TSUJIMURA Motoo 辻村元男

Researcher Number	40335328
Other IDs
External Links
Affiliation (Current)	2025: 同志社大学, 商学部, 教授
Affiliation (based on the past Project Information) *help	2017 – 2023: 同志社大学, 商学部, 教授 2011 – 2016: 同志社大学, 商学部, 准教授 2008 – 2010: Ryukoku University, 経済学部, 准教授 2005 – 2006: 龍谷大学, 経済学部, 助教授 2005: 瀧谷大学, 経済学部, 助教授 2004: 京都大学, 経済学研究科, 客員助教授 2003: 大阪大学, 大学院・経済学研究科, 助手
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system / Basic Section 07060:Money and finance-related / Social systems engineering/Safety system Except Principal Investigator Social systems engineering/Safety system / Environmental impact assessment/Environmental policy
Keywords	Principal Investigator リアルオプション / 資本投資 / 曖昧性 / ロバスト制御 / 環境政策 / 確率インパルス制御 / 汚染物質削減投資 / 確率制御 / 汚染物質削減 / 配当政策 … More / アーラン化 / 確率インパルス制御問題 / 技術進歩 / 投資タイミング / 曖昧さ / 特異確率制御 / 資源・環境政策 / ファイナンス / 準変分不等式 / 消費投資問題 / M&A / インパルス制御 / QVI / 設備 / 自己株式取得政策 / インパルス制 / QVI(準変分不等式) / ジャンプ / 取引費用 … More Except Principal Investigator 投資戦略 / リアルオプション / 金融工学 / Strategy for value creation / Design of Contract / Governance / Incentive Contract / Risk and value / Real Option / Investment Strategy / Financial Technology / 事業プロジェクトの価値 / 企業間提携 / 投資戦略と価値 / ゲームとエージェンシー / 契約の技術 / ゲームの理論 / リスク分析 / モラル・ハザード / 最適投資の理論 / エージェンシー / 経営戦略 / 契約の経済学 / リスク / 契約技術 / 価値創造 / ガバナンス / インセンティブ契約 / リスクと価値 / 金融技術 / 環境政策 / 経済理論 / 経済統計学 / 経済政策 / 野鳥保護 / 景観保護 / 最適投資戦略 / 洋上風力発電所 / 仮想評価法 / 特異確率制御問題 / 汚染物質削減 / 環境アセスメント / 風力発電所 / コンジョイント分析 / 自然エネルギー機器 / 合意形成 / NIMBY / 環境経済 / 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 / 意思決定 / 確率モデル / 数理ファイナンス / OR Less

Development Real Options Valuation Models for Pollutant Reduction Investment under Ambiguity and Their ApplicationsPrincipal Investigator
- Principal Investigator
  
  辻村元男
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Doshisha University
Developing Evaluation Models of Environmental Policies under Ambiguity by using Real Options Approach and Their ApplicationsPrincipal Investigator
- Principal Investigator
  
  Tsujimura Motoh
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Doshisha University
Development of Evaluating Models for Environmental Policies by using Real Options Approach under Ambiguity and Their ApplicationsPrincipal Investigator
- Principal Investigator
  
  Tsujimura Motoh
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Doshisha University
Development of Evaluating Models of Pollutant Reduction Investment Projects by using Real Options Approach and Their ApplicationsPrincipal Investigator
- Principal Investigator
  
  TSUJIMURA Motoh
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Doshisha University
Theoretical and Empirical Study on the Dissemination Policy forRenewable Energy Equipment in Urban Area and Acceptance of Inhabitants
- Principal Investigator
  
  MATSUOKA Kenji
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Environmental impact assessment/Environmental policy
- Research Institution
  Ryukoku 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
Developing Evaluation Models of Resource and Environmental Policy by using Real Options Approach and Their ApplicationsPrincipal Investigator
- Principal Investigator
  
  TSUJIMURA Motoo
- Project Period (FY)
  2008 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Doshisha University
  Ryukoku University
System Analytic Approach to Financial Technology, Management and Governance
- Principal Investigator
  
  TAKAMORI Hiroshi
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Waseda University
  Aoyama Gakuin University
取引費用,デフォルトを考慮したファイナンスの分析Principal Investigator
- Principal Investigator
  
  辻村元男
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Ryukoku University
  Kyoto University
  Osaka University

[Book] 確率制御の基礎と応2016
- Author(s)
  辻村元男・前田章
- Total Pages
  160
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-15K01213
[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ヘ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
  
  数理解析研究所講究録
  
  Volume: 2237 Pages: 104-115
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] 環境プロジェクト策定に関わる非標準的なジャンプ過程2023
- Author(s)
  吉岡秀和, 辻村元男
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2237 Pages: 5-10
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] Assessing the value of investment in thermal generation capacity under price ambiguity in electricity and capacity markets2023
- Author(s)
  辻村元男
- Journal Title
  
  社会科学
  
  Volume: 52 Issue: 4 Pages: 299-313
- DOI
  10.14988/00029436
- ISSN
  04196759
- URL
  https://doshisha.repo.nii.ac.jp/records/29437
- Year and Date
  2023-02-28
- Language
  Japanese
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] A robust consumption model when the intensity of technological progress is ambiguous2023
- Author(s)
  Motoh Tsujimura and Hidekazu Yoshioka
- Journal Title
  
  Mathematics and Financial Economics
  
  Volume: 17 Issue: 9 Pages: 23-47
- DOI
  10.1002/mma.9140
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573, KAKENHI-PROJECT-22K14441
[Journal Article] 価格規制を考慮したアウトプット価格のリスク下における資本投資2023
- Author(s)
  辻村元男, 吉岡秀和, 高嶋隆太, 後藤允
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2272 Pages: 114-121
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] Distributionally-Robust Optimization for Sustainable Exploitation of the Infinite-Dimensional Superposition of Affine Processes with an Application to Fish Migration2023
- Author(s)
  Yoshioka Hidekazu、Tsujimura Motoh、Yoshioka Yumi
- Journal Title
  
