{"metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00081490","sets":["934:989:6743:6744"]},"path":["6744"],"owner":"11","recid":"81490","title":["不動産の価格とリターンの時系列モデルと応用"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-03-05"},"_buckets":{"deposit":"28cabe88-32d1-471d-9444-84fde1b96bda"},"_deposit":{"id":"81490","pid":{"type":"depid","value":"81490","revision_id":0},"owners":[11],"status":"published","created_by":11},"item_title":"不動産の価格とリターンの時系列モデルと応用","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"不動産の価格とリターンの時系列モデルと応用"},{"subitem_title":"Time Series Modeling of Real Estate Prices and Its Application","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","subitem_subject_scheme":"Other"}]},"item_type_id":"3","publish_date":"2012-03-05","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":"東京大学教養学部附属教養教育高度化機構"},{"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":"College 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/81490/files/IPSJ-TOM0501009.pdf"},"date":[{"dateType":"Available","dateValue":"2014-03-05"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-TOM0501009.pdf","filesize":[{"value":"1.5 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":"46617d4c-6a10-4aa4-89ca-798b8d92b4f8","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2012 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"},{"creatorName":"前田, 章"},{"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"},{"creatorName":"Akira, Maeda","creatorNameLang":"en"},{"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":"不動産市場と金融市場が相互に連動しつつ景気動向を左右するようになってきている昨今，不動産投資と国内外金融市場への投資とを関連付けて分析する理論的な枠組みが必要となってきている．本論文の目的は，不動産を一般的な金融資産と同列に扱うことのできる手法を開発し提示することである．具体的には，動的均衡モデルの枠組みを拡張して，個々の不動産物件について，仮想的な価格変化率データ，すなわち「擬似リターン」を生成し，それを用いて，「リスク」と「リターン」などの指標を算定する．これを通して，不動産の金融投資としての位置付けを考察するものである．","subitem_description_type":"Other"}]},"item_3_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"As real estate and financial asset markets are merging in these days, there is a strong need for us to have a theoretical foundation for analysis of real estate investments in conjunction with both domestic and international financial investments. The purpose of this paper is to present a dynamic equilibrium model to evaluate prices of not only financial assets but also pieces of real estate. In particular, we extend our previous model to a sophisticated one that allows us to create “pseudo returns” on real estate and to estimate risks and returns on real estate investments. The results of our theory and statistical analysis here highlight the role of real estate investments, contrasting to that of financial ones.","subitem_description_type":"Other"}]},"item_3_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"85","bibliographic_titles":[{"bibliographic_title":"情報処理学会論文誌数理モデル化と応用（TOM）"}],"bibliographicPageStart":"74","bibliographicIssueDates":{"bibliographicIssueDate":"2012-03-05","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicVolumeNumber":"5"}]},"relation_version_is_last":true,"weko_creator_id":"11"},"id":81490,"updated":"2025-01-21T19:20:53.221101+00:00","links":{},"created":"2025-01-18T23:35:40.068736+00:00"}