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2022 Fiscal Year Final Research Report

Smooth Ambiguity and Real Options

Research Project

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Project/Area Number 17K03806
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Money/ Finance
Research InstitutionOkayama University

Principal Investigator

Asano Takao  岡山大学, 社会文化科学学域, 教授 (40423157)

Project Period (FY) 2017-04-01 – 2023-03-31
Keywords曖昧性
Outline of Final Research Achievements

This study was titled "Smooth Ambiguity Models and Real Options: Theory and Applications". The project was initially intended to last three years, but due to the impact of Covid 19, it was extended for three years for a total of six years. Analysis was conducted on how ambiguity, which differs from risk, affects the behavior of decision-makers, and research results were obtained that differ from those of conventional risk. This research project has further clarified the significance of analyzing ambiguity as distinct from risk. After completing this research project, we will continue to advance research on ambiguity and the role of ambiguity in decision-making.

Free Research Field

ファイナンス

Academic Significance and Societal Importance of the Research Achievements

本研究プロジェクトはリスクとは異なる曖昧性という概念が意思決定者の行動にどのような影響を与えるかに関する理論・応用研究である。従来の経済学では、リスクの枠組みで意思決定問題が分析されてきたが、人々の行動を上手く説明できない結果が少なくなかった。本研究プロジェクトは、従来のリスクに関する研究を曖昧性の概念まで拡張することで、従来の枠組みでは解明できなかった意思決定者の行動を説明する結果を提示した。本研究プロジェクトの成果は曖昧性の重要性に光を当てると同時に、更なる研究の必要性を認識させ、今後の応用研究を進展することが期待される。

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Published: 2024-01-30  

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