Goto Makoto 後藤允

… Alternative Names

GOTO Makoto 後藤允

Less

Researcher Number	30434286
Other IDs
External Links
Affiliation (Current)	2025: 東京理科大学, 創域理工学部経営システム工学科, 准教授 2025: 北海道大学, 経済学研究院, 准教授
Affiliation (based on the past Project Information) *help	2023: 東京理科大学, 創域理工学部経営システム工学科, 准教授 2022: 東京理科大学, 理工学部経営工学科, 准教授 2017 – 2021: 北海道大学, 経済学研究院, 准教授 2016: 北海道大学, 経済学研究科, 准教授 2015 – 2016: 北海道大学, 経済学研究科(研究院), 准教授 … More 2013: 北海道大学, 大学院経済学研究科, 准教授 2012 – 2013: 北海道大学, 経済学研究科(研究院), 准教授 2012: 北海道大学, 経済学研究科, 准教授 2011: 北海道大学, 大学院・経済学研究科, 准教授 Less
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system / Basic Section 25010:Social systems engineering-related Except Principal Investigator Social systems engineering/Safety system / Social systems engineering/Safety system
Keywords	Principal Investigator 環境投資 / リアルオプション / 環境政策 / RPS / インパルス制御 / 環境投資問題 / 社会的厚生 / 社会厚生 / 確率論 / 応用数学 … More / コーポレートファイナンス / 競争投資 / スイッチング制御 / 設備投資 … More Except Principal Investigator リアルオプション / 意思決定 / リアルオプション・アプローチ / 消費者購買行動モデル / 動学的離散選択 / 消費者行動 / 忘却 / 学習 / 家庭内在庫 / 動的 / 消費者購買行動 / マーケティング / マーケットマイクロス / ファイナンス理論 / リスク管理 / 金融リスク管理 / ファイナンス / ポートフォリオ最適 / ポートフォリオ最適化 / オプション評価 / 確率モデル / 金融工学 / 数理ファイナンス / OR Less

A Study on the Evaluation of Environmental Policies Considering the Impact of Environmental Investments on Social WelfarePrincipal Investigator
- Principal Investigator
  
  Goto Makoto
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Tokyo University of Science
  Hokkaido University
A Stochastic Approach to Environmental Investment Problems with the Planar Impulse Control(Fostering Joint International Research)Principal Investigator
- Principal Investigator
  
  Goto Makoto
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Fund for the Promotion of Joint International Research (Fostering Joint International Research)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
A Dynamic Model of Consumer Purchase Behavior for Price Promotion : A Real Options Approach
- Principal Investigator
  
  Suzuki Hiroto
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Josai International University
  Hokkaido University
A Stochastic Approach to Capacity Choice Problems with the Planar Impulse ControlPrincipal Investigator
- Principal Investigator
  
  Goto Makoto
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
An unified evaluation model for the financial systemic risk under financial crisis
- Principal Investigator
  
  SUZUKI Teruyoshi
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
Exploring Decision Support Models in OR-oriented Finance
- Principal Investigator
  
  KIMURA Toshikazu (KIMURA Toshkazu)
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Kansai University
  Hokkaido University

[Book] 投資戦略の数理モデル2020
- Author(s)
  後藤允
- Total Pages
  216
- Publisher
  朝倉書店
- ISBN
  9784254275742
- Data Source
  KAKENHI-PROJECT-20K04958
[Book] 投資戦略の数理モデル－リアルオプションの基礎と理論2020
- Author(s)
  後藤允
- Total Pages
  216
- Publisher
  朝倉書店
- ISBN
  9784254275742
- Data Source
  KAKENHI-PROJECT-16KK0046
[Book] ファイナンス理論入門2012
- Author(s)
  木島正明, 鈴木輝好, 後藤允
- Total Pages
  198
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23310098
[Book] Recent Advances in Financial Engineering 2011 (The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach2012
- Author(s)
  Goto, M. and Tatsumi, K.
- Publisher
  World Scientific
- Data Source
  KAKENHI-PROJECT-23310098
[Book] ファイナンス理論入門:金融工学へのプロローグ2012
- Author(s)
  木島正明・鈴木輝好・後藤允
- Total Pages
  198
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20241037
[Book] ファイナンス理論入門:金融工学へのプロローグ2011
- Author(s)
  木島正明・鈴木輝好・後藤允
- Total Pages
  198
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] American Pandemic Options: Premiums and Greeks2024
- Author(s)
  Kitamura, Y., Shimoshimizu, M., Goto, M. and Tian, Y.
- Journal Title
  
  Proceedings of Asian Conference of Management Science and Applications
  
  Volume: 2023
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K04958
[Journal Article] Industry Entry Strategies by Friendly M&A: Big Leap or Serial Merger2024
- Author(s)
  Suzuki, M., Shimoshimizu, M. and Goto, M.
- Journal Title
  
  Proceedings of Asian Conference of Management Science and Applications
  
  Volume: 2023
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K04958
[Journal Article] Prediction Model for Opta Index Using Football Player Performance Data2024
- Author(s)
  Shinji, M., Shimoshimizu, M., Goto, M., Williams, M., Noguchi, N., Sasaki, S. and Takai, A.
- Journal Title
  
