Our paper Brokerage commissions in an uncertain stock market (with T. Ogawa and J. Sakamoto) is now available on SSRN.
Our paper "Trade execution games in a Markovian environment" (with M. Ohnishi) is published at Applied Mathematical Finance.
(with Y. Kitamura, Y. Kudo, M. Goto) Total discounted cash flow with Poisson arrivals (under review)
(with M. Susuki and M. Goto) M & A strategies for industry entry under information assymmetry (R & R at European Financial Management)
(with T. Ogawa and J. Sakamoto) Brokerage commissions in an uncertain stock market (under review)
(with M. Fukasawa and M. Ohnishi) Continuous-time optimal execution and utility-based statistical arbitrage in a Markovian environment (under review)
(with K. Ito and R. Takashima) Optimal fuel procurement in the renewable transition with price volatility and policy targets (under review)
(with M. Fukasawa and M. Ohnishi) Continuous-time optimal execution under a generalized price impact model with Markovian exogenous orders
(with M. Ohnishi) Continuous-time optimal pair-trade execution with cross-impacts and common risk factors
(with T. Ogawa and J. Sakamoto) Investors' endogenous choices of brokerage commissions
(with R. Sakamoto and T. Sugiyama) How do divorce laws impact money and time allocation?
(with M. Abe) Term premium and ambiguity
(with K. Takino) Moral hazards in centralized derivatives clearing
Annals of Operations Research / Asia-Pacific Financial Markets / Journal of the Operations Research Society of Japan / TOP.