• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

An Economic Analysis of Nuclear Power Replacements : A Financial Engineering Approach

Research Project

Project/Area Number 21710145
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field Social systems engineering/Safety system
Research InstitutionChiba Institute of Technology

Principal Investigator

TAKASHIMA Ryuta  千葉工業大学, 社会システム科学部, 助教 (50401138)

Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000)
Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2010: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2009: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywordsリプレース / 廃止措置 / 設備更新 / 新規設置 / 意思決定の選択 / 売電価格 / 不確実性 / リアルオプション / 原子力発電 / 経年化 / 基本モデル / 最適意思決定基準
Research Abstract

In this study, we developed an economic evaluation model for projects of nuclear power replacements in a framework with respect to a theory of investment decision under uncertainty. We showed how uncertainties affect a decommissioning time for existing plant and an installation one for new plant. In addition, it turned out that as uncertainties become large, opportunities of dismantling and refurbishment decrease and an opportunity of replacement increases.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (87 results)

All 2012 2011 2010 2009

All Journal Article (20 results) (of which Peer Reviewed: 13 results) Presentation (61 results) Book (6 results)

  • [Journal Article] キャップ割当スキームの不確実性が電源投資に与える影響評価2011

    • Author(s)
      小田潤一郎、高嶋隆太
    • Journal Title

      リアルオプション研究

      Volume: 4巻 Pages: 47-60

    • NAID

      130000670600

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] キャップ割当スキームの不確実性が電源投資に与える影響評価2011

    • Author(s)
      小田潤一郎, 高嶋隆太
    • Journal Title

      リアルオプション研究

      Volume: 4 Pages: 47-60

    • NAID

      130000670600

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The Impact of Callable Convertible Debt Financing on Investment Timing2011

    • Author(s)
      Yagi, K., Takashima, R.
    • Journal Title

      数理解析研究所講究録

      Volume: 1736 Pages: 161-175

    • Related Report
      2011 Annual Research Report
  • [Journal Article] 不確実性下の原子力発電プラントの廃止措置,設備更新,リプレースの経済性評価2011

    • Author(s)
      高嶋隆太, 中田翔治, 長野浩司
    • Journal Title

      数理解析研究所講究録

      Volume: 1736 Pages: 216-230

    • Related Report
      2011 Annual Research Report
  • [Journal Article] Government Guarantees and Risk Sharing in Public-Private Partnerships2010

    • Author(s)
      Takashima, R., Yagi, K. and Takamori, H
    • Volume
      Vol.19
    • Pages
      78-83
    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Real Options in a Duopoly Setting : Investment on the Project with Operational Options and Fixed Costs2010

    • Author(s)
      Goto, M., Takashima, R. and Tsujimura, M
    • Journal Title

      Journal of Applied Operational Research

      Volume: Vol.2 Pages: 22-32

    • Related Report
      2011 Final Research Report
  • [Journal Article] Irreversible Investment, Operating Flexibility, and Time Lags2010

    • Author(s)
      Takashima, R., Goto, M. and Tsujimura, M
    • Journal Title

      Asia-Pacific Journal of Operational Research

      Volume: Vol.27 Pages: 271-286

    • NAID

      120003762638

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] 原子力発電リプレース投資における減価償却費の評価2010

    • Author(s)
      中田翔治、高嶋隆太、長野浩司、木村浩、班目春樹
    • Journal Title

      日本原子力学会和文論文誌

      Volume: 9巻 Pages: 252-270

    • NAID

      10026648215

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2010

    • Author(s)
      Yagi, K., Takashima, R. and Takamori, H
    • Journal Title

      Lecture Notes in Operations Research

      Volume: Vol.12 Pages: 288-295

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Evaluating Replacement Project of Nuclear Power Plants under Uncertainty2010

    • Author(s)
      Naito, Y., Takashima, R., Kimura, H. and Madarame, H
    • Journal Title

