Building Multidimensional Corporate Appraisal Models on the Basis of Financial Gatekeepers: A US-Japanese Comparison
| Project/Area Number |
22530379
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Business administration
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| Research Institution | Meiji University |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
YAMASHITA Hiroshi 明治大学, 商学部, 教授 (00239980)
HAGIWARA Motohiro 明治大学, 商学部, 教授 (40314348)
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| Project Period (FY) |
2010 – 2012
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| Project Status |
Completed (Fiscal Year 2012)
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| Budget Amount *help |
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2012: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2011: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2010: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
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| Keywords | 経営財務 / 企業評価 / 非計量統計学 / ゲートキーパー / CSR / 財務データベース / 企業統治 / SRI / クレジットリスク / 価格理論 / 格付 / リスクマネジメント / グートキーバー |
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| Research Abstract |
As a US-Japanese comparison, we have undertaken empirical studies in the bond markets, during the Lehman shock. The result showed some problems in bond rating method particularly in the Japanese side.We have also focused on the CSR (corporate social responsibility) database issued by Toyo Keizai. That database provided us with effective bases for building multidimensional corporate appraisal models. Utilizing the concept of “financial gatekeeper”, we have built some fuzzy models, entropy models, information asymmetry models.
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Report
(4 results)
Research Products
(38 results)
