)
2. 2020/01/09 The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield
3. 2019/12/18 A Binomial Asset Pricing Model in a Categorical Setting (Quantitative Methods in Finance 2019)
4. 2019/11/09 A Binomial Asset Pricing Model in a Categorical Setting (Yokohama National University and Nanzan University Joint Finance Workshop)
5. 2019/08/05 A Binomial Asset Pricing Model in a Categorical Setting (JAFFE 2019 Summer Meeting)
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■ Research topic, funded research and KAKENHI
1. 2014/04~2016/03  A theoretical and empirical analysis on convenience yield and storage for commodity price  (Key Word : )
2. 2003  Commodity pricing theory  (Key Word : Asset pricing theory, commodity price, equilibrium, stochastic analysis, time series analysis)
■ Committee and society
1. 2019/08~ Asia-Pacific Financial Markets Associate Editor
■ E-Mail address
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