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MIURA Ryozo  三浦 良造

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… Alternative Names

三浦 良造  ミウラ リヨウゾウ

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Researcher Number 30107081
Other IDs
External Links
Affiliation (Current) 2025: 一橋大学, その他部局等, 名誉教授
Affiliation (based on the past Project Information) *help 2017 – 2021: 一橋大学, その他部局等, 名誉教授
2007 – 2009: 一橋大学, 大学院・国際企業戦略研究科, 教授
2006: Hitotsubashi University, Graduate School of International Corporate Strategy, Professor, 大学院国際企業戦略研究科, 教授
2005: 一橋大学, 大学院・国際企業戦略研究科, 教授
1999 – 2002: 一橋大学, 大学院・国際企業戦略研究科, 教授 … More
1998: 一橋大学, 商学部, 教授
1995: HITOTSUBASHI UNIV., DEPT.OF COMM.SCI., PROFESSOR, 商学部, 教授
1990 – 1992: 一橋大学, 商学部, 教授 Less
Review Section/Research Field
Principal Investigator
Statistical science / Public finance/Monetary economics / Accounting / Economic statistics
Except Principal Investigator
Economic statistics / General mathematics (including Probability theory/Statistical mathematics) / Public finance/Monetary economics / Economic statistics
Keywords
Principal Investigator
Forward backward stochastic differential equation / Black-Scholes Model / Vega Hedge / Stochastic Differential Utility / Corridor Options / Rank Statistics / Portfolio / 動的ポートフォリオ問題 / 後向き確率微分方程式 / 確率微分効用理論 … More / 確率的ポートフォリオ / 前向き後向き確率微分方 / 順位統計量 / ベガヘッジ / Black-Sholesモデル / 前向き後向き確率微分方程式 / 確率微分効用 / コリドーオプション / 順位統計表 / ポートフォリオ / Asymmetric Information / Risk Management / Incomplete Markets / Jump Process / Edokko Options / Insurance / Electricity / Weather Derivatives / 最適化 / jump-diffusion process / α-percentile barrier option / MBS / ジャンプ / リアルオプション / Good deal bounds / Edokko option / 情報の非対称性 / リスク管理 / 非完備市場 / ジャンプ過程 / Eddoko Option / 保険 / 電力 / 天候デリバティブ / Risk management / Indirect approach / Credit Risk / Market risk / Financial prototype / 倒産確率 / オプション・アプローチ / 倒産確立 / 企業価値 / リスク管理・戦略 / 間接的アプローチ / 信用リスク / 市場リスク / 財務のプロトタイプ / 漸近理論 / センサ-・デ-タ / オプション価格理論 / 順位推定 / 2標本 / 変換モデル / セミパラメトリック … More
Except Principal Investigator
データ解析 / 空間経済学 / 計量経済学 / 時空間統計学 / 時空間都市経済分析 / ネットワーク社会経済モデル / 時空間都市・地域経済分析 / 時空間統計解析 / ネットワーク社会モデル / 時空間ファイナンスモデル / 時空間確率場 / 時空間都市地域経済分析 / 時空間計量ファイナンス / 時空間統計科学 / 時空間計量経済学 / statistical soft ware / Sampling-resampling / Bio-statistics / Time series analysis / Multivariate analysis / Medical statistics / Parametric models / Information geometry / 欠陥データ解析 / 最適化理論 / 多変量解析モデル / 計算機統計学 / 実験計画 / 離散型確率モデル / 医学統計学 / 統計ソフト / 時系列解析モデル / 生物統計学 / 確率過程 / サンプリング・リサンプリング / 統計的推測 / returns / increasing / network / economic institution / technical innovation / 現場情報 / イノベ-ション / 協調 / 中間組織 / シュンペ-タ- / 証券価格 / MXA(公併・買収) / グロ-バリゼ-ション / ネットワ-ク / 技術革新 / 競争 / 株式リターン / エキゾチックオプション / ストカスティック・コリドー / 気温デリバティブ / 卸電力の現物価格 / アナリスト予想 / 経営者予想 / 最適ポートフォリオ / 資本構成 / 自己回帰 / 共和分 / 天候デリバティブ / 会計情報 / 年金運用 / ヘッジファンド / エネルギー商品 / 資産運用 / ファイナンス / S / 計算機言語 / 金融データ / 金利データ Less
  • Research Projects

