(Last updated : 2018-11-06 16:29:20)
  Inui Kouji
   Department   Undergraduate School  , School of Interdisciplinary Mathematical Sciences
   Position   Professor
■ Books and Papers
1. 2014/09 Article Does High-Speed Trading Enhance Market Efficiency? Empirical Analysis on "Arrowhead" of Tokyo Stock Exchange Journal of Trading 9(4),pp.75-81 (Collaboration) 
2. 2014/03 Book Financial Enterprise Risk Management  pp.「個別リスクの計量化」264-326 (Collaboration) 
3. 2013/03 Article Impact on market liquidity in terms of increase in the speed of trading -Tick data analysis on Nikkei 225 index basket and future trading -   (Collaboration) 
4. 2012/11 Article Behavior of liquidity premium in Japanese corporate bonds and CDS under the financial crisis and reasoning by decomposition analysis  pp.225-242 (Single) 
5. 2012/03 Article Serious illiquidity problems in Japanese CDS and corporate bond markets under financial crisis MBS Review pp.15-18 (Single) 
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■ Conference Presentations
1. 2014/03/21 On efficiency of the Tokyo Stock Exchange after "Arrowhead" launched from the perspective of Nikkei 225 index transactions (7th Financial Risks International Forum)
2. 2013/06/07 The specificity of the Japanese credit market --Based on decomposition analysis for yield spread/CDS premium around the financial crisis -- (3rd International Conference of the Financial Engineering and Banking Society)
3. 2012/02/13 Market-consistent valuation of insurance liabilities with special emphasis on illiquidity risk premium and insurance ALM in Japanese context (ファイナンス理論の新展開と金融リスク管理)
4. 2011/11/05 Market-consistent valuation of insurance liabilities with special emphasis on illiquidity risk premium and insurance ALM in Japanese context (日本保険・年金リスク学会第9回大会)
5. 2011/08/03 Market-consistent valuation of insurance liabilities with special emphasis on illiquidity risk premium and insurance ALM in Japanese context (Asia-Pacific Risk and Insurance Association Annual Conference)
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■ Academic Qualifications
1. 〔Doctoral course〕, Graduate School, Division of Mathematical Sciences, The University of Tokyo, Accomplished credits for doctoral program,
2. Faculty of Engineering, Tokyo Institute of Technology, Graduated,
3. 〔Master degree program〕, Graduate School, Division of Policy Science, University of Tsukuba, Completed,
4. Meiji University, Doctor of Science
5. University of Tsukuba,
■ Career History
1. 2012/04~ Professor
■ Internal Committee Positions
1. 2014/04/01~2016/03/31 Deputy Director, Research Planning and Promotion Headquarters
■ Research Topics, Consignment Studies & KAKENHI Researches
1. 2010~2012  Research on the causal relationship between investment behavior and stock price fluctuation by risk premium decomposition analysis  (Key Word : Finance, Market Micro Structure)
2. 2005~2007  Fare valuation of life insurance liabilities under incomplete market setting  (Key Word : life insurance,,)
3. 2004~2006  On valuation methods for intangible assets  (Key Word : real option,incomplete,)
■ Current Specialized Field
Statistical science, Economic statistics, Public economics and labor economics