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Publications by Seiya Kuno

Optimal Off-Exchange Execution With Closing Price

Journal of Mathematical Finance

English

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Optimal Execution of Portfolio Transactions

Journal of Risk

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Optimal Execution Strategy of Liquidation

SSRN Electronic Journal

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Formulation of an Optimal Execution Problem With Market Impact

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

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VWAP Execution as an Optimal Strategy

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The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production

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Optimal Monetary Policy With Staggered Wage and Price Contracts

Credit and Capital Markets

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Optimal Monetary Policy With Staggered Wage and Price Contracts

SSRN Electronic Journal

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Theoretical and Numerical Analysis of an Optimal Execution Problem With Uncertain Market Impact

Communications on Stochastic Analysis

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Dynamic Reserve Selection: Optimal Land Retention With Land-Price Feedbacks

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Operations Research

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