    (9 results)
  • Research Products

    (16 results)
  • Co-Researchers

    (47 People)
  •  Building new models for spatio-temporal econometrics and thier statistical inference

    • Principal Investigator
      Yajima Yoshihiro
    • Project Period (FY)
      2017 – 2021
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      Tohoku University
  •  Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and Strategies

    • Principal Investigator
      OHASHI Kazuhiko
    • Project Period (FY)
      2007 – 2009
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Hitotsubashi University
  •  Theoretical Research on the problem of dynamic portfolio selection based on new approaches and Its ApplicationPrincipal Investigator

    • Principal Investigator
      MIURA Ryozo
    • Project Period (FY)
      2005 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Hitotsubashi University, Graduate School of International Corporate Strategy
  •  Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-Principal Investigator

    • Principal Investigator
      MIURA Ryozo
    • Project Period (FY)
      2001 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Hitotsubashi University
  •  The Quantitative Structure in Accounting Data of Japanese Manufacturing Companies and Its Relation to the Risk Management.Principal Investigator

    • Principal Investigator
      MIURA Ryozo
    • Project Period (FY)
      1998 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (B).
    • Research Field
      Accounting
    • Research Institution
      HITOTSUBASHI UNIVERSITY
  •  Research of Statistical models in Statistical Inference

    • Principal Investigator
      INAGAKI Nobuo
    • Project Period (FY)
      1994 – 1995
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      OSAKA UNIVERSITY
  •  S上の金融データ解析環境の構築

    • Principal Investigator
      柴田 里程
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Keio University
  •  セミパラメトリック変換モデルにおける母数推定;センサ-・2標本の場合Principal Investigator

    • Principal Investigator
      三浦 良造
    • Project Period (FY)
      1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  Technical Innovation and Economic Institutions : Japanese and Italian Economic Systems in Comparative Perspective

    • Principal Investigator
      SHIONOYA Yuichi
    • Project Period (FY)
      1989 – 1991
    • Research Category
      Grant-in-Aid for international Scientific Research
    • Research Institution
      HITOTSUBASHI UNVERSITY

All 2019 2017 2009 2007 2006 2005

All Journal Article Presentation Book

  • [Book] 信用リスクモデル入門2007

    • Author(s)
      ドナルド, ヴァン, デヴェンター, 今井 賢司〔著〕, 三浦 良造〔訳者代表〕
    • Total Pages
      307
    • Publisher
      東洋経済
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17300087
  • [Book] リスクとデリバティブの統計入門2005

    • Author(s)
      三浦 良造
    • Total Pages
      222
    • Publisher
      日本評論社
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17300087
  • [Journal Article] Credit Risk Models and the Basel Accords2007

    • Author(s)
      Donald Van Deventar, Kenji Imai( Authors), Ryozo Miura(First Translator)
    • Journal Title

      Toyo Keizai Shinpo 19

      Pages: 307-307

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17300087
  • [Journal Article] Rank Process, Stochastic Corridor, and Application to Finance、Advances in Statistical Modeling and Inference.2007

    • Author(s)
      Ryozo Miura
    • Journal Title

      Essays in Honor of Kjell A Doksum Vol.3

      Pages: 529-542

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19330068
  • [Journal Article] Rank Process, Stochastic Corridor and Application to Finance.2007

    • Author(s)
      三浦 良造
    • Journal Title

      「Advances in Statistical Modeling and Inference.」 Edited by Vijay Nair. World Scientific.2007 論文集

      Pages: 529-542

    • Data Source
      KAKENHI-PROJECT-17300087
  • [Journal Article] Rank Process, Stochastic Corridor and Applications to Finance2007

    • Author(s)
      Ryozo Miura
    • Journal Title

      Advances in Statistical Modeling and Inference. Essays in Honor of Kjell A Doksum Vol.3

      Pages: 529-542

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19330068
  • [Journal Article] Rank Process, Stochastic Corridor and Application to Finance.2006

    • Author(s)
      Ryozo Miura
    • Journal Title

      Advances in Statistical Modeling and Inference Series in Biostatistics-Vol. 3

      Pages: 529-542

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17300087
  • [Journal Article] The distribution of continuous time rank processes2006

