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Keita Owari

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Personal Details

First Name: Keita
Middle Name:
Last Name: Owari
Suffix:

RePEc Short-ID: pow12

Email: [This author has chosen not to make the email address public]
Homepage: https://sites.google.com/site/keitaowari/
Postal Address:
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Affiliation

Faculty of Economics
University of Tokyo
Location: Tokyo, Japan
Homepage: http://www.e.u-tokyo.ac.jp/
Email:
Phone: +81-3-3812-2111
Fax:
Postal: 7-3-1 Hongo, Bunkyo-ku, Tokyo 113
Handle: RePEc:edi:fetokjp (more details at EDIRC)

Works

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Working papers

  1. Keita Owari, 2013. "Maximum Lebesgue Extension of Monotone Convex Functions," Papers 1304.7934, arXiv.org, revised Jan 2014.
  2. Keita Owari, 2013. "On the Lebesgue Property of Monotone Convex Functions," Papers 1305.2271, arXiv.org, revised Dec 2013.
  3. Keita Owari, 2013. "A Robust Version of Convex Integral Functionals," Papers 1305.6023, arXiv.org, revised Jun 2014.
  4. Keita Owari, 2012. "Maximum Lebesgue Extension Of Convex Risk Measures," CARF F-Series CARF-F-287, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  5. Keita Owari, 2011. "Duality in Robust Utility Maximization with Unbounded Claim via a Robust Extension of Rockafellar's Theorem," Papers 1101.2968, arXiv.org.
  6. Keita Owari, 2011. "ON ADMISSIBLE STRATEGIES IN ROBUST UTILITY MAXIMIZATION (Forthcoming in "Mathematics and Financial Economics")," CARF F-Series CARF-F-257, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  7. Keita Owari, 2011. "On Admissible Strategies in Robust Utility Maximization," Papers 1109.5512, arXiv.org, revised Mar 2012.
  8. Keita Owari, 2009. "Robust Exponential Hedging in a Brownian Setting," Global COE Hi-Stat Discussion Paper Series gd09-082, Institute of Economic Research, Hitotsubashi University.
  9. Keita Owari, 2009. "A Note on Utility Maximization with Unbounded Random Endowment," Global COE Hi-Stat Discussion Paper Series gd09-091, Institute of Economic Research, Hitotsubashi University.
  10. Owari, Keita, 2008. "Robust Exponential Hedging and Indifference Valuation," Discussion Papers 2008-09, Graduate School of Economics, Hitotsubashi University.

Articles

  1. Keita Owari, 2011. "A Note on Utility Maximization with Unbounded Random Endowment," Asia-Pacific Financial Markets, Springer, vol. 18(1), pages 89-103, March.
  2. Keita Owari, 2010. "Robust Exponential Hedging And Indifference Valuation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(07), pages 1075-1101.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-MIC: Microeconomics (2) 2011-10-09 2012-04-03
  2. NEP-UPT: Utility Models & Prospect Theory (6) 2009-05-09 2010-01-16 2011-01-30 2011-10-09 2012-04-03 2013-06-04. Author is listed

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