Mamiko Yamashita

The University of Osaka

Mamiko Yamashita received her Ph.D. from Toulouse School of Economics, University of Toulouse Capitole, in 2010. She has been a lecturer at Osaka School of International Public Policy, The University of Osaka, since 2022. Her research interests include financial econometrics, risk management, asset pricing, and model uncertainty, with a particular focus on the statistical evaluation of financial forecasts and option-implied information.

Articles by Mamiko Yamashita

Original research

Pricing kernel monotonicity and the conservativeness of risk-neutral forecasts

This paper analyses the relationship between option-implied, risk-neutral forecasts and their real-world counterparts through the lens of stochastic dominance and pricing kernel monotonicity.

03 Aug 2026

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