      Energy Policy

      Volume: Vol.38 Pages: 1321-1329

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Government Guarantees and Risk Sharing in Public-Private Partnerships2010

    • Author(s)
      Takashima, R., Yagi, K., Takamori, H.
    • Journal Title

      Review of Financial Economics

      Volume: 19 Pages: 78-83

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Real Options in a Duopoly Setting : Investment on the Project with Operational Options and Fixed Costs2010

    • Author(s)
      Goto, M., Takashima, R., Tsujimura, M.
    • Journal Title

      Journal of Applied Operational Research

      Volume: 2 Pages: 22-32

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Irreversible Investment, Operating Flexibility, and Time Lags2010

    • Author(s)
      Takashima, R., Goto, M., Tsujimura, M.
    • Journal Title

      Asia-Pacific Journal of Operational Research

      Volume: 27 Pages: 271-286

    • NAID

      120003762638

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 原子力発電リプレース投資における減価償却費の評価2010

    • Author(s)
      中田翔治・高嶋隆太・長野浩司・木村浩・班目春樹
    • Journal Title

      日本原子力学会和文論文誌

      Volume: 9 Pages: 252-270

    • NAID

      10026648215

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2010

    • Author(s)
      Yagi, K., Takashima, R., Takamori, H.
    • Journal Title

      Lecture Notes in Operations Research

      Volume: 12 Pages: 288-295

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 転換社債による資金調達と最適投資2010

    • Author(s)
      八木恭子・高嶋隆太
    • Journal Title

      MTECジャーナル

      Volume: 22 Pages: 3-20

    • NAID

      40017666039

    • Related Report
      2010 Annual Research Report
  • [Journal Article] 電力市場下における電源投資の意思決定-リアルオプションの基本モデルによる分析-2010

    • Author(s)
      高嶋隆太
    • Journal Title

      エネルギーレビュー

      Volume: 357 Pages: 11-14

    • Related Report
      2010 Annual Research Report
  • [Journal Article] 一次エネルギーの利用率2010

    • Author(s)
      柳井浩・高嶋隆太
    • Journal Title

      オペレーションズ・リサーチ

      Volume: 55 Pages: 335-340

    • NAID

      110007619628

    • Related Report
      2010 Annual Research Report
  • [Journal Article] 公民連携-PPP-事業のリスク保証とインフラ投資2010

    • Author(s)
      高森寛・高嶋隆太・八木恭子
    • Journal Title

      オペレーションズ・リサーチ

      Volume: 55 Pages: 353-358

    • NAID

      110007619631

    • Related Report
      2010 Annual Research Report
  • [Journal Article] Evaluating Replacement Project of Nuclear Power Plants under Uncertainty2010

    • Author(s)
      Naito, Y., Takashima, R., Kimura, H., Madarame, H.
    • Journal Title

      Energy Policy 38

      Pages: 1321-1329

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] 海上輸送におけるチョークポイント比率の評価2012

    • Author(s)
      高嶋隆太, 鳥海重喜
    • Organizer
      エネルギー資源学会第28回エネルギーシステム・経済・環境コンファレンス
    • Place of Presentation
      砂防会館(東京都)
    • Year and Date
      2012-01-31
    • Related Report
      2011 Annual Research Report
  • [Presentation] Replacement Investment Timing and Capacity Sizing2011

    • Author(s)
      Naito, Y. and Takashima, R
    • Organizer
      ACMSA 2011
    • Place of Presentation
      Pearl River Garden Hotel, Sanya, Hainan, China
    • Year and Date
      2011-12-22
    • Related Report
      2011 Final Research Report
  • [Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2011

    • Author(s)
      Yagi, K., Takashima, R.
    • Organizer
      ACMSA 2011
    • Place of Presentation
      Pearl River Garden Hotel, Sanya, Hainan (China)
    • Year and Date
      2011-12-22
    • Related Report
      2011 Annual Research Report
  • [Presentation] Replacement Investment Timing and Capacity Sizing2011

