Professor
Manabu Asai
Profile
| Specialized Field | Financial Risk Management |
|---|---|
| Research theme | Financial asset risk modeling and prediction |
| Subjects in charge | Econometrics, Statistics |
| Specialized Field | Time Series Analysis Econometric Finance |
|---|---|
| Research theme | Modeling, estimation and testing of financial asset risks |
| research content | His research topic is the quantitative analysis of financial asset risk, and his papers have been published in academic journals such as Journal of Econometrics, Econometrics Journal, Econometric Reviews, International Journal of Forecasting, Journal of Financial Econometrics, Journal of Empirical Finance, and Applied Financial Economics. |
| Research and Education Policy | A quantitative analysis of the relationship between the rate of return on financial assets and risk (leverage effect). The educational policy aims for a "meritocracy rich in humanity." |
| Message | We provide education that allows each student to develop their strengths. However, since the goal is to develop students' skills, the assignments are difficult. |
Interview
Please introduce yourself.
I love finding the strengths in people. Through my research activities, I have been able to make friends from various parts of the world, including the United States, Brazil, Italy, Australia, Hong Kong, Taiwan, and the Philippines. As a university professor, I am grateful to be able to grow together with my students.
Please tell us about your research.
Financial assets such as stocks and foreign exchange rates involve risk. We have created models to appropriately evaluate that risk and use them to predict risk.
What kind of contributions to society do you expect as your research progresses?
Companies and people are exposed to risks without even realizing it. Underestimating risks can lead to failure, while overestimating risks tends to fuel people's anxiety. Properly assessing risks is essential for decision-making.
What can you learn in the seminar?
In the seminar, we will learn about "International Finance". Funding and investment are important issues for companies expanding overseas. We will study various international finance issues from a broader perspective, beyond the standpoint of individuals and companies.
Please say a few words to all the students.
Soka University offers many opportunities to realize your dreams. The more effort you put in, the more possibilities you will have. Hone your skills at Soka University and grow into a person who can contribute to society.
