| "An Ambiguity Measure under EUUP and Its Application to a Portfolio Problem," Journal of Mathematical Finance, in press. |
| "An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model," Journal of Mathematical Finance vol. 8, pp.497-515, (2018) . |
| "Comparative Statics and Portfolio Choices under the Phantom Decision Model," Journal of Banking and Finance vol. 84 pp. 1-8, (2017) with Yusuke Osaki. |
| "An Economic Premium Principle under the Dual Theory of the Smooth Ambiguity Model," ASTIN Bulletin vol. 47 pp. 787-801, (2017) with Yusuke Osaki and Yoichiro Fujii. |
| "A dual theory of the smooth ambiguity model," Economic Theory vol.56 pp.275-289, (2014) with Yusuke Osaki. |
| "An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem," Journal of Mathematical Finance vol.3 pp.291-306, (2013) with Yusuke Osaki. |
| "An empirical study of option prices under the hybrid Brownian motion model," Journal of Mathematical Finance vol.3 pp.329-334, (2013) with Luo Lei. |
| "Some Properties Induced by Optimal Expectations," Finance Research Letters vol.7, pp.98-102, (2010) with Yusuke Osaki.
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| "Speculation and Stock Prices: An Analysis from the Herding Approach," The Journal of Global Business Management Vol.2 pp.49-54, (2006). |
| "An Efficient Frontier for Participating Policies in a Continuous-time Economy," Insurance: Mathematics & Economics vol.35 pp.611-625, (2004) with Shoji Yumae. |
| "An Economic Premium Principle in a Continuous-Time Economy," Journal of Operations Research Society of Japan vol. 45 pp.346-361, (2002). |
| "An Economic Premium Principle in a Multiperiod Economy," Insurance: Mathematics & Ecnomics vol.28 pp.325-339, (2001) with Massaki Kijima and Yuji Morimoto. |
"American Put Options with a Finite Set of Exercisable Time Epochs," Mathematical and Computer Modeling, vol.22 no.10-12, pp.89-97, i1995) with Massaki Kijima and Toshihiro Yoshida.
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| "Approximate Valuation of Average Options," Annals of Operations Research vol.45, (1993) with Massaki Kijima and Toshihiro Yoshida.
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| "The Disposition Effect under the Reference Dependent Smooth Model of Ambiguity," SSRN: https://ssrn.com/abstract=3457085, (2019) with Daisuke Yoshikawa.
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| "An Insurer's Problem on Pricing under Distorted Probabilities and Efficient Hedging in an Incomplete Market," SSRN: http://ssrn.com/abstract=1338542, (2009) with Masahiko Egami.
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| "An Optimal Life Insurance Policy in the Investment-Consumption Problem in an Incomplete Market," CAEA Discussion Paper Series No.151, (2007) with Masahiko Egami.
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| "Increase in Risk and Comparative Static Analysis," Kyoto Economic Review vol.75 pp.151-160, (2007) with Tatsuhiko Nariu.
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| "Optimal Life Insurance and Portfolio Choice in a Life Cycle," Proceedings of 4th International Congress on Insurance: Mathematics & Economics (2000) with Masaaki Kijima and Katsuya Komoribayashi.
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| "An Interest Rate Model with Fat-tailed Stationary Distributions," Proceedings of the First Euro-Japanese Workshop on Stochastic Risk Modeling for Finance, Insurance, Production and Reliability, (1998) with Yuichi Nagahara and Katsushige Sawaki.
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| "Option Pricing for a Birth-death Stock Price Model," Journal of Faculty of Economics, Tokyo Metropolitan University, vol.85 pp,58-72, (1998) with Massaki Kijima.
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| "No Arbitrage Pricing: A Review," Nanzan Management Review vol.11 no.1, pp.25-41, (1996).
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| "Valuation of Warrants with Extendible Maturities," Nanzan Management Review vol.8 no.3, pp.609-615, (1994).
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| "Agency Costs, Financing and Corporate Investment," Hitotsubashi Journal of Commerce and Management vol.27 no.1 pp.1-13, (1992) with Rinya Shibakawa.
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