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Yoichi Kuwana

Personal Details

First Name:Yoichi
Middle Name:
Last Name:Kuwana
Suffix:
RePEc Short-ID:pku445
[This author has chosen not to make the email address public]

Affiliation

Graduate School of Economics/Faculty of Economics
Hitotsubashi University

Tokyo, Japan
http://www.econ.hit-u.ac.jp/

: +81-42-580-8000


RePEc:edi:fehitjp (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Kuwana, Yoichi, 1999. "A Minimax Analysis of Merton's Problem," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 40(2), pages 123-128, December.
  2. Kuwana, Yoichi, 1997. "Optimal Consumption/Investment Decisions in Markovian Dynamic Systems," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 38(2), pages 149-166, December.
  3. Kuwana, Yoichi, 1995. "An Extension of Krylov's Approach to Stochastic Solutions: The Space £E," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 36(2), pages 219-234, December.
  4. Yoichi Kuwana, 1995. "Certainty Equivalence And Logarithmic Utilities In Consumption/Investment Problems," Mathematical Finance, Wiley Blackwell, vol. 5(4), pages 297-309, October.
  5. Kuwana, Yoichi & Kariya, Takeaki, 1991. "LBI tests for multivariate normality in exponential power distributions," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 117-134, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Kuwana, Yoichi, 1999. "A Minimax Analysis of Merton's Problem," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 40(2), pages 123-128, December.

    Cited by:

    1. David Feldman, 2007. "Incomplete information equilibria: Separation theorems and other myths," Annals of Operations Research, Springer, vol. 151(1), pages 119-149, April.

  2. Yoichi Kuwana, 1995. "Certainty Equivalence And Logarithmic Utilities In Consumption/Investment Problems," Mathematical Finance, Wiley Blackwell, vol. 5(4), pages 297-309, October.

    Cited by:

    1. Michele Longo & Alessandra Mainini, 2017. "Welfare effects of information and rationality in portfolio decisions under parameter uncertainty," Papers 1709.04387, arXiv.org.
    2. Honda, Toshiki, 2003. "Optimal portfolio choice for unobservable and regime-switching mean returns," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 45-78, October.
    3. Nikolai Dokuchaev, 2015. "Optimal portfolio with unobservable market parameters and certainty equivalence principle," Papers 1502.02352, arXiv.org.
    4. Lioui, Abraham & Eldor, Rafael, 1998. "Optimal spreading when spreading is optimal," Journal of Economic Dynamics and Control, Elsevier, vol. 23(2), pages 277-301, September.
    5. Michele Longo & Alessandra Mainini, 2016. "Learning And Portfolio Decisions For Crra Investors," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-21, May.
    6. Sühan Altay & Katia Colaneri & Zehra Eksi, 2018. "Pairs Trading Under Drift Uncertainty And Risk Penalization," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(07), pages 1-24, November.
    7. Zhuo Jin, 2015. "Optimal Debt Ratio and Consumption Strategies in Financial Crisis," Journal of Optimization Theory and Applications, Springer, vol. 166(3), pages 1029-1050, September.
    8. Michele Longo & Alessandra Mainini, 2015. "Learning and Portfolio Decisions for HARA Investors," Papers 1502.02968, arXiv.org.
    9. David Feldman, 2007. "Incomplete information equilibria: Separation theorems and other myths," Annals of Operations Research, Springer, vol. 151(1), pages 119-149, April.
    10. Dalia Ibrahim & Frédéric Abergel, 2018. "Non-linear filtering and optimal investment under partial information for stochastic volatility models," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 87(3), pages 311-346, June.

  3. Kuwana, Yoichi & Kariya, Takeaki, 1991. "LBI tests for multivariate normality in exponential power distributions," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 117-134, October.

    Cited by:

    1. Fourdrinier, Dominique & Lemaire, Anne-Sophie, 2002. "Estimation under l1-Symmetry," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 303-323, November.
    2. Wolf-Dieter Richter, 2017. "Statistical reasoning in dependent p-generalized elliptically contoured distributions and beyond," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-25, December.
    3. L. Fattorini & C. Pisani, 2000. "Assessing multivariate normality on the "worst" sample configuration," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 23-38.
    4. Saralees Nadarajah, 2006. "Acknowledgement of Priority: the Generalized Normal Distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(9), pages 1031-1032.
    5. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
    6. Boente, Graciela & Salibián Barrera, Matías & Tyler, David E., 2014. "A characterization of elliptical distributions and some optimality properties of principal components for functional data," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 254-264.

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