    • Author(s)
      Naito, Y., Takashima, R.
    • Organizer
      ACMSA 2011
    • Place of Presentation
      Pearl River Garden Hotel Sanya, Hainan (China)
    • Year and Date
      2011-12-22
    • Related Report
      2011 Annual Research Report
  • [Presentation] Irreversible Investment under Competition with Markov Switching Regime2011

    • Author(s)
      Goto, M., Nishide, K., Takashima, R.
    • Organizer
      Quantitative Methods in Finance Conference 2011
    • Place of Presentation
      Hilton Sydney Hotel, Sydney (Australia)
    • Year and Date
      2011-12-15
    • Related Report
      2011 Annual Research Report
  • [Presentation] Economic Evaluation of Multilateral Nuclear Fuel Cycle Approach2011

    • Author(s)
      Takashima, R., Kuno, Y., Omoto, A. and Tanaka, S.
    • Organizer
      The 10th International Conference GLOBAL 2011
    • Place of Presentation
      Makuhari Messe, Chiba, Japan
    • Year and Date
      2011-12-14
    • Related Report
      2011 Final Research Report
  • [Presentation] Economic Evaluation of Multilateral Nuclear Fuel Cycle Approach2011

    • Author(s)
      Takashima, R., Kuno, Y., Omoto, A., Tanaka, S.
    • Organizer
      The 10th International Conference GLOBAL 2011
    • Place of Presentation
      Makuhari Messe, Chiba (Japan)
    • Year and Date
      2011-12-14
    • Related Report
      2011 Annual Research Report
  • [Presentation] Replacement Investment Timing and Capacity Sizing2011

    • Author(s)
      内藤優太, 高嶋隆太
    • Organizer
      日本応用経済学会2011年度秋季大会
    • Place of Presentation
      慶応義塾大学(東京都)
    • Year and Date
      2011-11-26
    • Related Report
      2011 Annual Research Report
  • [Presentation] Convertible Debt Financing and Managerial Compensation2011

    • Author(s)
      Yagi, K., Takashima, R.
    • Organizer
      INFORMS Annual Meeting 2011
    • Place of Presentation
      Charlotte Convention Center, Charlotte, North Carolina (USA)
    • Year and Date
      2011-11-15
    • Related Report
      2011 Annual Research Report
  • [Presentation] Reversibility, Operating Flexibility, and Asset Returns in Competitive Equilibrium2011

    • Author(s)
      Takashima, R.
    • Organizer
      INFORMS Annual Meeting 2011
    • Place of Presentation
      Charlotte Convention Center, Charlotte, North Carolina, USA
    • Year and Date
      2011-11-13
    • Related Report
      2011 Final Research Report
  • [Presentation] Reversibility, Operating Flexibility, and Asset Returns in Competitive Equilibrium2011

    • Author(s)
      Takashima, R.
    • Organizer
      INFORMS Annual Meeting 2011
    • Place of Presentation
      Charlotte Convention Center, Charlotte, North Carolina (USA)
    • Year and Date
      2011-11-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] 転換社債発行企業の経営者報酬と資本構成2011

    • Author(s)
      八木恭子・高嶋隆太
    • Organizer
      日本リアルオプション学会2011年研究発表大会
    • Place of Presentation
      青山学院大学(東京都)
    • Year and Date
      2011-11-06
    • Related Report
      2011 Annual Research Report
  • [Presentation] Replacement Investment Timing and Capacity Sizing2011

    • Author(s)
      内藤優太, 高嶋隆太
    • Organizer
      日本リアルオプション学会2011年研究発表大会
    • Place of Presentation
      青山学院大学(東京都)
    • Year and Date
      2011-11-06
    • Related Report
      2011 Annual Research Report
  • [Presentation] エネルギー資源の海上輸送におけるチョークポイント分析2011