  Lecture Notes in Computer Science
  
  Volume: 10477 Pages: 569-582
- DOI
  10.1007/978-3-031-36030-5_45
- ISBN
  9783031360299, 9783031360305
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K14441, KAKENHI-PROJECT-21K01573
[Journal Article] Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention2023
- Author(s)
  Hidekazu Yoshioka, Motoh Tsujimura, Haruka Tomobe
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 424 Pages: 114974-114974
- DOI
  10.1016/j.cam.2022.114974
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] Analytical and numerical solutions to ergodic control problems arising in environmental management2022
- Author(s)
  Hidekazu Yoshioka, Motoh Tsujimura, and Yuta Yaegashi
- Journal Title
  
  Mathematical Methods in the Applied Sciences
  
  Volume: 45 Issue: 13 Pages: 8329-8352
- DOI
  10.1002/mma.8338
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] A review of stochastic controls solving economic agent problems under uncertainty2022
- Author(s)
  辻村元男
- Journal Title
  
  同志社商学
  
  Volume: 74 Issue: 2 Pages: 403-431
- DOI
  10.14988/00029304
- ISSN
  03872858
- URL
  https://doshisha.repo.nii.ac.jp/records/29305
- Year and Date
  2022-09-30
- Language
  Japanese
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity2022
- Author(s)
  Junichi Imai and, Motoh Tsujimura
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 9 Issue: 0 Pages: 11-39
- DOI
  10.12949/ijros.9.11
- ISSN
  2186-4667
- Language
  English
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics2022
- Author(s)
  Hidekazu Yoshioka and Motoh Tsujimura
- Journal Title
  
  Optimization
  
  Volume: 71 Issue: 11 Pages: 3383-3417
- DOI
  10.1080/02331934.2022.2103414
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge2022
- Author(s)
  Hidekazu Yoshioka, Motoh Tsujimura, Tomohiro Tanaka, Yumi Yoshioka, and Ayumi Hashiguchi
- Journal Title
  
  Computers and Mathematics with Applications
  
  Volume: 126 Pages: 115-148
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] Derivation and Computation of Integro-Riccati Equation for Ergodic Control of Infinite-Dimensional SDE2022
- Author(s)
  Yoshioka Hidekazu、Tsujimura Motoh
- Journal Title
  
  Computational Science; ICCS 2022
  
  Volume: Part IV Pages: 577-588
- DOI
  10.1007/978-3-031-08760-8_47
- ISBN
  9783031087592, 9783031087608
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573, KAKENHI-PROJECT-22K14441
[Journal Article] Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty2022
- Author(s)
  Hidekazu Yoshioka, Motoh Tsujimura
- Journal Title
  
  Computers and Mathematics with Applications
  
  Volume: 112 Pages: 23-54
- DOI
  10.1016/j.camwa.2022.02.013
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01714, KAKENHI-PROJECT-21K01573
[Journal Article] HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation2021
- Author(s)
  Hidekazu Yoshioka, Motoh Tsujimura, Kunihiko Hamagami, Yuta Yaegashi, Yumi Yoshioka
- Journal Title
  
  Computers and Mathematics with Applications
  
  Volume: 96 Pages: 131-154
- DOI
  10.1016/j.camwa.2021.05.015
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01714, KAKENHI-PROJECT-21K01573
[Journal Article] 確率的なアウトプット需要と資本価格の下における，2種類の変更費用を考慮した資本ストックの規模変更について2021
- Author(s)
  辻村元男
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2207 Pages: 71-76
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] 掃流土砂による付着藻類の剥離動態に関する検討2021
- Author(s)
  濱上邦彦, 吉岡秀和, 伊藤駿吾, 土谷幹, 辻村元男, 吉岡有美, 八重樫優太
- Journal Title
  
  水利科学
  
  Volume: 65 Pages: 157-167
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] 確率的なアウトプット需要と資本価格の下における，2種類の変更費用を考慮した資本ストックの規模変更について2021
- Author(s)
  辻村元男
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2207 Pages: 71-76
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] 環境管理方針の策定におけるアーラン化と曖昧性2021
- Author(s)
  吉岡秀和・辻村元男
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2027 Pages: 57-61
- Data Source
  KAKENHI-PROJECT-21K01573
[Journal Article] Impulsive fishery resource transporting strategies based on an open‐ended stochastic growth model having a latent variable2021
- Author(s)
  Yoshioka Hidekazu、Tanaka Tomomi、Aranishi Futoshi、Tsujimura Motoh、Yoshioka Yumi
- Journal Title
  
  Mathematical Methods in the Applied Sciences
  
  Volume: - Pages: 1-27
- DOI
  10.1002/mma.7982
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19H03073, KAKENHI-PROJECT-21K01573
[Journal Article] 環境管理方針の策定におけるアーラン化と曖昧性2021
- Author(s)
  吉岡秀和, 辻村元男
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2207 Pages: 57-61
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Capital expansion and reduction with fixed and proportional costs under demand ambiguity2021
- Author(s)
  Motoh Tsujimura
- Journal Title
  
  同志社商学
  
  Volume: 72 Pages: 209-227
- NAID
  120007000777
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations2021
- Author(s)
  Hidekazu Yoshioka, Yuta Yaegashi, Motoh Tsujimura, Yumi Yoshioka
- Journal Title
  