  Proceedings of Asian Conference of Management Science and Applications
  
  Volume: 2023
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K04958
[Journal Article] An Option Pricing Framework for Valuation of Football Players: Transfer Offers and Sellouts2024
- Author(s)
  Kudo, Y., Shimoshimizu, M., Goto, M., Williams, M., Noguchi, N., Sasaki, S. and Takai, A.
- Journal Title
  
  Proceedings of Asian Conference of Management Science and Applications
  
  Volume: 2023
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K04958
[Journal Article] 電力市場と容量市場における価格のジャンプリスクを考慮した発電容量への投資価値評価について2023
- Author(s)
  辻村元男，吉岡秀和，高嶋隆太，後藤允
- Journal Title
  
  京都大学数理解析研究所講究録，ファイナンスの数理解析とその応用
  
  Volume: 2237 Pages: 104-115
- Open Access
- Data Source
  KAKENHI-PROJECT-20K04958
[Journal Article] 電力市場と容量市場における価格のジャンプリスクを考慮した発電容量への投資価値評価について2023
- Author(s)
  辻村元男, 吉岡秀和, 髙嶋隆太, 後藤允
- Journal Title
  
  京都大学数理解析研究所講究録, ファイナンスの数理解析とその応用
  
  Volume: 2237 Pages: 104-115
- Open Access
- Data Source
  KAKENHI-PROJECT-20K04958
[Journal Article] Real Options in Stochastic SIR Model2021
- Author(s)
  Makoto Goto, Yuan Tian
- Journal Title
  
  京都大学数理解析研究所講究録, ファイナンスの数理解析とその応用
  
  Volume: 2207 Pages: 62-70
- Open Access
- Data Source
  KAKENHI-PROJECT-20K04958
[Journal Article] A Note on Impulse Control with Outside Jumps2019
- Author(s)
  Goto, M. and Kanagawa, S.
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 2111 Pages: 21-28
- Data Source
  KAKENHI-PROJECT-16KK0046
[Journal Article] 四則演算によるリアルオプション2017
- Author(s)
  後藤允
- Journal Title
  
  リアルオプションと戦略
  
  Volume: 9(1) Pages: 44-50
- NAID
  130007584658
- Data Source
  KAKENHI-PROJECT-15K16290
[Journal Article] リアルオプションの確率モデル2017
- Author(s)
  後藤允
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 2029 Pages: 21-28
- Data Source
  KAKENHI-PROJECT-15K16290
[Journal Article] Pollution Thresholds under Uncertainty in Asymmetric Duopoly2016
- Author(s)
  Goto, M., Takashima, R. and Tsujimura, M.
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 1983 Pages: 27-40
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K16290
[Journal Article] Leaders, Followers, and Equity Risk Premium in Booms and Busts2016
- Author(s)
  Makoto, Goto, Katsumasa, Nishide, Ryuta Takashima
- Journal Title
  
  Journal of Banking & Finance
  
  Volume: Available online 10 October Pages: 1-14
- DOI
  10.1016/j.jbankfin.2016.08.010
- NAID
  120006876266
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H01833, KAKENHI-PROJECT-25245046, KAKENHI-PROJECT-26242028, KAKENHI-PROJECT-15H02965, KAKENHI-PROJECT-15H02975, KAKENHI-PROJECT-26380390, KAKENHI-PROJECT-15K16290, KAKENHI-PROJECT-17K03797
[Journal Article] A Model of Purchase Behavior under Price Uncertainty: A Real Options Approach2015
- Author(s)
  Suzuki, H., Goto, M. and Ohno, T
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 3 Issue: 0 Pages: 1-12
- DOI
  10.12949/ijros.3.1
- NAID
  130005117923
- ISSN
  2186-4667
- Language
  English
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K16290
[Journal Article] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2015
- Author(s)
  Goto, M. and Suzuki, T.
- Journal Title
  
  Review of Financial Economics
  
  Volume: 27 Issue: 1 Pages: 16-27
- DOI
  10.1016/j.rfe.2015.07.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K16290, KAKENHI-PROJECT-26242028, KAKENHI-PROJECT-15H02965
[Journal Article] An Evaluation Model for Introducing the RVM Effect for Plastic Bottle Recycling Firms2015
- Author(s)
  鈴木広人, 後藤允, 大野高裕
- Journal Title
  
  Journal of Japan Industrial Management Association
  
  Volume: 66 Issue: 3 Pages: 287-299
- DOI
  10.11221/jima.66.287
- NAID
  130005107069
- ISSN
  1342-2618, 2187-9079
- Language
  Japanese
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K16290
[Journal Article] Investment, Capacity Choice and Outsourcing Options under Uncertainty2013
- Author(s)
  Goto, M. and Takashima, R.
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 1 Pages: 17-27
- NAID
  130005001741
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23310098
[Journal Article] リアルオプション理論と設備投資問題:確率制御アプローチ2012
- Author(s)
  後藤允
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 57 Pages: 560-565
- NAID
  110009518221
- Data Source
  KAKENHI-PROJECT-23310098
[Journal Article] リアルオプション理論と設備投資問題:確率制御アプローチ2012
- Author(s)
  後藤允
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 57 Pages: 560-565
- NAID
  110009518221
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach2012
- Author(s)
  Goto, M. and Tatsumi, K.
- Journal Title
  