    • Author(s)
      鳥海重喜, 高嶋隆太
    • Organizer
      地理情報システム学会2011年研究発表大会
    • Place of Presentation
      鹿児島大学(鹿児島県)
    • Year and Date
      2011-10-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] 三角座標応用の拡張2011

    • Author(s)
      柳井浩, 高嶋隆太
    • Organizer
      日本オペレーションズ・リサーチ学会2011年秋季研究発表会
    • Place of Presentation
      甲南大学(兵庫県)
    • Year and Date
      2011-09-15
    • Related Report
      2011 Annual Research Report
  • [Presentation] エネルギー安全保障の定量評価:海上輸送におけるチョークポイント分析2011

    • Author(s)
      高嶋隆太, 鳥海重喜
    • Organizer
      日本オペレーションズ・リサーチ学会2011年秋季研究発表会
    • Place of Presentation
      甲南大学(兵庫県)
    • Year and Date
      2011-09-15
    • Related Report
      2011 Annual Research Report
  • [Presentation] 転換社債発行企業の経営者報酬と資本構成2011

    • Author(s)
      八木恭子・高嶋隆太
    • Organizer
      日本オペレーションズ・リサーチ学会2011年秋季研究発表会
    • Place of Presentation
      甲南大学(兵庫県)
    • Year and Date
      2011-09-15
    • Related Report
      2011 Annual Research Report
  • [Presentation] Convertible Debt Financing and Managerial Compensation2011

    • Author(s)
      Yagi, K., Takashima, R.
    • Organizer
      OR 2011
    • Place of Presentation
      University of Zurich, Zurich (Switzerland)
    • Year and Date
      2011-08-31
    • Related Report
      2011 Annual Research Report
  • [Presentation] Irreversible Investment under Competition with Markov Switching Regime2011

    • Author(s)
      Goto, M., Nishide, K., Takashima, R.
    • Organizer
      International Workshop on Finance 2011
    • Place of Presentation
      Doshisha University, Kyoto, (Japan)
    • Year and Date
      2011-08-04
    • Related Report
      2011 Annual Research Report
  • [Presentation] Capacity Switching Options under Rivalry and Uncertainty2011

    • Author(s)
      Siddiqui, A. and Takashima, R.
    • Organizer
      34th IAEE International Conference
    • Place of Presentation
      Stockholm School of Economics, Stockholm
    • Year and Date
      2011-06-20
    • Related Report
      2011 Final Research Report
  • [Presentation] Capacity Switching Options under Rivalry and Uncertainty2011

    • Author(s)
      Siddiqui, A., Takashima, R.
    • Organizer
      34th IAEE International Conference
    • Place of Presentation
      Stockholm School of Economics (Sweden)
    • Year and Date
      2011-06-20
    • Related Report
      2011 Annual Research Report
  • [Presentation] Competition and Irreversible Investment with Markov Switching Regime2010

    • Author(s)
      後藤允・西出勝正・高嶋隆太
    • Organizer
      2010年度中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題」
    • Place of Presentation
      大阪大学(大阪府)
    • Year and Date
      2010-12-03
    • Related Report
      2010 Annual Research Report
  • [Presentation] The Impact of Callable Convertible Debt Financing on Investment Timing2010

    • Author(s)
      八木恭子・高嶋隆太
    • Organizer
      平成22年度数理解析研究所/科学研究費補助金研究集会「ファイナンスの数理解析とその応用」
    • Place of Presentation
      京都大学(京都府)
    • Year and Date
      2010-11-26
    • Related Report
      2010 Annual Research Report
  • [Presentation] Replacement, Refurbishment and Decommissioning of Nuclear Power Plants under Uncertainty2010

    • Author(s)
      高嶋隆太・中田翔治・長野浩司
    • Organizer
      平成22年度数理解析研究所/科学研究費補助金研究集会「ファイナンスの数理解析とその応用」
    • Place of Presentation
      京都大学(京都府)
    • Year and Date
      2010-11-26
    • Related Report
      2010 Annual Research Report
  • [Presentation] Competition and Irreversible Investment with Markov Switching Regime2010

