Estimation of corporate potential affairs and its extension
| Project/Area Number |
19710126
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | Tokyo Metropolitan University |
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Principal Investigator |
SHIBATA Takashi Tokyo Metropolitan University, 大学院・社会科学研究科, 准教授 (70372597)
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| Project Period (FY) |
2007 – 2009
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| Project Status |
Completed (Fiscal Year 2009)
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| Budget Amount *help |
¥3,800,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥600,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2008: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2007: ¥1,200,000 (Direct Cost: ¥1,200,000)
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| Keywords | ファイナンス / プロジェクト評価 / リアルオプション / リスク / エージェンシー理論 / エージェンシー問題 |
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| Research Abstract |
We derive the valuation of the potential financial affairs with corporate risk and estimate it by calibrating the parameters with practical data. In particular, we valuate corporate investment project in a decentralize firm in the presence of asymmetric information between the owner and the manager.
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Report
(4 results)
Research Products
(51 results)