  Recent Advances in Financial Engineering 2011
  
  Volume: 1 Pages: 73-96
- DOI
  10.1142/9789814407335_0005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 電力需要の不確実性に基づく二部料金の評価2010
- Author(s)
  宮口直也・後藤允・大野高裕
- Journal Title
  
  リアルオプション研究 3
  
  Pages: 77-93
- NAID
  130000263855
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Real Options in a Duopoly S etting : Investment on the Project with perational Options and Fixed Costs2010
- Author(s)
  Goto M., Takashima, R., Tsujimura, M.
- Journal Title
  
  Journal of Applied Operational Resea rch 2
  
  Pages: 22-32
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Irreversible Investment, Operating Flexibility, and Time Lags2010
- Author(s)
  Goto, M., Takashima, R. and Tsujimura, M.
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Issue: 02 Pages: 271-286
- DOI
  10.1142/s0217595910002685
- NAID
  120003762638
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Optimal Timing of Information Security Investment : A Real Options Approach2010
- Author(s)
  Tatsumi, K., Goto, M.
- Journal Title
  
  Economics of Information Security and Privacy
  
  Pages: 211-228
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] LBOs and Debt Ratio in a Growing Industry2010
- Author(s)
  Goto, M.
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 87-96
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Choice of Altemative Environmental Policies with Quadratic Costs under Uncertainty2010
- Author(s)
  Goto, M., Takashima, R., Tsujimura, M.
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 248-260
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Irreversible lnvestment, Operating Flexibility, and Time Lags2010
- Author(s)
  Takashima, R., Goto, M., Tsujunura, M.
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Pages: 271-286
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Real Options in a Duopoly Setting : Investment on the Project with Operational Options and Fixed Costs2010
- Author(s)
  Goto, M., Takashima, R., Tsujimura, M.
- Journal Title
  
  Journal of Applied Operational Research
  
  Volume: 2 Pages: 22-32
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article]2009
- Author(s)
  後藤允
- Journal Title
  
  金融工学ハンドブック(第4章分担訳)(朝倉書店)
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 2次形式の調整費用を考慮した代替的な環境政策について2008
- Author(s)
  後藤允・高嶋隆太・辻村元男
- Journal Title
  
  オペレーションズ・リサーチ 53
  
  Pages: 235-239
- NAID
  110004705425
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] リアルオプション理論によるM&A分析の展望2008
- Author(s)
  後藤允
- Journal Title
  
  オペレーションズ・リサーチ 53
  
  Pages: 635-640
- NAID
  110006990369
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Entry into the Electricity Market: Uncertainty, Competition, and Mothballing Options2008
- Author(s)
  Takashima, R., Goto, M., Kimura, H. and Madarame, H.
- Journal Title
  
  Energy Economics
  
  Volume: 30 Issue: 4 Pages: 1809-1830
- DOI
  10.1016/j.eneco.2007.05.002
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Entry into the Electricity Market : Uncertainty, Competition, and Mothballing Options2008
- Author(s)
  Takashima, R, Goto, M., Kimura, H. and Madarame, H.
- Journal Title
  
  Energy Economics 30
  
  Pages: 1809-1830
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 不確実性下における代替的な環境政策の選択2008
- Author(s)
  後藤允・高嶋隆太・辻村元男
- Journal Title
  
  ジャフィー・ジャーナル-金融工学と市場計量分析非流動資産の価格付けとリアルオプション
  
  Pages: 24-51
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 不確実性下における発電プラントの投資評価 : 投資率変更オプションとスパークスプレッド・オプション2008
- Author(s)
  高嶋隆太・宮口直也・後藤允
- Journal Title
  
