{"created":"2023-05-15T13:47:13.479076+00:00","id":6754,"links":{},"metadata":{"_buckets":{"deposit":"fefbca73-2b02-425d-831c-1f0e48a45361"},"_deposit":{"created_by":1,"id":"6754","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"6754"},"status":"published"},"_oai":{"id":"oai:chuo-u.repo.nii.ac.jp:00006754","sets":["251:321"]},"author_link":["24805"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2015-03-01","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"15","bibliographicPageStart":"1","bibliographicVolumeNumber":"13","bibliographic_titles":[{"bibliographic_title":"CGSAフォーラム"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"GPIF（年金積立金管理運用独立行政法人）の基本ポートフォリオ資産配分変更を巡る議論に関連して、年金資金株式市場運用の期待値予測に潜むリスクを、過去60年間以上にわたる日経平均株価の月次データを基に、シンプルな運用モデルを用いたブートストラップ・シミュレーションで考察した。シミュレーションの結果、年金資金の株式市場運用には、順調な期待値予測の裏に、取り返しのつかないリスクが潜んでいる可能性が示された。","subitem_description_type":"Abstract"}]},"item_10002_full_name_24":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"24805","nameIdentifierScheme":"WEKO"}],"names":[{"name":"ONO, Kaoru"}]}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"CGSAフォーラム編集委員会"}]},"item_10002_rights_15":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"この資料の著作権は、資料の著作者または学校法人中央大学に帰属します。著作権法が定める私的利用・引用を超える使用を希望される場合には、掲載誌発行部局へお問い合わせください。"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"大野, 薫"},{"creatorName":"オオノ, カオル","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"24805","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":"2019-04-22"}],"displaytype":"detail","filename":"CGSA_13_1.pdf","filesize":[{"value":"1.0 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"本文を見る","url":"https://chuo-u.repo.nii.ac.jp/record/6754/files/CGSA_13_1.pdf"},"version_id":"72a7bb9f-375c-449b-b19d-945b0276336f"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"GPIF","subitem_subject_scheme":"Other"},{"subitem_subject":"公的年金資金運用","subitem_subject_scheme":"Other"},{"subitem_subject":"期待値予測","subitem_subject_scheme":"Other"},{"subitem_subject":"破綻リスク","subitem_subject_scheme":"Other"},{"subitem_subject":"ブートストラップ法","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":"覆水盆に返らず：年金資金株式市場運用の期待値予測に潜む取り返しのつかないリスク","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"覆水盆に返らず：年金資金株式市場運用の期待値予測に潜む取り返しのつかないリスク"},{"subitem_title":"What Is Done Cannot Be Undone: An Irreparable Risk Lurking in Expected Return Forecasts of a Pension Fund’s Stock Market Investment","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"1","path":["321"],"pubdate":{"attribute_name":"公開日","attribute_value":"2015-04-03"},"publish_date":"2015-04-03","publish_status":"0","recid":"6754","relation_version_is_last":true,"title":["覆水盆に返らず：年金資金株式市場運用の期待値予測に潜む取り返しのつかないリスク"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T18:38:08.462998+00:00"}