JOR 16 5 authors
The Journal of Risk
Volume 16, Issue 5
Masaaki Kijima
Masaaki Kijima is a Professor of Financial Engineering at Tokyo Metropolitan University. He received a PhD from the Simon business school, University of Rochester in 1986. Since then, he has held multiple professorships with the leading economic and mathematical departments, including Tokyo Institute of Technology and Kyoto University. He is the author of two books entitled "Markov Processes for Stochastic Modeling" in 1997 and "Stochastic Processes with Applications to Finance" in 2013, both published from Chapman & Hall, London. He has published more than 100 papers in international journals, specializing in applied probability and financial engineering.
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Youichi Suzuki
Youichi Suzuki is the President, a Representative Director, of the Credit Pricing Corporation founded by himself in 2001. He received a M.A. degree in business from Yokohama National University. Since then, he has held positions as a professional financial consultant in multiple financial institutes, including Nomura Research Institute and the Long-Term Credit Bank of Japan Research Institute. He has published papers in, e.g., Journal of Economic Dynamics & Control, relating to a CDO pricing model.
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Yasuhiro Tamba
Yasuhiro Tamba is the Principal of a financial consulting firm, Credit Pricing Corporation. He received a PhD in economics from Osaka University in 2008. He worked as an Assistant Professor at the finance department of Nagoya University of Commerce and Business from 2005, and then moved to Credit Pricing Corporation as a financial consultant in 2008. He has published papers in, e.g., the Journal of Derivatives and Asia-Pacific Journal of Operational Research, specializing interest rate models.
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Heiko Opfer
Dr. Heiko Opfer is Head of Quantitative Asset Allocation at Deka Investment GmbH. Heiko studied business administration at the Justus-Liebig University in Giessen. Following his master-level degree, Heiko completed his Doctoral Studies in Finance summa cum laude within the Department for Finance and Banking, also at the Justus-Liebig University. The focus of his research was capital market theory and asset management. He has published numerous papers on capital market theory and asset management in professional journals and books.
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Harald Lohre
Dr. Harald Lohre is Portfolio Manager in the Quantitative Asset Allocation Team of Deka Investment GmbH. Before joining Deka in 2010 he has completed his Doctoral Studies in Finance summa cum laude at the University of Zurich in 2008 while working as an analyst in the Quantitative Strategies Team of Union Investment. He holds a Diploma in Mathematical Finance from the University of Konstanz. Dr. Lohre has published in Journals such as Applied Financial Economics, the European Journal of Finance, or the Journal of Investing. His work has been awarded research grants by INQUIRE Europe (2008) and the Dauphine-Amundi Chair in Asset Management at Paris Dauphine University (2012). Moreover, his paper ‘Data Snooping and the Global Accrual Anomaly' has won The Sir Clive Granger Memorial Best Paper Prize 2011.
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Gábor Ország
Dr. Gábor Ország was a Portfolio Manager in the Quantitative Asset Allocation Team of Deka Investment GmbH from 2007 to 2014. Gábor studied meteorology and computer sciences at the Eötvös Loránd University of Budapest and prepared his thesis at the Johann-Wolfgang-Goethe University in Frankfurt. Prior to joining Deka, he conducted research at the department of theoretical meteorology, also at the Johann-Wolfgang-Goethe University in Frankfurt. His scientific focus was on computational physics (particle dispersion and diffusion modelling) and data analysis of atmospheric fields.
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