    • Author(s)
      後藤允・西出勝正・高嶋隆太
    • Organizer
      日本リアルオプション学会2010年研究発表大会
    • Place of Presentation
      東京大学(東京都)
    • Year and Date
      2010-11-14
    • Related Report
      2010 Annual Research Report
  • [Presentation] キャップ割当スキームの不確実性が電源投資に与える影響評価2010

    • Author(s)
      小田潤一郎・高嶋隆太
    • Organizer
      日本リアルオプション学会2010年研究発表大会
    • Place of Presentation
      東京大学(東京都)
    • Year and Date
      2010-11-13
    • Related Report
      2010 Annual Research Report
  • [Presentation] 転換社債での資金調達による投資戦略と最適資本構成2010

    • Author(s)
      八木恭子・高嶋隆太
    • Organizer
      日本リアルオプション学会2010年研究発表大会
    • Place of Presentation
      東京大学(東京都)
    • Year and Date
      2010-11-13
    • Related Report
      2010 Annual Research Report
  • [Presentation] Optimal Investment Strategies : Straight vs.Convertible Debt Financing2010

    • Author(s)
      Yagi, K., Takashima, R.
    • Organizer
      INFORMS Annual Meeting 2010
    • Place of Presentation
      Hilton Austin, Austin, Texas (USA)
    • Year and Date
      2010-11-09
    • Related Report
      2010 Annual Research Report
  • [Presentation] Capacity Switching Options under Rivalry and Uncertainty2010

    • Author(s)
      Siddiqui, A., Takashima, R.
    • Organizer
      INFORMS Annual Meeting 2010
    • Place of Presentation
      Hilton Austin, Austin, Texas (USA)
    • Year and Date
      2010-11-07
    • Related Report
      2010 Annual Research Report
  • [Presentation] 原子力発電のパフォーマンス評価のためのデータ分析2010

    • Author(s)
      中田翔治・木村浩・長崎晋也・高嶋隆太・長野浩二
    • Organizer
      日本原子力学会2010年秋の大会
    • Place of Presentation
      北海道大学(北海道)
    • Year and Date
      2010-09-16
    • Related Report
      2010 Annual Research Report
  • [Presentation] 不確実性下の高経年化原子力発電プラントの投資決定2010

    • Author(s)
      高嶋隆太・長野浩二
    • Organizer
      日本原子力学会2010年秋の大会
    • Place of Presentation
      北海道大学(北海道)
    • Year and Date
      2010-09-16
    • Related Report
      2010 Annual Research Report
  • [Presentation] Effect of Carbon-Emissions Tax on Power Generation Mix and Investment Timing2010

    • Author(s)
      高嶋隆太・小田潤一郎
    • Organizer
      第3回横幹連合総合シンポジウム
    • Place of Presentation
      早稲田大学(東京都)
    • Year and Date
      2010-09-06
    • Related Report
      2010 Annual Research Report
  • [Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2010

    • Author(s)
      Yagi, K., Takashima, R., Katsushige Sawaki
    • Organizer
      International Symposium on Operations Research & Its Applications 2010
    • Place of Presentation
      Tibet Hotel Chengdu, Chengdu (China)
    • Year and Date
      2010-08-20
    • Related Report
      2010 Annual Research Report
  • [Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2010

    • Author(s)
      Yagi, K., Takashima, R.
    • Organizer
      6th World Congress of the Bachelier Finance Society
    • Place of Presentation
      Hilton Toronto (Canada)
    • Year and Date
      2010-06-26
    • Related Report
      2010 Annual Research Report
  • [Presentation] Investment Timing, Capacity Sizing, and Technology Choice of Power Plants2010

