{"created":"2023-06-20T16:43:09.383411+00:00","id":13957,"links":{},"metadata":{"_buckets":{"deposit":"da68b6af-d840-4ae1-b0d9-acfa3609e844"},"_deposit":{"created_by":3,"id":"13957","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"13957"},"status":"published"},"_oai":{"id":"oai:kindai.repo.nii.ac.jp:00013957","sets":["14:2667:2671:2672"]},"author_link":["25623","25624"],"item_8_alternative_title_3":{"attribute_name":"その他（別言語等）のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Development of New Performance Measurements considered of Higher Order Moments"}]},"item_8_biblio_info_21":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-01-01","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"4","bibliographicPageStart":"1","bibliographic_titles":[{"bibliographic_title":"科学研究費助成事業研究成果報告書 (2013. )"}]}]},"item_8_description_33":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"研究成果の概要(和文): 筆者はパフォーマンス評価について高次モーメントの歪度と尖度までを考慮に入れた単一の指標を作成した. 筆者の行動ファイナンスの手法を用いたプロスペクト・レシオの実証分析結果は筆者が2006年に行った実証結果とほぼ同じであった. 研究成果については, 国際学会発表を行い米国の専門誌に掲載予定である. 期間全体を通して実施した研究の成果は概ね順調であり高次モーメント(歪度と尖度)を考慮に入れた単一指標の作成という所期の目的は達成できたと考える.            研究成果の概要(英文): I indicate New Prospect ratio which considers skewness and kurtosis into one single measure in performance measurement. This ratio includes behavioral finance approach and the empirical results are almost same with the ones that I executed in Watanabe(2006). The results of research are presented in international Finance Conferences and the latest paper will be published in the Journal of Performance Measurement. The final aim to make a single measure considered skewness and kurtosis was successfully accomplished during the research period.","subitem_description_type":"Abstract"}]},"item_8_description_36":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"研究種目：基盤研究（C）;  研究期間：2011～2013;   課題番号：23530377;   研究分野：社会科学;   科研費の分科・細目：経済学、財政学・金融論","subitem_description_type":"Other"}]},"item_8_description_37":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"Research Paper","subitem_description_type":"Other"}]},"item_8_description_41":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_publisher_14":{"attribute_name":"出版者 名前","attribute_value_mlt":[{"subitem_publisher":"近畿大学"}]},"item_8_relation_11":{"attribute_name":"著者 外部リンク","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"https://kaken.nii.ac.jp/d/r/70367811.ja.html"}]},{"subitem_relation_name":[{"subitem_relation_name_text":"https://kaken.nii.ac.jp/d/r/50313226.ja.html"}]}]},"item_8_text_10":{"attribute_name":"著者 役割","attribute_value_mlt":[{"subitem_text_value":"研究代表者"},{"subitem_text_value":"連携研究者"}]},"item_8_text_7":{"attribute_name":"著者(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"WATANABE, Yasuaki"},{"subitem_text_language":"en","subitem_text_value":"TAKAHASHI, Akihiko"}]},"item_8_text_8":{"attribute_name":"著者 所属","attribute_value_mlt":[{"subitem_text_value":"近畿大学世界経済研究所; 教授"},{"subitem_text_value":"東京大学経済学部; 教授"}]},"item_8_version_type_12":{"attribute_name":"版","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"渡辺,  泰明"},{"creatorName":"ワタナベ, ヤスアキ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{},{}]},{"creatorNames":[{"creatorName":"高橋,  明彦"},{"creatorName":"タカハシ, アキヒコ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-03-31"}],"displaytype":"detail","filename":"KAKEN_23530377seika.pdf","filesize":[{"value":"147.9 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KAKEN_23530377seika.pdf","url":"https://kindai.repo.nii.ac.jp/record/13957/files/KAKEN_23530377seika.pdf"},"version_id":"1f9db345-cbad-4691-83a3-7a3921f0a982"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"高次モーメント","subitem_subject_scheme":"Other"},{"subitem_subject":"行動ファイナンス","subitem_subject_scheme":"Other"},{"subitem_subject":"プロスペクト・レシオ","subitem_subject_scheme":"Other"},{"subitem_subject":"歪度","subitem_subject_scheme":"Other"},{"subitem_subject":"尖度","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"research report","resourceuri":"http://purl.org/coar/resource_type/c_18ws"}]},"item_title":"高次モーメントを考慮に入れた新しいパフォーマンス評価手法の開発","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"高次モーメントを考慮に入れた新しいパフォーマンス評価手法の開発"}]},"item_type_id":"8","owner":"3","path":["2672"],"pubdate":{"attribute_name":"公開日","attribute_value":"2014-09-29"},"publish_date":"2014-09-29","publish_status":"0","recid":"13957","relation_version_is_last":true,"title":["高次モーメントを考慮に入れた新しいパフォーマンス評価手法の開発"],"weko_creator_id":"3","weko_shared_id":-1},"updated":"2023-06-20T23:06:37.265483+00:00"}