  Applied Stochastic Models in Business and Industry
  
  Volume: 37 Issue: 1 Pages: 113-133
- DOI
  10.1002/asmb.2559
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] A hybrid stochastic river environmental restoration modeling with discrete and costly observations2020
- Author(s)
  Hidekazu Yoshioka, Motoh Tsujimura, Kunihiko Hamagami, Yumi Yoshioka
- Journal Title
  
  Optimal Control Applications and Method
  
  Volume: 41 Issue: 6 Pages: 1964-1994
- DOI
  10.1002/oca.2616
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Pollution reduction policies and their associated costs under uncertainty2020
- Author(s)
  Motoh Tsujimura
- Journal Title
  
  社会科学
  
  Volume: 50 Pages: 83-104
- NAID
  120006893202
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations2020
- Author(s)
  Hidekazu Yoshioka and Motoh Tsujimura
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 366 Pages: 112399-112399
- DOI
  10.1016/j.cam.2019.112399
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Partially reversible capital investment with both fixed and proportional costs under demand risk2020
- Author(s)
  Motoh Tsujimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 2173 Pages: 108-124
- NAID
  120007142225
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] A Simple Stochastic Process Model for River Environmental Assessment Under Uncertainty2020
- Author(s)
  Hidekazu Yoshioka, Motoh Tsujimura, Kunihiko Hamagami, Yumi Yoshioka
- Journal Title
  
  In: Krzhizhanovskaya V. et al. (eds) Computational Science - ICCS 2020. ICCS 2020. Lecture Notes in Computer Science
  
  Volume: 12143 Pages: 494-507
- DOI
  10.1007/978-3-030-50436-6_36
- ISBN
  9783030504359, 9783030504366
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Finite volume computation for the non-stationary probability density function of an impulsively controlled 1-D diffusion process2020
- Author(s)
  Yuta Yaegashi, Hidekazu Yoshioka, Motoh Tsujimura, Masayuki Fujihara
- Journal Title
  
  Journal of Advanced Simulation in Science and Engineering
  
  Volume: 7 Issue: 2 Pages: 262-278
- DOI
  10.15748/jasse.7.262
- NAID
  130007893620
- ISSN
  2188-5303
- Language
  English
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Investment for capital expansion under output demand and investment cost ambiguity2019
- Author(s)
  Motoh Tsujimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Mathematical Modeling for Decision-Making of Observation Timing and Workload for Cost-Effective River Environmental Management2019
- Author(s)
  吉岡秀和，辻村元男，八重樫優太，藤原正幸
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: 11 Issue: 0 Pages: 25-37
- DOI
  10.12949/realopn.11.25
- NAID
  130007769830
- ISSN
  1881-5774, 1884-1635
- Language
  Japanese
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01714, KAKENHI-PROJECT-17J09125
[Journal Article] Non-Local Fokker-Planck Equation of Imperfect Impulsive Interventions and its Effectively Super-Convergent Numerical Discretization2019
- Author(s)
  Hidekazu Yoshioka, Yuta Yaegashi, Motoh Tsujimura, and Masayuki Fujihara
- Journal Title
  
  In: Tan G., Lehmann A., Teo Y., Cai W. (eds) Methods and Applications for Modeling and Simulation of Complex Systems. AsiaSim 2019. Communications in Computer and Information Science
  
  Volume: 1094 Pages: 79-91
- NAID
  120006879525
- Data Source
  KAKENHI-PROJECT-18K01714
[Journal Article] Partially Reversible Capital Investment under Demand Ambiguity2018
- Author(s)
  Tsujimura, M
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 印刷中
- Data Source
  KAKENHI-PROJECT-15K01213
[Journal Article] An Abatement Investment Strategy with Stochastic Abatement Technology2017
- Author(s)
  Tsujimura, M.
- Journal Title
  
  数理解析講究録
  
  Volume: 印刷中
- Data Source
  KAKENHI-PROJECT-15K01213
[Journal Article] 曖昧性を考慮したプロジェクトへの投資タイミングの決定2017
- Author(s)
  辻村元男
- Journal Title
  
  リアルオプションと戦略
  
  Volume: 9 Pages: 56-61
- NAID
  130007584052
- Data Source
  KAKENHI-PROJECT-15K01213
[Journal Article] Assessing Capital Investment Strategy with Quadratic Adjustment Cost under Ambiguity2016
- Author(s)
  Tsujimura, M.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1983 Pages: 1-7
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K01213
[Journal Article] Pollution Thresholds under Uncertainty in Asymmetric Duopoly2016
- Author(s)
  Goto, M., R. Takashima and M. Tsujimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1983 Pages: 27-40
- Open Access
- Data Source
  KAKENHI-PROJECT-15K01213
[Journal Article] Pollutant Abatement Investment under Ambiguity in a Two-Period Model2015
- Author(s)
  Tsujimura, M.
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 3 Issue: 0 Pages: 13-26
- DOI
  10.12949/ijros.3.13
- NAID
  130005117921
- ISSN
  2186-4667
- Language
  English
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K01213
[Journal Article] Sequential Investment in Pollution Control Equipment under Uncertainty2014
- Author(s)
  Motoh Tsujimura
- Journal Title
  
  同志社商学
  
  Volume: 66 Pages: 267-279
- NAID
  110009837177
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24510213
[Journal Article] A Two-Period Model of Capital Investment under Ambiguity2014
- Author(s)
  Tsujimura, M.
- Journal Title
  