    • Author(s)
      Takashima, R., Siddiqui, A., Nakada, S.
    • Organizer
      14th Annual International Conference on Real Options
    • Place of Presentation
      Luiss Business School, Rome (Italy)
    • Year and Date
      2010-06-18
    • Related Report
      2010 Annual Research Report
  • [Presentation] 金融工学的手法によるエネルギー・環境問題の分析2010

    • Author(s)
      高嶋隆太
    • Organizer
      南山大学オープンリサーチセンター2010年度第1回公開研究会
    • Place of Presentation
      南山大学(愛知県)
    • Year and Date
      2010-05-29
    • Related Report
      2010 Annual Research Report
  • [Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2010

    • Author(s)
      八木恭子・高嶋隆太
    • Organizer
      日本ファイナンス学会第18回大会
    • Place of Presentation
      上智大学(東京都)
    • Year and Date
      2010-05-23
    • Related Report
      2010 Annual Research Report
  • [Presentation] 競合施設の存在下での施設の立地場所と立地タイミングの同時決定モデル2010

    • Author(s)
      八木恭子・高嶋隆太・田中健一
    • Organizer
      日本オペレーションズ・リサーチ学会2010年春季研究発表会
    • Place of Presentation
      首都大学東京(東京都)
    • Year and Date
      2010-03-05
    • Related Report
      2009 Annual Research Report
  • [Presentation] Replacement, Refurbishment, and Decommissioning of Nuclear Power Plants2010

    • Author(s)
      中田翔治・高嶋隆太・長野浩司・班目春樹・木村浩
    • Organizer
      日本オペレーションズ・リサーチ学会2010年春季研究発表会
    • Place of Presentation
      首都大学東京(東京都)
    • Year and Date
      2010-03-05
    • Related Report
      2009 Annual Research Report
  • [Presentation] Reversibility, Operating Flexibility, and Asset Returns in Competitive Equilibrium2009

    • Author(s)
      高嶋隆太・中田翔治・大畑翔柄
    • Organizer
      横浜国立大学・南山大学共同ファイナンス・ワークショップ
    • Place of Presentation
      ワークピア横浜(神奈川県)
    • Year and Date
      2009-12-20
    • Related Report
      2009 Annual Research Report
  • [Presentation] 不確実性下での施設の立地場所と立地タイミングの同時決定モデル2009

    • Author(s)
      八木恭子・高嶋隆太・田中健一
    • Organizer
      日本リアルオプション学会2009年研究発表大会
    • Place of Presentation
      信州大学(長野県)
    • Year and Date
      2009-12-12
    • Related Report
      2009 Annual Research Report
  • [Presentation] 宿泊施設・事業のリスクとオプション価値2009

    • Author(s)
      高嶋隆太・八木恭子・高森寛
    • Organizer
      日本リアルオプション学会2009年研究発表大会
    • Place of Presentation
      信州大学(長野県)
    • Year and Date
      2009-12-11
    • Related Report
      2009 Annual Research Report
  • [Presentation] Facility Location Problem with Optimal Construction Timing under Uncertainty2009

    • Author(s)
      Yagi, K., Takashima, R., Tanaka, K.
    • Organizer
      APORS 2009
    • Place of Presentation
      Jaipur(India)
    • Year and Date
      2009-12-07
    • Related Report
      2009 Annual Research Report
  • [Presentation] Reversibility, Operating Flexibility, and Asset Returns in Competitive Equilibrium2009

    • Author(s)
      高嶋隆太・中田翔治・大畑翔柄
    • Organizer
      平成21年度数理解析研究所/科学研究費補助金研究集会「ファイナンスの数理解析とその応用」
    • Place of Presentation
      京都大学(京都府)
    • Year and Date
      2009-11-26
    • Related Report
      2009 Annual Research Report
  • [Presentation] PFI事業におけるリスクとリターンの分担2009

    • Author(s)
      高森寛・高嶋隆太・八木恭子
    • Organizer
      平成21年度数理解析研究所/科学研究費補助金研究集会「ファイナンスの数理解析とその応用」
    • Place of Presentation
      京都大学(京都府)
    • Year and Date
      2009-11-26
    • Related Report
      2009 Annual Research Report
  • [Presentation] 普通社債と転換社債の優先劣後構造と最適投資2009

