Yamamoto, Rei
ヤマモト レイ
Yamamoto, Rei
Faculty of Science and Technology Department of Industrial and Systems Engineering/ProfessorBasic Information
Specialty
Financial Engineering, Empirical Analysis, Corporate Evaluation
Researcher Number
40756376
Paper Review Qualification
Thesis Guide Qualification in the Graduate School of Science and Technology : Master/Doctor
Biography
Research experience
2023.04
Keio University Faculty of Science and Technology Professor
2018.09 - 2023.03
慶應義塾大学 理工学部 准教授
2004.04 - 2010.03
三菱UFJトラスト投資工学研究所 研究部 研究員
Research
Reseach overview
This laboratory is focused on developing asset management models for pensions, financial institutions and individuals, and its empirical analysis using real financial data. Also, we are interested in empirical analysis for corporate actions such as information disclosure.
Research Interests
- 金融工学
- ポートフォリオ最適化
- 実証分析
Research areas
Money and finance