{"created":"2023-04-04T00:04:13.456175+00:00","id":2005330,"links":{},"metadata":{"_buckets":{"deposit":"9757599a-ac71-48b4-aa79-a1b21df46224"},"_deposit":{"id":"2005330","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"2005330"},"status":"published"},"_oai":{"id":"oai:nagoya.repo.nii.ac.jp:02005330","sets":["659:853:854:1680504467577"]},"author_link":[],"control_number":"2005330","item_1615768549627":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_1615768833594":{"attribute_name":"助成情報","attribute_value_mlt":[{"subitem_award_numbers":{"subitem_award_number":"21K01578","subitem_award_uri":"https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-21K01578/"},"subitem_award_titles":[{"subitem_award_title":"確定給付年金の積立金の投資効率評価 : エージェンシー問題と認識バイアス","subitem_award_title_language":"ja"}],"subitem_funder_identifiers":{"subitem_funder_identifier":"https://doi.org/10.13039/501100001691","subitem_funder_identifier_type":"Crossref Funder"},"subitem_funder_names":[{"subitem_funder_name":"日本学術振興会","subitem_funder_name_language":"ja"},{"subitem_funder_name":"Japan Society for the Promotion of Science","subitem_funder_name_language":"en"}]}]},"item_9_alternative_title_19":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Policy Portfolio Selection with Prior Information and Periodic Diagnosis of the Selected One","subitem_alternative_title_language":"en"}]},"item_9_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2023-03","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"88","bibliographicPageStart":"77","bibliographicVolumeNumber":"70","bibliographic_titles":[{"bibliographic_title":"経済科学","bibliographic_titleLang":"ja"},{"bibliographic_title":"The Economic Science","bibliographic_titleLang":"en"}]}]},"item_9_description_4":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"Portfolio selection with referring to mean-variance efficiency is acutely sensitive to small changes of a set of evaluated values for expectation of returns of investment assets. Additionally it is not known appropriate method for diagnosis of the once selected portfolio. Although Black and Litterman model with Bayesian estimation is effective to restrain the former sensitivity, it has several serious difficulties to apply to policy portfolio selection. Hence we discuss an alternative approach based on Bayesian different from Black and Litterman model. In this approach we are explicitly conscious of two important facts. One is the error in the evaluated values as the deviation from true values. The other is the overestimating to the efficiency of selected portfolio under mean-variance approach relative to alternative portfolios. Due to this understanding we can select more efficient policy portfolio in real terms consistent with our prior information. Besides, we can apply this approach to the diagnosis of the once selected portfolio.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_9_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.18999/ecos.70.3.77","subitem_identifier_reg_type":"JaLC"}]},"item_9_publisher_32":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"名古屋大学大学院経済学研究科","subitem_publisher_language":"ja"},{"subitem_publisher":"Graduate School of Economics Nagoya University","subitem_publisher_language":"en"}]},"item_9_source_id_7":{"attribute_name":"収録物識別子","attribute_value_mlt":[{"subitem_source_identifier":"0022-9725","subitem_source_identifier_type":"PISSN"},{"subitem_source_identifier":"2434-5741","subitem_source_identifier_type":"EISSN"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"中島, 英喜","creatorNameLang":"ja"},{"creatorName":"NAKASHIMA, Hideki","creatorNameLang":"en"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","date":[{"dateType":"Available","dateValue":"2023-04-04"}],"displaytype":"detail","filename":"08_NAKASHIMA-Hideki.pdf","filesize":[{"value":"1.3 MB"}],"format":"application/pdf","mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://nagoya.repo.nii.ac.jp/record/2005330/files/08_NAKASHIMA-Hideki.pdf"},"version_id":"81b37273-44c4-4500-8d06-bbdd4d1035bf"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Policy portfolio selection","subitem_subject_scheme":"Other"},{"subitem_subject":"Diagnosis of policy portfolio","subitem_subject_scheme":"Other"},{"subitem_subject":"Bayesian method","subitem_subject_scheme":"Other"},{"subitem_subject":"Mean-variance efficiency","subitem_subject_scheme":"Other"},{"subitem_subject":"Black and Litteman model","subitem_subject_scheme":"Other"},{"subitem_subject":"Prior information","subitem_subject_scheme":"Other"},{"subitem_subject":"Overestimation of efficiency in mean-variance approach","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"先験情報を用いた政策ポートフォリオの選択と選択後の診断的評価","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"先験情報を用いた政策ポートフォリオの選択と選択後の診断的評価","subitem_title_language":"ja"}]},"item_type_id":"40001","owner":"1","path":["1680504467577"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2023-04-04"},"publish_date":"2023-04-04","publish_status":"0","recid":"2005330","relation_version_is_last":true,"title":["先験情報を用いた政策ポートフォリオの選択と選択後の診断的評価"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-04-04T01:27:11.888910+00:00"}