  RIMS Kokyuroku
  
  Volume: 1886 Pages: 16-22
- Data Source
  KAKENHI-PROJECT-24510213
[Journal Article] A Two-Period Model of Capital Investment under Ambiguity2014
- Author(s)
  Motoh Tsujimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1886 Pages: 18-22
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24510213
[Journal Article] Assessing Alternative R&D Investment Projects under Uncertainty2013
- Author(s)
  Tsujimura, M.
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 1 Pages: 1-16
- NAID
  130005001740
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510213
[Journal Article] 不確実下における企業の投資プロジェクトの評価について2011
- Author(s)
  辻村元男
- Journal Title
  
  計測と制御
  
  Volume: 50 Pages: 987-992
- NAID
  10030164914
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 不確実下における企業の投資プロジェクトの評価について2011
- Author(s)
  辻村元男
- Journal Title
  
  計測と制御
  
  Volume: 50 Pages: 987-992
- NAID
  10030164914
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] 不確実下における企業の投資プロジェクトの評価について2011
- Author(s)
  辻村元男
- Journal Title
  
  計測と制御
  
  Volume: 50 Pages: 987-992
- NAID
  10030164914
- Data Source
  KAKENHI-PROJECT-22510050
[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] Irreversible investment, operating flexibility, and time lag2010
- Author(s)
  Takashima, R., Goto, M., Tsujimura, M.
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Pages: 271-286
- NAID
  120003762638
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] Choice of Alternative Environmental Policies with Quadratic Costs under Uncertainty2010
- Author(s)
  Goto, M., R.Takashima, M.Tsujimura
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 248-260
- Data Source
  KAKENHI-PROJECT-20510149
[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] Real Options in a Duopoly Setting : Investment on the Project with Operational Options and Fixed Costs2010
- Author(s)
  Goto, M., R. Takashima and M. Tsujimura
- Journal Title
  
  Journal of Applied Operational Research
  
  Volume: 2 Pages: 22-32
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] Choice of Alternative Environmental Policies with Quadratic Costs under Uncertainty2010
- Author(s)
  M.Goto, R.Takashima, M.Tsujimura
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 248-260
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] Choice of Alternative Environmental Policies with Quadratic Costs under Uncertainty2010
- Author(s)
  Goto, M., R. Takashima and M. Tsujimura
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1675 Pages: 248-260
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] Real Options in a Duopoly Setting : Investment on the Project with Operational Options and Fixed Costs2010
- Author(s)
  Goto, M., R.Takashima, M.Tsujimura,
- Journal Title
  
  Journal of Applied Operational Research 2
  
  Pages: 22-32
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510149
[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] Real Options in a Duopoly-Setting : Investment on the Project with Operational Options and Fixed Costs2010
- Author(s)
  Takashima, R., Goto, M., Tsujimura, M.
- Journal Title
  
  Journal of Applied Operational Research
  
  Volume: 2 Pages: 22-32
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] The Value of a Merger and Its Optimal Timing2009
- Author(s)
  Okawa, M., Tsujimura, M.
- Journal Title
  
  Appied Financial Econonmics 19
  
  Pages: 1477-1485
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Value of a Merger and Its Optimal Timing2009
- Author(s)
  Okawa, M. and Tsujimura, M.
- Journal Title
  
  Applied Financial Economics
  
  Volume: 19 Issue: 18 Pages: 1477-1485
- DOI
  10.1080/09603100902984319
- Peer Reviewed
- 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-20510149
[Journal Article] Induced Effects and Technological Innovation with Strategic Environmental Policy2008
- Author(s)
  Ohyama, M.Tsujimura
- Journal Title
  
  European Journal of Operational Research 190
  
  Pages: 834-854
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] Induced Effects and Technological Innovation with Strategic Environmental Policy2008
- Author(s)
  Ohyama and M. Tsujimura
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 190 Pages: 834-854
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510149
[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] 不確実性下における調整費用を考慮した設備投資2008
- Author(s)
  辻村元男
- Journal Title
  
  オペレーションズ・リサーチ 53
  
  Pages: 603-607
- NAID
  110006990364
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 不確実性下における調整費用を考慮した設備投資2008
- Author(s)
  辻村元男
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 53 Pages: 603-607
- NAID
  110006990364
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] Induced Effects and Technological Innovation with Strategic Environmental Policy2008
- Author(s)
  A. Ohyama, M. Tsujimura
- Journal Title
  
  European Journal of Operational Research 190
  
  Pages: 834-854
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] 不確実性下における調整費用を考慮した設備投資2008
- Author(s)
  辻村元男
- Journal Title
  
  オペレーションズ・リサーチ 53
  
  Pages: 603-607
- NAID
  110006990364
- Data Source
  KAKENHI-PROJECT-20510149
[Journal Article] Induced Effects and Technological Innovation with Strategic Environmental Policy2008
- Author(s)
  Ohyama, A. and Tsujimura, M.
- Journal Title
  
  European Journal of Operational Research 190
  
  Pages: 834-854
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Induced Effects and Technological Innovation with Strategic Environmental Policy2008
- Author(s)
  Ohyama, A. and Tsujimura, M.
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 190 Issue: 3 Pages: 834-854
- DOI
  10.1016/j.ejor.2007.08.006
- 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] Stock Repurchase Policy with Transaction Costs under Jump Risks2007
- Author(s)
  Goko, H, M.Onishi, M.Tsujimura
- Journal Title
  
  Recent Advancement of Stochastic Operations Research, Feb.
- NAID
  110003483296
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] Stock Repurchase Policy with Transaction Costs under Jump Risks, Feb., 20072007
- Author(s)
  Goko, H, M.Onishi, M.Tsujimura
- Journal Title
  
  Recent Advancement of Stochastic Operations Research
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] Political Measures for Strategic Enviromental Policy with External Effect2006
- Author(s)
  Ohyama, A., M.Tsujimura
- Journal Title
  