  リアルオプション研究 1
  
  Pages: 1-17
- NAID
  130000149533
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] リアルオプションとオークションについて2024
- Author(s)
  トウセイカ, 下清水慎, 後藤允
- Organizer
  日本リアルオプション学会「学生を主体とした研究発表部会」
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 移籍と放出を考慮したサッカー選手評価のためのリアルオプションフレームワーク2024
- Author(s)
  工藤佑太, 下清水慎, 後藤允, Williams, M., 野口直人, 佐々木翔平, 高居明弘
- Organizer
  日本オペレーションズ・リサーチ学会2024年度春季研究発表会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] How Much Do Restaurants Hedge with Pandemic Options?2024
- Author(s)
  北村悠人, 下清水慎, 後藤允, 田園
- Organizer
  第60回2023年度冬季JAFEE大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] CVaRを用いた暗号資産含むポートフォリオ最適化2024
- Author(s)
  樋口海斗, 下清水慎, 後藤允
- Organizer
  日本オペレーションズ・リサーチ学会2024年度春季研究発表会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] リアルオプション法を用いた多段階IT投資に関する研究2024
- Author(s)
  カクシイツ, 下清水慎, 後藤允
- Organizer
  日本リアルオプション学会「学生を主体とした研究発表部会」
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] How Much Do Restaurants Hedge with Pandemic Options?2024
- Author(s)
  北村悠人, 下清水慎, 後藤允, 田園
- Organizer
  日本オペレーションズ・リサーチ学会2024年度春季研究発表会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 情報格差のある寡占産業への連続M&Aによる進出戦略2024
- Author(s)
  鈴木幹, 下清水慎, 後藤允
- Organizer
  日本リアルオプション学会「学生を主体とした研究発表部会」
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 情報格差のある寡占産業への連続M&Aによる進出戦略2024
- Author(s)
  鈴木幹, 下清水慎, 後藤允
- Organizer
  日本オペレーションズ・リサーチ学会2024年度春季研究発表会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 不確実性下の複占市場における生産柔軟性をもつ企業の設備投資2023
- Author(s)
  トウセイカ, 後藤允
- Organizer
  日本経営工学会2023年春季大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 友好的 M&A による産業進出戦略:大型合併と段階的合併2023
- Author(s)
  鈴木幹, 下清水慎, 後藤允
- Organizer
  日本リアルオプション学会2023年研究発表大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] An Option Pricing Framework for Valuation of Football Players: Transfer Offers and Sellouts2023
- Author(s)
  Kudo, Y., Shimoshimizu, M., Goto, M., Williams, M., Noguchi, N., Sasaki, S. and Takai, A.
- Organizer
  7th Asian Conference of Management Science and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] パンデミックオプションについて2023
- Author(s)
  北村悠人, 下清水慎, 後藤允
- Organizer
  2023年度数理解析研究所共同研究（公開型）, ファイナンスの数理解析とその応用
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] スポーツファイナンス：選手のパフォーマンスと勝敗が企業価値に与える影響2023
- Author(s)
  後藤允
- Organizer
  日本オペレーションズ・リサーチ学会「社会と技術・システムのイノベーション」2023年度第4回研究会
- Invited
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 不確実性下における価格規制と資本投資2023
- Author(s)
  辻村元男, 後藤允, 髙嶋隆太, 吉岡秀和
- Organizer
  2023年度数理解析研究所共同研究（公開型）, ファイナンスの数理解析とその応用
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] American Pandemic Options: Premiums and Greeks2023
- Author(s)
  Kitamura, Y., Shimoshimizu, M., Goto, M. and Tian, Y.
- Organizer
  7th Asian Conference of Management Science and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 移籍と放出を考慮したサッカー選手評価のためのリアルオプションフレームワーク2023
- Author(s)
  工藤佑太, 下清水慎, 後藤允, Williams, M., 野口直人, 佐々木翔平, 高居明弘
- Organizer
  日本リアルオプション学会2023年研究発表大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] Industry Entry Strategies by Friendly M&A: Big Leap or Serial Merger2023
- Author(s)
  Suzuki, M., Shimoshimizu, M. and Goto, M.
- Organizer
  7th Asian Conference of Management Science and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] Prediction Model for Opta Index Using Football Player Performance Data2023
- Author(s)
  Shinji, M., Shimoshimizu, M., Goto, M., Williams, M., Noguchi, N., Sasaki, S. and Takai, A.
- Organizer
  7th Asian Conference of Management Science and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 確率的SISモデルを用いた最適ワクチン接種戦略：リアルオプションアプローチ2022
- Author(s)
  後藤允，田園
- Organizer
  日本経営工学会2022年春季大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 不確実性下の複占市場における生産柔軟性をもつ企業の設備投資2022
- Author(s)
  トウセイカ，後藤允
- Organizer
  日本リアルオプション学会2022年研究発表大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] 電力市場と容量市場における価格のジャンプリスクを考慮した発電容量への投資価値評価について2022
- Author(s)
  辻村元男，吉岡秀和，高嶋隆太，後藤允
- Organizer
  2022年度数理解析研究所共同研究（公開型）「ファイナンスの数理解析とその応用」
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] Optimal Vaccination Strategies in a Stochastic SIS Model: A Real Options Approach2021
- Author(s)
  後藤允, 田園
- Organizer
  日本リアルオプション学会2021年研究発表大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] Real Options in Stochastic SIR Model2021
- Author(s)
  後藤允, 田園
- Organizer
  2021年度数理解析研究所共同研究(公開型)「ファイナンスの数理解析とその応用」
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] A Note on Solutions of Policy Decisions and Social Welfare in RPS2021
- Author(s)
  後藤允
- Organizer
  日本経営工学会2021年春季大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] A Note on Solutions of Real Options Model with a Quadratic Flow Function2020
- Author(s)
  後藤允
- Organizer
  2020年度数理解析研究所共同研究(公開型)「ファイナンスの数理解析とその応用」
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] チュートリアル：投資戦略の数理モデル―リアルオプションの基礎2020
- Author(s)
  後藤允
- Organizer
  日本リアルオプション学会2020年研究発表大会
- Invited
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] A Note on Solutions of Real Options Model with a Quadratic Flow Function2020
- Author(s)
  後藤允
- Organizer
  日本リアルオプション学会2020年研究発表大会
- Data Source
  KAKENHI-PROJECT-20K04958
[Presentation] Optimal Timing and Debt Ratio in Leveraged Buyouts2019
- Author(s)
  Goto, M., Takashima, R. and Tsujimura, M.
- Organizer
  23rd Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16KK0046
[Presentation] A Note on Impulse Control with Outside Jumps2018
- Author(s)
  Goto, M. and Kanagawa, S.
- Organizer
  ENRE and SOLA Joint Seminar 2018
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Policy Decisions and Social Welfare in Renewable Portfolio Standards2018
- Author(s)
  後藤允, 高嶋隆太
- Organizer
  平成30年度数理解析研究所共同研究（公開型）, ファイナンスの数理解析とその応用
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] A Note on Impulse Control with Outside Jumps2018
- Author(s)
  後藤允, 金川聖也
- Organizer