    • Author(s)
      Takahiko Fujita, Ryozo Miura
    • Journal Title

      Advances in Mathematical Economics Vol.9

      Pages: 25-32

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17300087
  • [Journal Article] Rank process stochastic corridor and applications to finance.2006

    • Author(s)
      Ryozo Miura.
    • Journal Title

      Advances in Statistical Modeling and Inference, Series in Biostatistics 3

      Pages: 529-542

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17300087
  • [Journal Article] The distribution of continuous time rank processes.2006

    • Author(s)
      Takahiko Fujita, Ryozo Miura
    • Journal Title

      Advances in Mathematical Economics 9

      Pages: 25-32

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17300087
  • [Journal Article] An Introduction to Statistics for Risk and Derivatives2005

    • Author(s)
      Ryozo Miura
    • Journal Title

      Nippon-Hyoron-sha 15

      Pages: 222-222

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17300087
  • [Presentation] A market model with errror terms following symmetric-asymmetric distribution family and decomposition of Jensen's Alpha2019

    • Author(s)
      Ryozo, Miura. and Navruzbek, Karamatov.
    • Organizer
      日本統計関連学会連合大会 於.滋賀大学
    • Data Source
      KAKENHI-PROJECT-17H02508
  • [Presentation] Jensen's alpha in the CAPM market model from the viewpoints of asymptotic accuracy of estimation of beta and of asymmetry of residual distributions2019

    • Author(s)
      Ryozo, Miura. and Navruzbek, Karamatov.
    • Organizer
      INPROFORUM 2019, South Bohemia Univerity
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H02508
  • [Presentation] Spatial CAPM and spatial model for international stock markets2017

    • Author(s)
      Ryozo Miura
    • Organizer
      Workshop on spatial and spatio-temporal data analysis ,2017 at Tohoku University
    • Data Source
      KAKENHI-PROJECT-17H02508
  • [Presentation] What can we do for portfolio selection with hedge funds?2009

    • Author(s)
      三浦良造
    • Organizer
      日本統計学会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-09
    • Data Source
      KAKENHI-PROJECT-19330068
  • [Presentation] What can we do for portfolio selection with hedge funds?2009

    • Author(s)
      三浦良造
    • Organizer
      日本統計学会
    • Place of Presentation
      同志社大学、京都
    • Year and Date
      2009-09-09
    • Data Source
      KAKENHI-PROJECT-19330068
  • 1.  OHASHI Kazuhiko (50261780)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 2.  HONDA Toshiki (70303063)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 3.  NAKAMURA Nobuhiro (90323899)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 4.  NAGAYAMA Izumi (50334595)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 5.  SECCHI Carlo
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 6.  NOMA Mikiharu (80347286)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  SHIONOYA Yuichi (50017521)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  YONEKURA Seiichiro (00158528)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  GOTO Akira (20054380)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  ISHI Hiromitsu (60017530)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  ITAMI Hiroyuki (90017492)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  IMAI Ken-ichi (80017467)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  INAGAKI Nobuo (10000184)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  KONDO Masao (70117505)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  TAGURI Masaaki (10009607)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  YAMADA Sakutaro (60017077)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  GOTO Masashi (00273615)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  MATSUURA Yoshiyuki (70274149)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  OUE Shingo (90272765)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  HACHIYA Toyohiko (00251645)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  NAKANO Makoto (00275017)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  KAMIMURA Shoji (50323902)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  Yajima Yoshihiro (70134814)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  柴田 里程 (60089828)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  椿 広計 (30155436)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 26.  渋谷 政昭 (20146723)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  伊藤 邦雄 (60134889)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 28.  榊原 清則 (40114946)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 29.  清水 邦夫 (60110946)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 30.  久保川 達也 (20195499)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 31.  景山 三平 (70033892)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 32.  西 晃央 (60022274)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 33.  白旗 慎吾 (10037294)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 34.  松田 安昌 (10301590)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 35.  中島 賢太郎 (60507698)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 36.  VALDANI Enrico
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 37.  MARELLI Enrico
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 38.  MOLTENI Corrado
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 39.  FILIPPINI Carlo
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 40.  ENRICO Marel
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 41.  ENRICO Valda
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 42.  CORRADO Molt
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 43.  CARLO Filipp
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 44.  CARLO Seccki
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 45.  ALESSANDRINI セルジヨ
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 46.  CANZIANI Arn
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 47.  MOLTENI Corr
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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