  Environmental and Resource Economics 35
  
  Pages: 109-135
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] Political Measures for Strategic Environmental Policy with External Effects2006
- Author(s)
  Ohyama, A., M.Tsujimura
- Journal Title
  
  Environmental and Resource Economics, 35
  
  Pages: 109-135
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] Optimal capacity expansion and contraction with fixed and quadratic adjustment costs2006
- Author(s)
  Makoto Goto, Ryuta Takashima, Motoh Tsujimura
- Journal Title
  
  Abstract in the 2006 Spring National Conference of Operations Research Society of Japan
  
  Pages: 128-129
- Data Source
  KAKENHI-PROJECT-15710113
[Journal Article] Induced Effects and Technological Innovation with Strategic Environmental Policy2006
- Author(s)
  Ohyama, A., M.Tsujimura
- Journal Title
  
  Discussion Paper 21COE Program,Interfaces for Advanced Economic Analysis,Kyoto University 109
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] Induced Effects and Technological Innovation with Strategic Environmental Policy2006
- Author(s)
  Ohyama, A., M.Tsujimura
- Journal Title
  
  Discussion Paper 21COE Program, Interfaces for Advanced Economic Analysis, (Kyoto University) No.109.
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] Political Measures for Strategic Environmental Policy with External Effects2006
- Author(s)
  Ohyama, A., M.Tsujimura
- Journal Title
  
  Environmental and Resource Economics 35
  
  Pages: 109-135
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] Induced Effects and Technological Innovation with Strategic Environmental Policy2006
- Author(s)
  Ohyama, A., M.Tsujimura
- Journal Title
  
  Discussion Paper 21COE Program, Interfaces for Advanced Economic Analysis, Kyoto University 109
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] An Impulse Control of a Geometric Brownian Motion with Quadratic Costs2006
- Author(s)
  Masamitsu Ohnishi, Motoh Tsujimura
- Journal Title
  
  European Journal of Operational Research 168・2
  
  Pages: 311-321
- Data Source
  KAKENHI-PROJECT-15710113
[Journal Article] An Impulse Control of a Geometric Brownian Motion with Quadratic Costs2005
- Author(s)
  Masamitsu Ohnishi, Motoh Tsujimura
- Journal Title
  
  European Journal of Operational Research (Forthcoming)
- Data Source
  KAKENHI-PROJECT-15710113
[Journal Article] Stock Repurchase Policy with Transaction Costs under Jump Risks2005
- Author(s)
  Hiromichi Goko, Masamitsu Ohnihsi, Motoh Tsujimura
- Journal Title
  
  Proceedings of International Workshop on Recent Advances in Stochastic Operations Research
  
  Pages: 42-49
- NAID
  110003483296
- Data Source
  KAKENHI-PROJECT-15710113
[Journal Article] リアルオプション・アプローチを用いた日本企業の合併に関する実証分析2004
- Author(s)
  大川雅也, 辻村元男
- Journal Title
  
  大阪大学経済学 54・3
  
  Pages: 502-516
- NAID
  40006581909
- Data Source
  KAKENHI-PROJECT-15710113
[Journal Article] リアルオプション・アプローチを用いた日本企業の合併に関する実証分析2004
- Author(s)
  辻村元男, 大川雅也
- Journal Title
  
  大阪大学経済学 54巻第3号
  
  Pages: 502-516
- NAID
  40006581909
- Data Source
  KAKENHI-PROJECT-16310118
[Journal Article] An Impulse Control of a Geometric Brownian Motion with Quadratic Costs2004
- Author(s)
  Masamitsu Ohnishi, Motoh Tsujimura
- Journal Title
  
  Working Paper, Kyoto University 75
  
  Pages: 1-12
- Data Source
  KAKENHI-PROJECT-15710113
[Journal Article] Stock Repurchase Policy with Transaction Costs under jump Risks2004
- Author(s)
  Hiromichi Goko, Masamitsu Ohnishi, Motoh Tsujimura
- Journal Title
  
  Abstract in the 2004 Fall National Conference of Operations Research Society of Japan
  
  Pages: 272-273
- NAID
  110003483296
- Data Source
  KAKENHI-PROJECT-15710113
[Journal Article] Dividend and Stock Repurchase Policy with Transaction Costs2004
- Author(s)
  Motoh Tsujimura
- Journal Title
  
  Abstract in the 2004 Spring National Conference of Operations Research Society of Japan
  
  Pages: 78-79
- NAID
  110003481597
- Data Source
  KAKENHI-PROJECT-15710113
[Journal Article] リアルオプション・アプローチを用いた日本企業の合併に関する実証分析2004
- Author(s)
  大川雅也, 辻村元男
- Journal Title
  