  平成30年度数理解析研究所共同研究（公開型）, ファイナンスの数理解析とその応用
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Policy Decisions and Social Welfare in Renewable Portfolio Standards2018
- Author(s)
  Goto, M. and Takashima, R.
- Organizer
  INFORMS Annual Meeting 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Real Options in Renewable Portfolio Standards2017
- Author(s)
  後藤允, 高嶋隆太
- Organizer
  平成29年度数理解析研究所共同研究（公開型）, ファイナンスの数理解析とその応用
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Real Options in Renewable Portfolio Standards2017
- Author(s)
  後藤允, 高嶋隆太
- Organizer
  日本オペレーションズ・リサーチ学会2017年秋季研究発表会
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Real Options in Renewable Portfolio Standards2017
- Author(s)
  後藤允, 高嶋隆太
- Organizer
  日本リアルオプション学会2017年研究発表大会
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Real Options in Renewable Portfolio Standards2017
- Author(s)
  Goto, M. and Takashima, R.
- Organizer
  21st Conference of the International Federation of Operational Research Societies
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] チュートリアル:リアルオプションの確率モデル2016
- Author(s)
  後藤允
- Organizer
  平成28年度数理解析研究所研究集会
- Place of Presentation
  京都大学（京都）
- Year and Date
  2016-11-29
- Invited
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Real Options in Renewable Portfolio Standards2016
- Author(s)
  Takashima, R. and Goto, M.
- Organizer
  INFORMS Annual Meeting 2016
- Place of Presentation
  Music City Center (Nashville)
- Year and Date
  2016-11-13
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Introduction to Real Option Analysis Part I-III2016
- Author(s)
  Goto, M.
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics, 2015
- Place of Presentation
  サホロリゾートホテル（夕張市）
- Year and Date
  2016-02-17
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] チュートリアル:四則演算によるリアルオプション2016
- Author(s)
  後藤允
- Organizer
  日本リアルオプション学会2016年研究発表大会
- Place of Presentation
  中央大学（東京）
- Year and Date
  2016-11-20
- Invited
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Environmental Regulation and Entry-Exit Decisions2016
- Author(s)
  Goto, M., Takashima, R. and Tsujimura, M.
- Organizer
  20th Annual International Real Options Conference
- Place of Presentation
  University of Oslo (Oslo)
- Year and Date
  2016-06-16
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] The Effect of Environmental Regulation on Strategic Decision2016
- Author(s)
  後藤允, 高嶋隆太, 辻村元男
- Organizer
  日本オペレーションズ・リサーチ学会2016年秋季研究発表会
- Place of Presentation
  山形大学（山形）
- Year and Date
  2016-09-15
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] On the Impulse Control Problem with Outside Jumps2015
- Author(s)
  Goto, M.
- Organizer
  5th International IMS-FIPS Workshop
- Place of Presentation
  Rutgers University (New Brunswick)
- Year and Date
  2015-06-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Pollution Thresholds under Uncertainty in Asymmetric Duopoly2015
- Author(s)
  後藤允, 高嶋隆太, 辻村元男
- Organizer
  平成27年度数理解析研究所研究集会, ファイナンスの数理解析とその応用
- Place of Presentation
  京都大学（京都市）
- Year and Date
  2015-11-16
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] A Model of Purchase Behavior under Price Uncertainty: A Real Options Approach2015
- Author(s)
  鈴木広人, 後藤允, 大野高裕
- Organizer
  日本リアルオプション学会2015年研究発表大会
- Place of Presentation
  国際大学（南魚沼市）
- Year and Date
  2015-10-25
- Data Source
  KAKENHI-PROJECT-15K16290
[Presentation] Irreversible Investments under Competition with Markov Switching Regime2012
- Author(s)
  Goto, M., Nishide, K. and Takashima, R.
- Organizer
  Workshop on Probability and Statistics in Finance 2012
- Place of Presentation
  UCB, Berkeley, USA
- Year and Date
  2012-05-31
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Irreversible Investments under Competition with Markov Switching Regime2012
- Author(s)
  Goto, M., Nishide, K. and Takashima, R.
- Organizer
  16th Annual International Real Options Conference
- Place of Presentation
  London Business School (United Kingdom)
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Irreversible Investments under Competition with Markov Switching Regime2012
- Author(s)
  Goto, M.
- Organizer
  Winter Workshop on Finance 2012
- Place of Presentation
  北海道大学(札幌)
- Year and Date
  2012-02-13
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Irreversible Investments under Competition with Markov Switching Regime2012
- Author(s)
  Goto, M., Nishide, K. and Takashima, R.
- Organizer
  Workshop on Probability and Statistics in Finance 2012
- Place of Presentation
  UC Berkeley (USA)
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] MBOによる上場廃止効果とデフォルトリスクのトレードオフについて2012
- Author(s)
  後藤允
- Organizer
  日本リアルオプション学会2012年研究発表大会,
- Place of Presentation
  早稲田大学（東京都）
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] The Theory of Security Battle : The Relationship between an Attacker and a Defender2011
- Author(s)
  後藤允・辰巳憲一
- Organizer
  日本オペレーションズ・リサーチ学会2011年秋季研究発表会
- Place of Presentation
  甲南大学
- Year and Date
  2011-09-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] TFe Theory of Security Battle : The Relationship between an Attacker and a Defender2011
- Author(s)
  後藤允
- Organizer
  日本リアルオプション学会2011年研究発表大会
- Place of Presentation
  青山学院大学(東京)
- Year and Date
  2011-11-06
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Irreversible Investment under Competition with Markov Switching Regime2011
- Author(s)
  Goto, M., Nishide, K., Takashima, R.
- Organizer
  Quantitative Methods in Finance Conference 2011
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2011
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  15th Annual International Conference on Real Options
- Place of Presentation
  Abo Akademi University, Finland
- Year and Date
  2011-06-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2011
- Author(s)
  Goto, M.
- Organizer
  15th Annual International Real Options Conference
