{"metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00144476","sets":["934:989:7880:8268"]},"path":["8268"],"owner":"11","recid":"144476","title":["不動産投資における市場リスクのファクターモデル"],"pubdate":{"attribute_name":"公開日","attribute_value":"2015-07-24"},"_buckets":{"deposit":"ec64a95d-716e-4560-8aa4-63b99325768c"},"_deposit":{"id":"144476","pid":{"type":"depid","value":"144476","revision_id":0},"owners":[11],"status":"published","created_by":11},"item_title":"不動産投資における市場リスクのファクターモデル","author_link":["218556","218552","218553","218557","218554","218555"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"不動産投資における市場リスクのファクターモデル"},{"subitem_title":"A Factor Model for Measuring Market Risk in Real Estate Investment","subitem_title_language":"en"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"[オリジナル論文] 不動産，市場リスク，ファクターモデル，金融工学","subitem_subject_scheme":"Other"}]},"item_type_id":"3","publish_date":"2015-07-24","item_3_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"中央大学大学院国際会計研究科"},{"subitem_text_value":"東京大学大学院総合文化研究科"},{"subitem_text_value":"株式会社野村総合研究所"}]},"item_3_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Graduate School of International Accounting, Chuo University","subitem_text_language":"en"},{"subitem_text_value":"Graduate School of Arts and Sciences, The University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"Nomura Research Institute, Ltd.","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/144476/files/IPSJ-TOM0802002.pdf","label":"IPSJ-TOM0802002.pdf"},"date":[{"dateType":"Available","dateValue":"2017-07-24"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-TOM0802002.pdf","filesize":[{"value":"1.1 MB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"17"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"567c3c65-9c51-4e5e-b211-9b7bce5d8ba2","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2015 by the Information Processing Society of Japan"}]},"item_3_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"石島, 博"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"前田, 章"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"谷山, 智彦"}],"nameIdentifiers":[{}]}]},"item_3_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Hiroshi, Ishijima","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Akira, Maeda","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Tomohiko, Taniyama","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_3_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11464803","subitem_source_identifier_type":"NCID"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_6501","resourcetype":"journal article"}]},"item_3_source_id_11":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1882-7780","subitem_source_identifier_type":"ISSN"}]},"item_3_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"本論文では，不動産投資における市場リスクを計測する2段階ファクターモデルを提案する．その特徴は次のとおりである．第1段階ファクターモデルで，不動産投資における市場リスクを計測する．第2段階ファクターモデルで，その市場リスクを不動産が保有する属性の線形結合で説明する．さらに，本モデルの有効性をわが国の不動産市場で確認する．","subitem_description_type":"Other"}]},"item_3_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"In this paper, we propose a two stage factor model for measuring market risks of real estate investment. The feature is as follows: The first stage factor model measures the market risk in real estate investment. The second stage factor model explains the market risk by a linear combination of attributes that characterize each piece of real estate. We then find that the model works well when applied to the Japanese real estate market.","subitem_description_type":"Other"}]},"item_3_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"9","bibliographic_titles":[{"bibliographic_title":"情報処理学会論文誌数理モデル化と応用（TOM）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2015-07-24","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicVolumeNumber":"8"}]},"relation_version_is_last":true,"weko_creator_id":"11"},"id":144476,"updated":"2025-01-20T18:47:14.145781+00:00","links":{},"created":"2025-01-19T00:20:15.352312+00:00"}