  大阪大学経済学 54・3
  
  Pages: 502-516
- NAID
  40006581909
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310118
[Presentation] The effect of both sides operational flexibility in capacity investment under uncertainty2023
- Author(s)
  Junichi Imai and Motoh Tsujimura
- Organizer
  日本リアルオプション学会2023研究発表大会
- Data Source
  KAKENHI-PROJECT-21K01573
[Presentation] The effect of both sides operational flexibility in capacity investment under model uncertainty2023
- Author(s)
  Junichi Imai and Motoh Tsujimura
- Organizer
  The 26th Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01573
[Presentation] The effect of both sides operational flexibility in capacity investment under model uncertainty2023
- Author(s)
  Junichi Imai and Motoh Tsujimura
- Organizer
  日本ファイナンス学会第31回大会
- Data Source
  KAKENHI-PROJECT-21K01573
[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ヘの投資価値評価について2022
- Author(s)
  辻村元男
- Organizer
  日本リアルオプション学会2022研究発表大会
- Data Source
  KAKENHI-PROJECT-21K01573
[Presentation] リアルオプション・アプローチを用いた電力市場と容量市場のショケ曖昧性下における火力発電容量への投資価値評価2022
- Author(s)
  辻村元男
- Organizer
  電気学会電力系統技術研究会
- Data Source
  KAKENHI-PROJECT-21K01573
[Presentation] Capital expansion and reduction with fixed and proportional costs under output demand and capital price risk2021
- Author(s)
  Motoh Tsujimura
- 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-18K01714
[Presentation] Capital expansion and reduction with fixed and proportional costs under demand and irreversibility risk2021
- Author(s)
  Motoh Tsujimura
- Organizer
  The 24th Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01714
[Presentation] Capital expansion and reduction with fixed and proportional costs under demand and irreversibility risk2021
- Author(s)
  Motoh Tsujimura
- Organizer
  The 24th Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01573
[Presentation] Capital expansion and reduction with fixed and proportional costs under output demand and capital price risk2021
- Author(s)
  Motoh Tsujimura
- 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-21K01573
[Presentation] Stochastic growth with ambiguous technological jumps2019
- Author(s)
  Motoh Tsujimura
- Organizer
  日本リアルオプション学会2019年研究発表大会
- Data Source
  KAKENHI-PROJECT-18K01714
[Presentation] An abatement investment strategy with ambiguous abatement technology2019
- Author(s)
  Motoh Tsujimura
- Organizer
  The 23rd Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01714
[Presentation] An abatement investment strategy with ambiguous abatement technology2019
- Author(s)
  Motoh Tsujimura
- Organizer
  The 2nd International Symposium "Social Innovation and Engagement in the Digital Society"
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01714
[Presentation] Partially Reversible Capital Investment under Demand Ambiguity2018
- Author(s)
  Motoh Tsujimura
- Organizer
  The 22nd Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01714
[Presentation] Capital Investment and Dividend under Ambiguity2018
- Author(s)
  Motoh Tsujimura
- Organizer
  日本リアルオプション学会2018年研究発表大会
- Data Source
  KAKENHI-PROJECT-18K01714
[Presentation] Partially reversible capital investment under demand and cost ambiguity2018
- Author(s)
  Motoh Tsujimura
- Organizer
  京都大学数理解析研究所RIMS共同研究（ファイナンスの数理解析とその応用）
- Data Source
  KAKENHI-PROJECT-18K01714
[Presentation] Partially Reversible Capital Investment under Demand Ambiguity2017
- Author(s)
  Tsujimura, M.
- 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-15K01213
[Presentation] Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity2016
- Author(s)
  Tsujimura, M.
- 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
  2016-09-14
- Data Source
  KAKENHI-PROJECT-15K01213
[Presentation] Pollutant Abatement Investment under Technological Uncertainty2016
- Author(s)
  Tsujimura, M.
- Organizer
  1st AIEE Energy Symposium
- Place of Presentation
  University Bicocca, Milano, Italy
- Year and Date
  2016-11-30
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01213
[Presentation] Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity2016
- Author(s)
  Tsujimura, M.
- Organizer
  JAROS2016研究発表大会
- Place of Presentation
  中央大学，東京
- Year and Date
  2016-11-19
- Data Source
  KAKENHI-PROJECT-15K01213
[Presentation] Assessing Pollution Abatement Investment Policy under Ambiguity2015
- Author(s)
  Tsujimura, M.
- Organizer
  2015 INFORMS Annual Meeting
- Place of Presentation
  Philadelphia, USA.
- Year and Date
  2015-11-04
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01213
[Presentation] Pollutant Abatement Investment under Ambiguity in a Two-Period Model2015
- Author(s)
  Tsujimura, M.
- Organizer
  19th Annual International Conference on Real Options
- Place of Presentation
  Monemvasia, Greece
- Year and Date
  2015-06-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01213
[Presentation] Pollutant Abatement Investment under Ambiguity in a Two-Period Model2015
- Author(s)
  Tsujimura, M.
- Organizer
  Energy Finance Conference 2015
- Place of Presentation
  CASS Business School, London, UK.
- Year and Date
  2015-09-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01213
[Presentation] Pollutant Abatement Investment under Ambiguity in a Two-Period Model2014
- Author(s)
  Motoh Tsujimura
- Organizer
  2014 INFORMS Annual Meeting
- Place of Presentation
  San Francisco
- Year and Date
  2014-11-12
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty2013
- Author(s)
  Tsujimura, M.
- Organizer
  13th European IAEE Conference 2013
- Place of Presentation
  Hilton Hotel, Düsseldorf, Germany
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies2013
- Author(s)
  Maeda, A. and Tsujimura, M.
- Organizer
  17th Annual International Conference on Real
- Place of Presentation
  The University of Tokyo,
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies2013
- Author(s)
  Maeda, A. and Tsujimura, M.
- Organizer
  The 51st Meeting of the Euro Working Group on Commodities and Financial Modelling
- Place of Presentation
  ESCP Europe London campus, UK
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] A Two-Period Model of Consumption and Investment under Ambiguity2013
- Author(s)
  Tsujimura, M.
- Organizer
  RIMS Workshop on Financial Modeling and Analysis
- Place of Presentation
  Kyoto University, Japan
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty2013
- Author(s)
  Tsujimura, M.
- Organizer
  The 36th Annual IAEE International Conference
- Place of Presentation
  EXCO, Daegu, Korea
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies2012
- Author(s)
  Maeda, A. and Tsujimura, M.
- Organizer
  12th IAEE European Energy Conference
- Place of Presentation
  Ca'Foscari University of Venice, Italy.
- Year and Date
  2012-09-12
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty2012
- Author(s)
  Tsujimura, M.
- Organizer
  16th Annual International Conference on Real Options
- Place of Presentation
  London Business School, London, UK
- Year and Date
  2012-06-29
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty2012
- Author(s)
  Tsujimura, M.
- Organizer
  Bachelier Finance SocietySeventh World Congress
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Year and Date
  2012-06-20
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty2012
- Author(s)
  Tsujimura, M.
- Organizer
  16th Annual InternationalConference on Real Options
- Place of Presentation
  London Business School, UK.
- Year and Date
  2012-06-29
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies2012
- Author(s)
  Maeda, A. and Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center, Phoenix,Arizona, U.S.
- Year and Date
  2012-10-16
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Pollution ReductionPolicies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2011
- Place of Presentation
  North Carolina, U.S.
- Year and Date
  2011-11-16
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  15th Annual International Conference on Real Options
- Place of Presentation
  Abo Akademi University, (Turku, Finland)
- Year and Date
  2011-06-17
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  15th Annual International Conference on Real Options
- Place of Presentation
  Abo Akademi University, Finland
- Year and Date
  2011-06-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Pollution ReductionPolicies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  15th Annual International Conference on Real Options
- Place of Presentation
  Abo Akademi University, Finland
- Year and Date
  2011-06-17
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- 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] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  The Quantitative Methods in Finance - 2011Conference
- Place of Presentation
  Sydney,Australia
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2011
- Place of Presentation
  Charlotte Convention Center, Charlotte, North Carolina, USA
- Year and Date
  2011-11-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  The Quantitative Methods in Finance-2011 Conference