- Place of Presentation
  Abo Akademi University (Finland)
- Year and Date
  2011-06-18
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Irreversible Investments under Competition with Markov Switching Regime2011
- Author(s)
  Goto, M.
- Organizer
  International Workshop on Finance 2011
- Place of Presentation
  同志社大学(京都)
- Year and Date
  2011-08-04
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Irreversible Investment under Competition with Markov Switching Regime2011
- Author(s)
  Goto, M., Nishide, K., Takashima, R.
- Organizer
  International Workshop on Finance 2011
- Place of Presentation
  Doshisha University, Kyoto, Japan
- Year and Date
  2011-08-04
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation witn Tangible Assets and Debt Renegotiation2011
- Author(s)
  Goto, M.
- Organizer
  Quantitative Methods in Finance 2011
- Place of Presentation
  Hilton Hotel Sydney (Australia)
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] The Theory of Security Battle : The Relationship between an Attacker and a Defender2011
- Author(s)
  後藤允・辰巳憲一
- Organizer
  日本リアルオプション学会2011年研究発表大会
- Place of Presentation
  青山学院大学
- Year and Date
  2011-11-06
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Theory of Security Battle : The Relationsnip between an Attacker and a Defender2011
- Author(s)
  後藤允
- Organizer
  日本オペレーションズ・リサーチ学会2011年秋季研究発表会
- Place of Presentation
  甲南大学(神戸)
- Year and Date
  2011-09-15
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Competition and Irreversible Investment with Markov Switching Regime2010
- Author(s)
  後藤允・西出勝正・高嶋隆太
- Organizer
  大阪大学金融・保険教育研究センター「金融工学・数理・計量ファイナンスの諸問題」中之島ワークショップ
- Place of Presentation
  大阪市中央公会堂招待講演
- Year and Date
  2010-12-03
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2010
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  The Sixteenth Joint Seminar of Yonsei University and Hokkaido University
- Place of Presentation
  Yonsei University, Seoul, Korea 招待講演
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Reneeotiation2010
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  日本保険・年金リスク学会第8回研究発表大会
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2010-10-02
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Option to Acquire, LBOs and Debt Ratio in a Growing Industry2010
- Author(s)
  Goto, M.
- Organizer
  14th Annual International Conference on Real Options
- Place of Presentation
  Luiss Business School, Rome, Italy
- Year and Date
  2010-06-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Reneeotiation2010
- Author(s)
  後藤允・木島正明・鈴木輝好
- Organizer
  日本オペレーションズ・リサーチ学会2010年秋季研究発表会
- Place of Presentation
  コラッセ福島
- Year and Date
  2010-09-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Competition and Irreversible Investment with Markov Switching Regime2010
- Author(s)
  後藤允・西出勝正・高嶋隆太
- Organizer
  日本リアルオプション学会2010年研究発表大会
- Place of Presentation
  東京大学
- Year and Date
  2010-11-14
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2010
- Author(s)
  後藤允・木島正明・鈴木輝好
- Organizer
  平成22年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2010-11-25
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Investment, Capacity Choice and Outsourcing under Uncertainty2009
- Author(s)
  Goto, M. and Takashima, R.
- Organizer
  2009 Daiwa Young Researchers' Workshop on Finance
- Place of Presentation
  京都大学
- Year and Date
  2009-03-11
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Choice of Alternative Environmental Policies with Quadratic Costs under Uncertainty2009
- Author(s)
  Goto, M., Takashima, R., Tsujimura, M.
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2009-11-27
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] コミットメントラインの評価2009
- Author(s)
  浅野裕貴・高橋啓・後藤允・大野高裕
- Organizer
  日本経営システム学会2009年秋期全国研究発表大会
- Place of Presentation
  九州産業大学
- Year and Date
  2009-11-29
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 回収率の不確実性を考慮したクレジット・デフォルト・スワップの価格評価2009
- Author(s)
  高田浩基・高橋啓・後藤允・大野高裕
- Organizer
  日本経営システム学会2009年春期全国研究発表大会
- Place of Presentation
  新潟国際情報大学
- Year and Date
  2009-05-24
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Timing of Financing of Leveraged Buyouts2009
- Author(s)
  Goto, M., Takashima, R., Tsujimura, M.
- Organizer
  日本オペレーションズ・リサーチ学会2009年秋季研究発表会
- Place of Presentation
  長崎大学
- Year and Date
  2009-09-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Investment, Capacity Choice and Outsourcing2009
- Author(s)
  Goto, M., Takashima, R.
- Organizer
  The 13th Annual International Conference on Real Optoins
- Place of Presentation
  University of Minho, Portugal
- Year and Date
  2009-06-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Real Options Model of Debt Ratio in Leveraged Buyouts2009
- Author(s)
  Goto, M., Takashima, R., Tsujimwa, M.
- Organizer
  日本リアルオプション学会2009年研究発表大会
- Place of Presentation
  信州大学
- Year and Date
  2009-12-13
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] LBOs and Debt Ratio in a Growing Ingdustry2009
- Author(s)
  Goto, M.
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2009-11-26
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 両側指数ジャンプ拡散過程を用いたコンポジットオプションの価格評価2009
- Author(s)
  熊谷和俊・高橋啓・後藤允・大野高裕
- Organizer
  日本経営システム学会2009年春期全国研究発表大会
- Place of Presentation
  新潟国際情報大学
- Year and Date
  2009-05-24
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Alternative Investments, Debt Financing, and Optimal Capital Structure2009
- Author(s)
  Goto, M. Takashima, R. and Tsuiimura, M.
- Organizer
  日本オペレーションズ・リサーチ学会2009年春季研究発表会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] ジャンプリスクと再建型倒産を考慮した最適資本構成モデル2009
- Author(s)
  中林貢・高橋啓・後藤允・大野高裕
- Organizer
  日本経営システム学会2009年秋期全国研究発表大会
- Place of Presentation
  九州産業大学
- Year and Date
  2009-11-29
