(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 K. Takino) Do default funds solve counterparty risks? The role of default funds in the presence of default penalty (under review)
(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 T. Ogawa and J. Sakamoto) Endogenous broker choice, investor heterogeneity, and stock prices
(with R. Sakamoto and T. Sugiyama) divorce laws and bargaining power
(with R. Sakamoto and T. Sugiyama) How do divorce laws impact money and time allocation?
(with M. Abe) Term premium and ambiguity
(with T.-H. Wang) Relative entropy-regularized robust optimal order execution under transient impact
Annals of Operations Research / Asia-Pacific Financial Markets / Journal of the Operations Research Society of Japan / TOP.