- Place of Presentation
  Sydney, Austraria
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2011
- Place of Presentation
  North Carolina, USA
- Year and Date
  2011-11-16
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  15th c
- Place of Presentation
  Abo Akademi University, Finland
- Year and Date
  2011-06-17
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2011
- Place of Presentation
  Charlotte Convention Center (North Carolina, USA)
- Year and Date
  2011-11-16
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M.
- Organizer
  The Quantitative Methods in Finance-2011 Conference
- Place of Presentation
  Hilton Sydney Hotel (Sydney, Australia)
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Pollution Reduction Policies under Uncertainty and Their Costs2011
- Author(s)
  Tsujimura, M
- Organizer
  The Quantitative Methods in Finance-2011 Conference
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Assessing Altemative R&D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, 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] Assessing Alternative R&D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M.
- Organizer
  The 14th Annual International Conference on Real Options
- Place of Presentation
  Lusiss Business School, Italy
- Year and Date
  2010-06-18
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Assessing Alternative R & D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M
- Organizer
  The 14th Annual International Conference on Real Options
- Place of Presentation
  Lusiss Business School, Italy
- Year and Date
  2010-06-18
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Assessing Alternative R&D Investment Projects under Uncertainty2010
- Author(s)
  辻村元男
- Organizer
  The 14th Annual International Conference on Real Options
- Place of Presentation
  Lusiss Business School
- Year and Date
  2010-06-18
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Assessing Alternative R&D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M.
- Organizer
  The 14th Annual International Conference on Real Options
- Place of Presentation
  Lusiss Business School
- Year and Date
  2010-06-18
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Assessing Alternative R&D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M.
- Organizer
  The 14th Annual International Conferenceon Real Options
- Place of Presentation
  LusissBusiness School
- Year and Date
  2010-06-18
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Assessing AlternativeR&D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2010
- Place of Presentation
  Hilton Austin, U.S.
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Assessing Alternative R&D Investment Projects under Uncertainty2010
- Author(s)
  辻村元男
- Organizer
  NFORMS Annual Meeting 2010
- Place of Presentation
  Hilton Austin
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Assessing Alternative R&D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2010
- Place of Presentation
  Hilton, Austin, USA
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Assessing Alternative R&D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2010
- Place of Presentation
  Hilton Austin, Texas, USA.
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Assessing Alternative R&D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2010
- Place of Presentation
  Hilton Austin
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Assessing Alternative R & D Investment Projects under Uncertainty2010
- Author(s)
  Tsujimura, M
- Organizer
  INFORMS Annual Meeting 2010
- Place of Presentation
  Hilton Austin, Texas, USA.
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-20510149
[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] Choice of Alternative Environmental Policies with Quadratic Costs under Uncertainty2009
- Author(s)
  M.Goto, R.Takashima, M.Tsujimura,
- Organizer
  23rd European Conference on Operational Research
- Place of Presentation
  Gustav-Stresemann-Institute, Germany.
- Year and Date
  2009-07-07
- Data Source
  KAKENHI-PROJECT-20510149
[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] Choice of Alternative Environmental Policies with Quadratic Costs under Uncertainty2009
- Author(s)
  M. Goto, R. Takashima and M. Tsujimura
- Organizer
  23rd European Conference on Operational Research
- Place of Presentation
  Gustav-Stresemann-Institute, Germany
- Year and Date
  2009-07-07
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Choice of Alternative Environmental Policies with Quadratic Costs under Uncertainty2009
- Author(s)
  M.Goto, R.Takashima, M.Tsujimura
- Organizer
  13th Annual International Conference on Real Options
- Place of Presentation
  University of Minho, Portugal.
- Year and Date
  2009-06-19
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] Choice of Alternative Environmental Policies with Quadratic Costs under Uncertainty2009
- Author(s)
  M. Goto, R. Takashima and M. Tsujimura
- Organizer
  13th Annual International Conference on Real Options
- Place of Presentation
  University of Minho, Portugal
- Year and Date
  2009-06-19
- Data Source
  KAKENHI-PROJECT-20510149
[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] Environmental Regulation and Investment under Uncertainty2009
- Author(s)
  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] 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] 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] Choice of Three Investment Projects with Fixed and Quadratic Adjustment Costs under Uncertainty2008
- Author(s)
  M. Goto, R. Takashima, M. Tsujimura
- 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-20510149
[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] Choice of Three Investment Projects with Fixed and Quadratic Adjustment Costs under Uncertainty2008
- Author(s)
  M. Goto, R. Takashima and M. Tsujimura
- Organizer
  Bachelier Finance Society Fifth World Congress
- Place of Presentation
  Imperial College, UK.
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20510149
[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] Choice of Three Investment Projects with Fixed and Quadratic Adjustment Costs under Uncertainty2008
- Author(s)
  Tsujimura, M.
- Organizer
  Bachelier Finance Society 5thWorld Congress
- Place of Presentation
  Imperial College, UK
- Year and Date
  2008-07-16
- 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] Choice of Three Investment Projects with Fixed and Quadratic Adjustment Costs under Uncertainty2008
- Author(s)
  M. Goto, R. Takashima, M. Tsujimura
- Organizer
  Bachelier Finance Society Fifth World Congress
- Place of Presentation
  Imperial College, UK
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20510149
[Presentation] equential Investment in Pollution Control Equipment under Uncertainty
- Author(s)
  Tsujimura, M.
- Organizer
  16th Annual International Conference on Real Options
- Place of Presentation
  London Business School, UK
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies
- Author(s)
  Maeda, A. and Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center, Phoenix, Arizona, U.S.
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies
- Author(s)
  Maeda, A. and Tsujimura, M.
- Organizer
  12th IAEE European Energy Conference
- Place of Presentation
  Ca'Foscari University of Venice, Italy
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty
- Author(s)
  辻村元男
- Organizer
  16th Annual International Conference on Real Options
- Place of Presentation
  London Business School, UK
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty
- Author(s)
  Tsujimura, M.
- Organizer
  Bachelier Finance Society Seventh World Congress
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies
- Author(s)
  Maeda, A. and Tsujimura, M.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center, Phoenix, Arizona, USA
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies
- Author(s)
  Maeda, A. and Tsujimura, M.
- Organizer
  12th IAEE European Energy Conference
- Place of Presentation
  Ca'Foscari University of Venice, Italy
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies
- Author(s)
  辻村元男
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center, Phoenix, Arizona, U.S.
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty
- Author(s)
  辻村元男
- Organizer
  Bachelier Finance Society Seventh World Congress
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Data Source
  KAKENHI-PROJECT-22510050
[Presentation] Sequential Investment in Pollution Control Equipment under Uncertainty
- Author(s)
  Tsujimura, M.
- Organizer
  Bachelier Finance Society Seventh World Congress
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Data Source
  KAKENHI-PROJECT-24510213
[Presentation] A Combined Model of Classical and Impulse Controls for Emission and Stock Abatement Policies
- Author(s)
  辻村元男
- Organizer
  12th IAEE European Energy Conference
- Place of Presentation
  Ca'Foscari University of Venice, Italy
- Data Source
  KAKENHI-PROJECT-22510050