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Real Options Game : Investment on the Project with Operational Options and Fixes Costs2009
- Author(s)
  Goto, M., Takashima, R., Tsujimura, M.
- Organizer
  The 23rd European Conference on Operational Rescarch
- Place of Presentation
  Bonn, Germany
- Year and Date
  2009-07-07
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] CO2回収・貯留事業の価値評価モデルの構築2009
- Author(s)
  棟近剛史・後藤允・大野高裕
- Organizer
  日本リアルオプション学会2009年研究発表大会
- Place of Presentation
  信州大学
- Year and Date
  2009-12-13
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] スキー場経営の近未来の描き方2009
- Author(s)
  後藤允・高橋啓・大野高裕
- Organizer
  日本リアルオプション学会2009年研究発表大会
- Place of Presentation
  信州大学
- Year and Date
  2009-12-12
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 在庫量による影響を考慮したコモディティ先物価格評価モデル2009
- Author(s)
  石田恒太・高橋啓・後藤允・大野高裕
- Organizer
  日本経営システム学会2009年秋期全国研究発表大会
- Place of Presentation
  九州産業大学
- Year and Date
  2009-11-29
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 電力需要の不確実性に基づく二部料金の評価2009
- Author(s)
  宮口直也・後藤允・大野高裕
- Organizer
  日本リアルオプション学会2009年研究発表大会
- Place of Presentation
  信州大学
- Year and Date
  2009-12-12
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Timing. and Financing of Leveraged Buyouts: Real Options Approach2009
- Author(s)
  Goto, M.
- Organizer
  第93回学習院ティポート投資研究会
- Place of Presentation
  学習院大学
- Year and Date
  2009-02-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 揚水発電所における最適稼働政策決定モデル2009
- Author(s)
  杉山聡・高橋啓・後藤允・大野高裕
- Organizer
  日本経営システム学会2009年秋期全国研究発表大会
- Place of Presentation
  九州産業大学
- Year and Date
  2009-11-29
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Timing and Financing of Leveraged Buyouts2009
- Author(s)
  Goto, M. Takashima, R. and Tsujimura, M.
- Organizer
  金融工学2008科研費研究集会
- Place of Presentation
  北海道大学
- Year and Date
  2009-02-05
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 船種切替オプションを考慮した船舶運用の意思決定モデル2009
- Author(s)
  内藤瑛子・後藤允・大野高裕
- Organizer
  日本経営システム学会2009年春期全国研究発表大会
- Place of Presentation
  新潟国際情報大学
- Year and Date
  2009-05-24
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Choice of Alternative Environmental Policies with Adjustment Costs under Uncertainty2009
- Author(s)
  Goto, M., Takashima, R., Tsujimura, M.
- Organizer
  The 13th Annual International Conference on Real Options
- Place of Presentation
  University of Minho, Portugal
- Year and Date
  2009-06-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Investment, Capacity Choice and Outsourcing under Uncertainty2008
- Author(s)
  Goto, M. and Takashima, R.
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 通貨切り下げを考慮した国債のプライシング2008
- Author(s)
  池田尚人・後藤允・大野高裕
- Organizer
  第40回日本経営システム学会全国研究発表大会
- Place of Presentation
  長岡技術科学大学
- Year and Date
  2008-06-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Choice of Three Investment Projects with Fixed and Quadratic Adjustment Costs under Uncertainty2008
- Author(s)
  Goto, M., Takashima, R. and Tsujimura, M.
- Organizer
  Bachelier Finance Society 5 th World Congress
- Place of Presentation
  Imperial College, UK
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 信用リスクを考慮した転換価格下方修正条項付き転換社債の評価2008
- Author(s)
  中林貢・後藤允・大野高裕
- Organizer
  第40回日本経営システム学会全国研究発表大会
- Place of Presentation
  長岡技術科学大学
- Year and Date
  2008-06-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 為替レートの平均回帰性を考慮したコンポジットオプションの価格評価2008
- Author(s)
  杉山聡・後藤允・大野高裕
- Organizer
  第40回日本経営システム学会全国研究発表大会
- Place of Presentation
  長岡技術科学大学
- Year and Date
  2008-06-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Investment, Capacity Choice and Outsourcing under Uncertainty2008
- Author(s)
  Goto, M. and Takashima, R.
- Organizer
  日本オペレーションズ・リサーチ学会2008年秋季研究発表会
- Place of Presentation
  札幌コンベンションセンター
- Year and Date
  2008-09-11
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Choice of Three Investment Projects with Fixed and Quadratic Adiustment Costs under Uncertainty2008
- Author(s)
  Goto, M. Takashima, R. and Tsujimura, M.
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] タクシー企業におけるハイブリッド自動車導入意思決定モデル2008
- Author(s)
  大森友貴・後藤允・大野高裕
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Entry and Exit Decisions under Uncertainty in a Symmetric Duopoly2008
- Author(s)
  Goto, M., Takashima, R. and Tsujimura, M.
- Organizer
  The 12th Annual International Real Options Conference
- Place of Presentation
  Pestana Rio Atlantica Hotel
- Year and Date
  2008-07-10
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 金利の期間構造を考慮したMBSの価格評価2008
- Author(s)
  藤永博充・後藤允・大野高裕
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] ジャンプ強度スイッチを考慮した割引債価格評価2008
- Author(s)
  谷内亮太・後藤允・大野高裕
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 船種切替オプションを考慮した船舶運用の意思決定モデル2008
- Author(s)
  内藤瑛子・後藤允・大野高裕
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 投資ゲームとシミュレーション2008
- Author(s)
  後藤允
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Logit Model of Brand Choice and Purchase Incidence: A Real Options Approach2008
- Author(s)
  Suzizki, H., Goto, M. and Ohno, T.
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Logit Model of Brand Choice and Purchase Incidence : A Real Options Approach2008
- Author(s)
  Suzuki, H., Goto, M. and Ohno, T.
- Organizer
  The 12th Annual International Real Options Conference
- Place of Presentation
  Pestana Rio Atlantica Hotel
- Year and Date
  2008-07-11
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Irreversible Investments under Competition with Markov Switching Regime
- Author(s)
  Goto, M., Nishide, K. and Takashima, R.
- Organizer
  16th Annual International Conference on Real Options
- Place of Presentation
  London Business School, London, UK
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] MBOによる上場廃止効果とデフォルトリスクのトレードオフについて
- Author(s)
  後藤允
- Organizer
  日本リアルオプション学会2012年研究発表大会
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-20241037

