{"created":"2023-06-20T16:48:52.782181+00:00","id":20908,"links":{},"metadata":{"_buckets":{"deposit":"1f98a064-2816-47df-bb6c-996374aa58b1"},"_deposit":{"created_by":3,"id":"20908","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"20908"},"status":"published"},"_oai":{"id":"oai:kindai.repo.nii.ac.jp:00020908","sets":["14:923:1081:4573"]},"author_link":["35679"],"item_2_biblio_info_21":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2019-03-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"5","bibliographicPageEnd":"297","bibliographicPageStart":"279","bibliographicVolumeNumber":"65","bibliographic_titles":[{"bibliographic_title":"商経学叢"},{"bibliographic_title":"Shokei-gakuso: Journal of Business Studies","bibliographic_titleLang":"en"}]}]},"item_2_description_33":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"[要旨]金融危機などのテールイベントに対するリスクエクスポージャーを評価することは事業継続の観点から重要である。しかし，事業活動において，企業が直面するテールリスクを定量的に把握することは難しく，モデルの開発が進んでいない。本稿では，アーニングス・アット・リスク（EaR）の概念を用いて，企業が事業収益において直面するテールリスクの簡便的な定量化方法を紹介する。この方法は複数のリスクドライバーの導入などモデル精緻化あるいは拡張が可能であり，実務的にも応用が可能なものである。\n [Abstract] Measuring the risk exposure to tail-events like the global financial crisis that was happened in 2008 has become a vital role for the principle of business continuity. However, it is not easy to quantitatively perceive the tail risk that firms may face in their businesses. In this paper, I provide a simple model which allows us to measure the tail risk by applying the concept of“ Earnings at Risk (EaR)”. This model can be ameliorated or expanded to include multiple risk-drivers, and applicable to the practical analysis.","subitem_description_type":"Abstract"}]},"item_2_description_41":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_2_publisher_14":{"attribute_name":"出版者 名前","attribute_value_mlt":[{"subitem_publisher":"近畿大学商経学会"}]},"item_2_source_id_22":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"04502825","subitem_source_identifier_type":"ISSN"}]},"item_2_text_7":{"attribute_name":"著者(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Nakaoka, Takayoshi"}]},"item_2_text_8":{"attribute_name":"著者 所属","attribute_value_mlt":[{"subitem_text_value":"近畿大学経営学部; 准教授"}]},"item_2_text_9":{"attribute_name":"著者所属(翻訳)","attribute_value_mlt":[{"subitem_text_value":"Kindai University"}]},"item_2_version_type_12":{"attribute_name":"版","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_be7fb7dd8ff6fe43","subitem_version_type":"NA"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"中岡, 孝剛"},{"creatorName":"ナカオカ, タカヨシ","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":"2020-04-14"}],"displaytype":"detail","filename":"AN10437975-20190331-0279.pdf","filesize":[{"value":"2.2 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"AN10437975-20190331-0279.pdf","url":"https://kindai.repo.nii.ac.jp/record/20908/files/AN10437975-20190331-0279.pdf"},"version_id":"5ac73460-3790-43fa-bfbc-ceab93dfdac3"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"アーニングス・アット・リスク（EaR）","subitem_subject_scheme":"Other"},{"subitem_subject":"テールリスク","subitem_subject_scheme":"Other"},{"subitem_subject":"モンテカルロシミュレーション","subitem_subject_scheme":"Other"},{"subitem_subject":"Earnings at Risk（EaR）","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Tail Risk","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Monte Carlo Simulation","subitem_subject_language":"en","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":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"〈論文〉事業収益におけるテールリスクの定量化：モンテカルロシミュレーションを用いた簡便法","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"〈論文〉事業収益におけるテールリスクの定量化：モンテカルロシミュレーションを用いた簡便法"},{"subitem_title":"〈Articles〉Measuring Tail Risk in the Business Earnings: A Simple Method using Monte Carlo Simulation","subitem_title_language":"en"}]},"item_type_id":"2","owner":"3","path":["4573"],"pubdate":{"attribute_name":"公開日","attribute_value":"2020-04-14"},"publish_date":"2020-04-14","publish_status":"0","recid":"20908","relation_version_is_last":true,"title":["〈論文〉事業収益におけるテールリスクの定量化：モンテカルロシミュレーションを用いた簡便法"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-20T20:12:08.954819+00:00"}