暗号資産の価格変動のモデル化とポートフォリオ最適化およびリスク管理への応用

• Project/Area Number: 25K00626
• Research Category: Grant-in-Aid for Scientific Research (B)
• Allocation Type: Multi-year Fund
• Section: 一般
• Review Section: Basic Section 07030:Economic statistics-related; Basic Section 07060:Money and finance-related; Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
• Research Institution: Keio University
• Principal Investigator: 中妻 照雄 慶應義塾大学, 経済学部(三田), 教授 (90303049)
• Project Period (FY): 2025-04-01 – 2030-03-31
• Project Status: Adopted (Fiscal Year 2025)
• Budget Amount: ¥18,850,000 (Direct Cost: ¥14,500,000、Indirect Cost: ¥4,350,000); Fiscal Year 2029: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000); Fiscal Year 2028: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000); Fiscal Year 2027: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000); Fiscal Year 2026: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000); Fiscal Year 2025: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)