Research

• M. Fujii & M. Sekine
  Mean-field equilibrium price formation with exponential utility
  Stochastics and Dynamics, 24(08), 2024
  Journal arXiv
• M. Fujii & M. Sekine
  Mean field equilibrium asset pricing model with habit formation
  Asia-Pacific Financial Markets, 33, 263-314, 2025
  Journal arXiv
• M. Sekine
  Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach
  Japan Journal of Industrial and Applied Mathematics, 42, 853–878, 2025
  Journal arXiv

• Masashi Sekine
  Mean Field Equilibrium Asset Pricing Models With Exponential Utility
  Doctoral Dissertation, 2026
  Dissertation Abstract (in Japanese) Defence Slide (in Japanese)

• M. Sekine, 平均場ゲーム理論を用いた資産価格形成モデル
  61st JAFEE Symposium — 17th August, 2024 / Hitotsubashi University, Tokyo
• M. Sekine, 部分観測市場における平均場均衡資産価格形成モデル
  62nd JAFEE Symposium — 16th February, 2025 / The University of Tokyo, Tokyo
• M. Sekine, 平均場均衡資産価格形成モデルの概要
  21st Joint Meeting of JSIAM Activity Groups — 6th March, 2025 / Okayama University, Okayama
• M. Sekine, 指数型効用における平均場均衡資産価格形成モデルの概要
  金融工学・数理計量ファイナンスの諸問題2025 — 6th December, 2025 / Osaka University, Osaka
• Masashi Sekine, "An Overview of the Mean Field Equilibrium Asset Pricing Models"
  Quantitative Methods in Finance 2025 — 17th December, 2025 / University of Technology Sydney, Sydney

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