1. SUZUKI Teruyoshi (90360891)

# of Collaborated Projects: 2 results

# of Collaborated Products: 9 results
2. KIMURA Toshikazu (50143649)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
3. SAWAKI Katsushige (80065482)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. INOUE Akihiko (50168431)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. TSUJIMURA Motoo (40335328)

# of Collaborated Projects: 1 results

# of Collaborated Products: 14 results
6. SUZUKI Atsuo (60513702)

# of Collaborated Projects: 1 results

# of Collaborated Products: 8 results
7. TAKASHIMA Ryuta (50401138)

# of Collaborated Projects: 1 results

# of Collaborated Products: 31 results
8. YAGI Kyoko (80451847)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. NAKANO Yumiharu (00452409)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. KIJIMA Masaaki (00186222)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
11. ISHII Toshimasa (30324487)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. NISHIDE Katsumasa (40410683)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
13. Suzuki Hiroto (10434375)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. 後藤順哉

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

Goto Makoto 後藤 允

GOTO Makoto 後藤 允

Research Projects

Research Products

Co-Researchers

A Study on the Evaluation of Environmental Policies Considering the Impact of Environmental Investments on Social WelfarePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

A Stochastic Approach to Environmental Investment Problems with the Planar Impulse Control(Fostering Joint International Research)Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

A Dynamic Model of Consumer Purchase Behavior for Price Promotion : A Real Options Approach

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

A Stochastic Approach to Capacity Choice Problems with the Planar Impulse ControlPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

An unified evaluation model for the financial systemic risk under financial crisis

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Exploring Decision Support Models in OR-oriented Finance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 投資戦略の数理モデル2020

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] 投資戦略の数理モデル－リアルオプションの基礎と理論2020

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] ファイナンス理論入門2012

Author(s)

Total Pages

Publisher

Data Source

[Book] Recent Advances in Financial Engineering 2011 (The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach2012

Author(s)

Publisher

Data Source

[Book] ファイナンス理論入門:金融工学へのプロローグ2012

Author(s)

Total Pages

Publisher

Data Source

[Book] ファイナンス理論入門:金融工学へのプロローグ2011

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] American Pandemic Options: Premiums and Greeks2024

Author(s)

Journal Title

Data Source

[Journal Article] Industry Entry Strategies by Friendly M&A: Big Leap or Serial Merger2024

Author(s)

Journal Title

Data Source

Goto Makoto 後藤允

GOTO Makoto 後藤允