    • Author(s)
      八木恭子・高嶋隆太
    • Organizer
      平成21年度数理解析研究所/科学研究費補助金研究集会「ファイナンスの数理解析とその応用」
    • Place of Presentation
      京都大学(京都府)
    • Year and Date
      2009-11-26
    • Related Report
      2009 Annual Research Report
  • [Presentation] Irreversible Investment, Depreciation, and Tax Law Uncertainty2009

    • Author(s)
      Takashima, R.
    • Organizer
      INFORMS Annual Meeting 2009
    • Place of Presentation
      San Diego(USA)
    • Year and Date
      2009-10-11
    • Related Report
      2009 Annual Research Report
  • [Presentation] Single Facility Location Problem with Optimal Construction Timing under Uncertainty2009

    • Author(s)
      Yagi, K., Takashima, R., Tanaka, K.
    • Organizer
      INFORMS Annual Meeting 2009
    • Place of Presentation
      San Diego(USA)
    • Year and Date
      2009-10-11
    • Related Report
      2009 Annual Research Report
  • [Presentation] 企業におけるIT投資のリアルオプションによる最適化研究2009

    • Author(s)
      高木浩之・高嶋隆太・森雅俊
    • Organizer
      ビジネスモデル学会2009年秋季大会
    • Place of Presentation
      東京大学 本郷キャンパス(東京都)
    • Year and Date
      2009-10-03
    • Related Report
      2009 Annual Research Report
  • [Presentation] プロジェクトファイナンスによる発電プラント建設の経済性評価2009

    • Author(s)
      大畑翔柄・高嶋隆太・長野浩司・班目春樹・木村浩
    • Organizer
      日本オペレーションズ・リサーチ学会2009年秋季研究発表会
    • Place of Presentation
      長崎大学(長崎県)
    • Year and Date
      2009-09-10
    • Related Report
      2009 Annual Research Report
  • [Presentation] 不確実性下における原子力発電リプレースと減価償却の評価2009

    • Author(s)
      中田翔治・高嶋隆太・長野浩司・班目春樹・木村浩
    • Organizer
      日本オペレーションズ・リサーチ学会2009年秋季研究発表会
    • Place of Presentation
      長崎大学(長崎県)
    • Year and Date
      2009-09-10
    • Related Report
      2009 Annual Research Report
  • [Presentation] The Timing of Financing of Leveraged Buyouts2009

    • Author(s)
      後藤允・高嶋隆太・辻村元男
    • Organizer
      日本オペレーションズ・リサーチ学会2009年秋季研究発表会
    • Place of Presentation
      長崎大学(長崎県)
    • Year and Date
      2009-09-09
    • Related Report
      2009 Annual Research Report
  • [Presentation] 多様化指数による電源ポートフォリオ分析2009

    • Author(s)
      高嶋隆太・小菅慎一郎・長野浩司
    • Organizer
      日本オペレーションズ・リサーチ学会2009年秋季研究発表会
    • Place of Presentation
      長崎大学(長崎県)
    • Year and Date
      2009-09-09
    • Related Report
      2009 Annual Research Report
  • [Presentation] 普通社債と転換社債の優先劣後構造と最適投資2009

    • Author(s)
      八木恭子・高嶋隆太
    • Organizer
      日本オペレーションズ・リサーチ学会2009年秋季研究発表会
    • Place of Presentation
      長崎大学(長崎県)
    • Year and Date
      2009-09-09
    • Related Report
      2009 Annual Research Report
  • [Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2009

    • Author(s)
      Yagi, K., Takashima, R., Sawaki, K.
    • Organizer
      KIER-TMU International Workshop on Financial Engineering 2009
    • Place of Presentation
      Tokyo(Japan)
    • Year and Date
      2009-08-03
    • Related Report
      2009 Annual Research Report
  • [Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009

