{"created":"2023-06-20T15:39:41.972564+00:00","id":157,"links":{},"metadata":{"_buckets":{"deposit":"b735cf91-68de-4234-a361-f1f39f2aae9b"},"_deposit":{"created_by":14,"id":"157","owners":[14],"pid":{"revision_id":0,"type":"depid","value":"157"},"status":"published"},"_oai":{"id":"oai:reitaku.repo.nii.ac.jp:00000157","sets":["1:12:33"]},"author_link":["1126","488"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-03-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"48","bibliographicPageStart":"41","bibliographicVolumeNumber":"18","bibliographic_titles":[{"bibliographic_title":"麗澤経済研究"},{"bibliographic_title":"Reitaku International Journal of Economic Studies","bibliographic_titleLang":"en"}]}]},"item_10002_creator_2":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"上村, 昌司"},{"creatorName":"カミムラ, ショウジ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"1126","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"1000050323902","nameIdentifierScheme":"CiNii ID","nameIdentifierURI":"http://ci.nii.ac.jp/nrid/1000050323902"},{"nameIdentifier":"1000050323902","nameIdentifierScheme":"NRID","nameIdentifierURI":" "}]}]},"item_10002_creator_24":{"attribute_name":"著者名（英）","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kamimura, Shoji","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"488","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"1000050323902","nameIdentifierScheme":"CiNii ID","nameIdentifierURI":"http://ci.nii.ac.jp/nrid/1000050323902"},{"nameIdentifier":"1000050323902","nameIdentifierScheme":"NRID","nameIdentifierURI":" "}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"In this paper, we study the conditional mean-variance portfolio selection problem.\nFollowing the work of Brandt and Santa-Clara ( 2006 ), we investigate which variables are important for the optimal portfolio weight. We use as state variables the dividend-price ratio,\nthe term spread, and the trend variables in Japanese market. We find that the dividend-price ratio explains the optimal portfolio weight, but the others do not.","subitem_description_type":"Abstract"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.18901/00000144","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"麗澤大学経済学会"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0919-6706","subitem_source_identifier_type":"ISSN"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2012-05-02"}],"displaytype":"detail","filename":"④上村昌司.pdf","filesize":[{"value":"374.1 kB"}],"format":"application/pdf","licensetype":"license_11","mimetype":"application/pdf","url":{"label":"④上村昌司","url":"https://reitaku.repo.nii.ac.jp/record/157/files/④上村昌司.pdf"},"version_id":"f51b8406-fa05-4a13-89ca-a86410364897"}]},"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":"平均分散ポートフォリオ選択問題における状態変数の選択について","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"平均分散ポートフォリオ選択問題における状態変数の選択について"},{"subitem_title":"Variable selection for the mean-variance portfolio selection problem","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"14","path":["33"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-05-02"},"publish_date":"2012-05-02","publish_status":"0","recid":"157","relation_version_is_last":true,"title":["平均分散ポートフォリオ選択問題における状態変数の選択について"],"weko_creator_id":"14","weko_shared_id":-1},"updated":"2023-06-20T16:07:00.497501+00:00"}