My name is Katsushi Okada (click for pronunciation). I'm from Toyota, Japan. I studied economics at the Ph.D program of Department of Economics at Michigan State University. (Major field: econometrics; minor fields: international economics and monetary economics) I have published three books on programming.
I graduated from Tokyo University of Foreign Studies with B.A. My majors were English and international law. I worked as a bond trader for Industrial Bank of Japan and IBJ Securities for 4 and a half years. I'm a CFA candidate (Level 3) and a Chartered Member of the Security Analysts Association of Japan (Japanese equivalent of the Certified Financial Analyst).
I used to practice Okinawa Shorin-ryu karate at Beikoku Shidokan Hombu Dojo in Lansing, MI.
My interests: opera, jazz, chess, art, photography, behavioral finance, program trading, data mining, swimming, bicycle, meditation
PC skills: Web programming (PHP, JavaScript, (X)HTML, MySQL), VBA, SQL, C++, Ruby, SAS
Publications
- “Bivariate and Higher-Order Terms in Models of International Equity Returns,” with Kirt C. Butler, Applied Financial Economics 17, Issue 9, pages 725-737, 2007.
- “Higher-Order Terms in Bivariate Returns to International Stock Market Indices,” with Kirt C. Butler, forthcoming in Multinational Finance Journal.
- “The Relative Contribution of Conditional Mean and Volatility in Bivariate Returns to International Stock Market Indices,” with Kirt C. Butler, Applied Financial Economics, Volume 19, Issue 1, pages 1-15, January 2009.