{"_buckets": {"deposit": "aa6ef294-141f-481d-98ae-e5437058f26d"}, "_deposit": {"id": "29872", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "29872"}, "status": "published"}, "_oai": {"id": "oai:nagoya.repo.nii.ac.jp:00029872", "sets": ["2493"]}, "item_9_alternative_title_19": {"attribute_name": "その他の言語のタイトル", "attribute_value_mlt": [{"subitem_alternative_title": "Static Policy Portfolio and Dynamic Rebalancing Strategy"}]}, "item_9_biblio_info_6": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2020-03", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "4", "bibliographicPageEnd": "83", "bibliographicPageStart": "75", "bibliographicVolumeNumber": "67", "bibliographic_titles": [{"bibliographic_title": "経済科学"}]}]}, "item_9_description_4": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "In this paper we first describe the desirable relationship between a static policy portfolio and its dynamic rebalancing strategy. Subsequently we investigate efficient dynamic rebalancing strategy in a standard multi-period model. Though it is not difficult to show an objective function with quadratic form to get efficient strategy in this model, it is not easy to get the optimal solution for it. Therefore we restrict the solution to within myopic strategies, and search with a heuristic approach how the duration of once executed rebalancing operation depends on the portfolio after this operation. With this approach we can get some or many alternative strategies. Furthermore we calculate the objective function above for each strategy with numerical simulation. We should choice the strategy with the highest score in this function as the most efficient rebalancing strategy in the class of the prepared solutions.", "subitem_description_type": "Abstract"}]}, "item_9_identifier_registration": {"attribute_name": "ID登録", "attribute_value_mlt": [{"subitem_identifier_reg_text": "10.18999/ecos.67.4.75", "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"}]}, "item_9_select_15": {"attribute_name": "著者版フラグ", "attribute_value_mlt": [{"subitem_select_item": "publisher"}]}, "item_9_source_id_61": {"attribute_name": "ISSN（Online）", "attribute_value_mlt": [{"subitem_source_identifier": "2434-5741", "subitem_source_identifier_type": "ISSN"}]}, "item_9_source_id_7": {"attribute_name": "ISSN（print）", "attribute_value_mlt": [{"subitem_source_identifier": "0022-9725", "subitem_source_identifier_type": "ISSN"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "中島, 英喜"}], "nameIdentifiers": [{"nameIdentifier": "98275", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "NAKASHIMA, Hideki"}], "nameIdentifiers": [{"nameIdentifier": "98276", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2020-04-10"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "07_nakashima-hideki.pdf", "filesize": [{"value": "1.2 MB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 1200000.0, "url": {"label": "07_nakashima-hideki.pdf", "url": "https://nagoya.repo.nii.ac.jp/record/29872/files/07_nakashima-hideki.pdf"}, "version_id": "7ce2bb88-b6cf-4ec5-8e43-0e6c9a51db61"}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Policy Portfolio", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Dynamic rebalancing strategy", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Costs of rebalancing operation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Myopic Strategy", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Duration of a rebalancing operation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Heuristic approach", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Numerical simulation", "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": "静的な政策ポートフォリオと動的なリバランス戦略", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "静的な政策ポートフォリオと動的なリバランス戦略"}]}, "item_type_id": "9", "owner": "1", "path": ["2493"], "permalink_uri": "https://doi.org/10.18999/ecos.67.4.75", "pubdate": {"attribute_name": "公開日", "attribute_value": "2020-04-10"}, "publish_date": "2020-04-10", "publish_status": "0", "recid": "29872", "relation": {}, "relation_version_is_last": true, "title": ["静的な政策ポートフォリオと動的なリバランス戦略"], "weko_shared_id": null}