1. KIMURA Toshikazu (50143649)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. SAWAKI Katsushige (80065482)

# of Collaborated Projects: 1 results

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

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. SUZUKI Teruyoshi (90360891)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. SUZUKI Atsuo (60513702)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. TAKASHIMA Ryuta (50401138)

# of Collaborated Projects: 1 results

# of Collaborated Products: 14 results
7. YAGI Kyoko (80451847)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. GOTO Makoto (30434286)

# of Collaborated Projects: 1 results

# of Collaborated Products: 14 results
9. NAKANO Yumiharu (00452409)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. MATSUOKA Kenji (40141668)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. MASUDA Keiko (20229371)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. OOTSUKA Naotake (80213776)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. FUJIKAWA Kiyoshi (60190013)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. TAKAMORI Hiroshi (30082671)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. NOGUCHI Yukio (90008649)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. KATO Atushi (00329963)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. ARIKAWA Yasuhiro (90308156)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. YAMAGUCHI Hiroshi (70433761)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. 中里宗敬 (90207754)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. 井手正介 (10316896)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. 清水康司 (60286226)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. 吉岡秀和

# of Collaborated Projects: 0 results

# of Collaborated Products: 2 results

TSUJIMURA Motoo 辻村 元男

Research Projects

Research Products

Co-Researchers

Development Real Options Valuation Models for Pollutant Reduction Investment under Ambiguity and Their ApplicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Developing Evaluation Models of Environmental Policies under Ambiguity by using Real Options Approach and Their ApplicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Development of Evaluating Models for Environmental Policies by using Real Options Approach under Ambiguity and Their ApplicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Development of Evaluating Models of Pollutant Reduction Investment Projects by using Real Options Approach and Their ApplicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theoretical and Empirical Study on the Dissemination Policy forRenewable Energy Equipment in Urban Area and Acceptance of Inhabitants

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

Developing Evaluation Models of Resource and Environmental Policy by using Real Options Approach and Their ApplicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

System Analytic Approach to Financial Technology, Management and Governance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

取引費用,デフォルトを考慮したファイナンスの分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 確率制御の基礎と応2016

Author(s)

Total Pages

Publisher

Data Source

[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ヘの投資価値評価について2023

Author(s)

Journal Title

Data Source

[Journal Article] 環境プロジェクト策定に関わる非標準的なジャンプ過程2023

Author(s)

Journal Title

Data Source

[Journal Article] Assessing the value of investment in thermal generation capacity under price ambiguity in electricity and capacity markets2023

Author(s)

Journal Title

DOI

ISSN

URL

Year and Date

Language

Data Source

TSUJIMURA Motoo 辻村元男