The ANU Japan Institute would like to congratulate Crawford School of Public Policy Associate Professor Tatsuyoshi Okimoto on his recent 2017 Government Pension Investment Fund (GPIF), Japan Finance Award.
The GPIF Finance Award aims to reward young researchers who conduct excellent studies in the field of pension reserve fund management. The award is decided by the selection committee of prominent foreign and domestic academic advisors including a Nobel laureate and aims to disseminate the awardee’s achievement and findings to society.
Associate Professor Okimoto’s research has made significant contributions to the sophistication in investment of public pension funds by examining the dynamics of dependence in international financial markets and its implications to international asset allocation and risk management.
The published works for which the award is based include Okimoto, Tatsuyoshi (2014), “Asymmetric Increasing Trends in Dependence in International Equity Markets,” Journal of Banking and Finance 46, 219-232, and, Ohmi, Harumi, and Tatsuyoshi Okimoto,(2016), “Trends in Stock-Bond Correlations,” Applied Economics 48, 536-552.