A study on the optimal investment action policies on Imperfect Rational Expectations
| Project/Area Number |
24530371
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Public finance/Monetary economics
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| Research Institution | Kinjo Gakuin University |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
NAKAGAWA Toshio 愛知工業大学, 経営学部, 教授 (60076544)
KONDO Hitoshi 南山大学, 経済学部, 教授 (60121456)
NAKAYAMA Keiko 中京大学, 経済学部, 教授 (90207944)
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| Project Period (FY) |
2012-04-01 – 2015-03-31
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| Project Status |
Completed (Fiscal Year 2014)
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| Budget Amount *help |
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Keywords | 金融工学 / 不完全合理的期待 / 完全予防保全 / 確率過程 / 信頼性理論 / 累積損傷モデル / 数理ファイナンス / 不完全情報 |
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| Outline of Final Research Achievements |
In this study, we focused on incomplete information model to apply the Imperfect Rational Expectations to the investment behavior. We apply the incomplete preventive maintenance to the Imperfect Rational Expectations that Kijima Masaaki and Nakagawa Toshio was proposed in E JOR, 57 [1992]. In particular, we have tried to apply in a computer system. In the computer system, since the impact of fluctuations human impact is small, to optimize the objective function of the investment behavior by the concept of Imperfect Rational Expectations. We were planning to try to build a investment and financing model by these results.
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Report
(4 results)
Research Products
(26 results)
