Keita Owari

J-GLOBAL         Last updated: Aug 3, 2018 at 00:21
 
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Name
Keita Owari
URL
http://www.math.ritsumei.ac.jp/~owari
Affiliation
Ritsumeikan University
Section
Department of Mathematical Sciences
Job title
Assistant Professor
Degree
PhD(Hitotsubashi University)
ORCID ID
0000-0001-8989-2671

Research Areas

 
 

Awards & Honors

 
Jan 2013
JAFEE Best Paper Award, JAFEE
 

Published Papers

 
Freddy Delbaen, Keita Owari
arXiv:1611.06218v2      Nov 2016
In the dual Tex of a Tex-Orlicz space Tex, that we call
a dual Orlicz space, we show that a proper (resp. finite) convex function is
lower semicontinuous (resp. continuous) for the Mackey topology
Tex if ...
Keita Owari
Journal of Convex Analysis   22 827-852   Jan 2015
© Heldermann Verlag.We here study the pointwise supremum of convex integral functionals of the form If,γ(ξ) = supQ (∫Ω f(ω, ξ(ω))Q(dω) - γ(Q)) on L∞(Ω, F, ℙ) where f : Ω x ℝ → ℝ is a proper normal convex integrand, γ is a proper convex function on...
Keita Owari
Journal of Functional Analysis   266 3572-3611   Mar 2014
Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables as pos...
Keita Owari
Mathematics and Financial Economics   1-9   Dec 2013
The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space, (2) the ...
Keita Owari
Mathematics and Financial Economics   6 77-92   May 2012
The existence of optimal strategy in robust utility maximization is addressed when the utility function is finite on the entire real line. A delicate problem in this case is to find a "good definition" of admissible strategies to admit an optimize...
Keita Owari
Asia-Pacific Financial Markets   18 89-103   Jan 2011
This paper addresses the applicability of the convex duality method for utility maximization, in the presence of random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation...
Keita Owari
Adv. Math. Econ.   14 147-181   2011   [Refereed]
Keita Owari
International Journal of Theoretical and Applied Finance   13 1075-1101   Nov 2010
We discuss the problem of exponential hedging in the presence of model uncertainty expressed by a set of probability measures. This is a robust utility maximization problem with a contingent claim. We first consider the dual problem which is the m...
Keita Owari
JSIAM Letters   1 64-67   2009   [Refereed]

Social Contribution

 
Associate Editor
[Editor]  International Journal of Theoretical and Applied Finance  2017