    • Author(s)
      Yagi, K., Takashima, R., Sawaki, K.
    • Organizer
      15th International Conference on Computing in Economics and Finance
    • Place of Presentation
      Sydney(Australia)
    • Year and Date
      2009-07-16
    • Related Report
      2009 Annual Research Report
  • [Presentation] Optimal Investment Timing and Location under Uncertainty2009

    • Author(s)
      Takashima, R., Yagi, K.
    • Organizer
      13th Annual International Conference on Real Options
    • Place of Presentation
      University of Santiago de Compostela(Spain)
    • Year and Date
      2009-06-20
    • Related Report
      2009 Annual Research Report
  • [Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009

    • Author(s)
      Yagi, K., Takashima, R., Sawaki, K.
    • Organizer
      13th Annual International Conference on Real Options
    • Place of Presentation
      University of Santiago de Compostela(Spain)
    • Year and Date
      2009-06-20
    • Related Report
      2009 Annual Research Report
  • [Presentation] Optimal Investment, Capacity Choice and Outsourcing2009

    • Author(s)
      Goto, M., Takashima, R.
    • Organizer
      13th Annual International Conference on Real Options
    • Place of Presentation
      University of Minho(Portugal)
    • Year and Date
      2009-06-19
    • Related Report
      2009 Annual Research Report
  • [Presentation] Choice of Alternative Environmental Policies with Adjustment Costs under Uncertainty2009

    • Author(s)
      Goto, M., Takashima, R., Tsujimura, M.
    • Organizer
      13th Annual International Conference on Real Options
    • Place of Presentation
      University of Minho(Portugal)
    • Year and Date
      2009-06-19
    • Related Report
      2009 Annual Research Report
  • [Presentation] An Optimal Lnvestment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009

    • Author(s)
      八木恭子・高嶋隆太・澤木勝茂
    • Organizer
      日本ファイナンス学会第17回大会
    • Place of Presentation
      青山学院大学 青山キャンパス(東京都)
    • Year and Date
      2009-05-10
    • Related Report
      2009 Annual Research Report
  • [Book] Real Options Analysis(Ch. 3 Flexibility in Sequential Investment and Catastrophic Risk)2011

    • Author(s)
      Legrand, J. B. and Verheyen, L. T
    • Total Pages
      113
    • Publisher
      Nova Science Publishers
    • Related Report
      2011 Final Research Report
  • [Book] Real Options Analysis (Ch.3 Flexibility in Sequential Investment and Catastrophic Risk)2011

    • Author(s)
      Takashima, R., Yagi, K.
    • Publisher
      Nova Science Publishers
    • Related Report
      2011 Annual Research Report
  • [Book] Nuclear Power(Ch. 4 Construction, Decommissioning, and Replacement of Nuclear Power Plants under Uncertainty)2010

    • Author(s)
      Tsvetkov, P.
    • Total Pages
      388
    • Publisher
      SCIYO
    • Related Report
      2011 Final Research Report
  • [Book] Nuclear Power (Ch.4 Construction, Decommissioning, and Replacement of Nuclear Power Plants under Uncertainty)2010

    • Author(s)
      Pavel Tsvetkov (Eds) (Ryuta Takashima, et al.)
    • Publisher
      SCIYO
    • Related Report
      2010 Annual Research Report
  • [Book] 金融工学ハンドブック(第8章離散型バリアオプションとルックバックオプション)2009

    • Author(s)
      木島正明
    • Total Pages
      1000
    • Publisher
      朝倉書店
    • Related Report
      2011 Final Research Report
  • [Book] 金融工学ハンドブック(第8章離散型バリアオプションとルックバックオプション)2009

    • Author(s)
      木島正明監訳(高嶋隆太, 他共訳)
    • Publisher
      朝倉書店
    • Related Report
      2009 Annual Research Report

URL: 

Published: 2009-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi