MIURA Ryozo 三浦良造

… Alternative Names

三浦良造ミウラリヨウゾウ

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

Building new models for spatio-temporal econometrics and thier statistical inference
- Principal Investigator
  
  Yajima Yoshihiro
- Project Period (FY)
  2017 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and Strategies
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
Theoretical Research on the problem of dynamic portfolio selection based on new approaches and Its ApplicationPrincipal Investigator
- Principal Investigator
  
  MIURA Ryozo
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  Hitotsubashi University, Graduate School of International Corporate Strategy
Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-Principal Investigator
- Principal Investigator
  
  MIURA Ryozo
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
The Quantitative Structure in Accounting Data of Japanese Manufacturing Companies and Its Relation to the Risk Management.Principal Investigator
- Principal Investigator
  
  MIURA Ryozo
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  Accounting
- Research Institution
  HITOTSUBASHI UNIVERSITY
Research of Statistical models in Statistical Inference
- Principal Investigator
  
  INAGAKI Nobuo
- Project Period (FY)
  1994 – 1995
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  OSAKA UNIVERSITY
S上の金融データ解析環境の構築
- Principal Investigator
  
  柴田里程
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Keio University
セミパラメトリック変換モデルにおける母数推定;センサ-・2標本の場合Principal Investigator
- Principal Investigator
  
  三浦良造
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Technical Innovation and Economic Institutions : Japanese and Italian Economic Systems in Comparative Perspective
- Principal Investigator
  
  SHIONOYA Yuichi
- Project Period (FY)
  1989 – 1991
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Institution
  HITOTSUBASHI UNVERSITY

All 2019 2017 2009 2007 2006 2005

All Journal Article Presentation Book

[Book] 信用リスクモデル入門2007
- Author(s)
  ドナルド, ヴァン, デヴェンター, 今井賢司〔著〕, 三浦良造〔訳者代表〕
- Total Pages
  307
- Publisher
  東洋経済
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17300087
[Book] リスクとデリバティブの統計入門2005
- Author(s)
  三浦良造
- Total Pages
  222
- Publisher
  日本評論社
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17300087
[Journal Article] Credit Risk Models and the Basel Accords2007
- Author(s)
  Donald Van Deventar, Kenji Imai( Authors), Ryozo Miura(First Translator)
- Journal Title
  
  Toyo Keizai Shinpo 19
  
  Pages: 307-307
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17300087
[Journal Article] Rank Process, Stochastic Corridor, and Application to Finance、Advances in Statistical Modeling and Inference.2007
- Author(s)
  Ryozo Miura
- Journal Title
  
  Essays in Honor of Kjell A Doksum Vol.3
  
  Pages: 529-542
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] Rank Process, Stochastic Corridor and Application to Finance.2007
- Author(s)
  三浦良造
- Journal Title
  
  「Advances in Statistical Modeling and Inference.」 Edited by Vijay Nair. World Scientific.2007 論文集
  
  Pages: 529-542
- Data Source
  KAKENHI-PROJECT-17300087
[Journal Article] Rank Process, Stochastic Corridor and Applications to Finance2007
- Author(s)
  Ryozo Miura
- Journal Title
  
  Advances in Statistical Modeling and Inference. Essays in Honor of Kjell A Doksum Vol.3
  
  Pages: 529-542
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] Rank Process, Stochastic Corridor and Application to Finance.2006
- Author(s)
  Ryozo Miura
- Journal Title
  
  Advances in Statistical Modeling and Inference Series in Biostatistics-Vol. 3
  
  Pages: 529-542
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17300087
[Journal Article] The distribution of continuous time rank processes2006
- Author(s)
  Takahiko Fujita, Ryozo Miura
- Journal Title
  
  Advances in Mathematical Economics Vol.9
  
  Pages: 25-32
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17300087
[Journal Article] Rank process stochastic corridor and applications to finance.2006
- Author(s)
  Ryozo Miura.
- Journal Title
  
  Advances in Statistical Modeling and Inference, Series in Biostatistics 3
  
  Pages: 529-542
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17300087
[Journal Article] The distribution of continuous time rank processes.2006
- Author(s)
  Takahiko Fujita, Ryozo Miura
- Journal Title
  
  Advances in Mathematical Economics 9
  
  Pages: 25-32
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17300087
[Journal Article] An Introduction to Statistics for Risk and Derivatives2005
- Author(s)
  Ryozo Miura
- Journal Title
  
  Nippon-Hyoron-sha 15
  
  Pages: 222-222
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17300087
[Presentation] A market model with errror terms following symmetric-asymmetric distribution family and decomposition of Jensen's Alpha2019
- Author(s)
  Ryozo, Miura. and Navruzbek, Karamatov.
- Organizer
  日本統計関連学会連合大会　於.滋賀大学
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Jensen's alpha in the CAPM market model from the viewpoints of asymptotic accuracy of estimation of beta and of asymmetry of residual distributions2019
- Author(s)
  Ryozo, Miura. and Navruzbek, Karamatov.
- Organizer
  INPROFORUM 2019, South Bohemia Univerity
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatial CAPM and spatial model for international stock markets2017
- Author(s)
  Ryozo Miura
- Organizer
  Workshop on spatial and spatio-temporal data analysis ,2017 at Tohoku University
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] What can we do for portfolio selection with hedge funds?2009
- Author(s)
  三浦良造
- Organizer
  日本統計学会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-09
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] What can we do for portfolio selection with hedge funds?2009
- Author(s)
  三浦良造
- Organizer
  日本統計学会
- Place of Presentation
  同志社大学、京都
- Year and Date
  2009-09-09
- Data Source
  KAKENHI-PROJECT-19330068

1. OHASHI Kazuhiko (50261780)

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2. HONDA Toshiki (70303063)

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3. NAKAMURA Nobuhiro (90323899)

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4. NAGAYAMA Izumi (50334595)

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5. SECCHI Carlo

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6. NOMA Mikiharu (80347286)

# of Collaborated Projects: 1 results

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7. SHIONOYA Yuichi (50017521)

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8. YONEKURA Seiichiro (00158528)

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9. GOTO Akira (20054380)

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10. ISHI Hiromitsu (60017530)

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11. ITAMI Hiroyuki (90017492)

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12. IMAI Ken-ichi (80017467)

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13. INAGAKI Nobuo (10000184)

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14. KONDO Masao (70117505)

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15. TAGURI Masaaki (10009607)

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16. YAMADA Sakutaro (60017077)

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17. GOTO Masashi (00273615)

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18. MATSUURA Yoshiyuki (70274149)

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19. OUE Shingo (90272765)

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20. HACHIYA Toyohiko (00251645)

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21. NAKANO Makoto (00275017)

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22. KAMIMURA Shoji (50323902)

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23. Yajima Yoshihiro (70134814)

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24. 柴田里程 (60089828)

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25. 椿広計 (30155436)

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26. 渋谷政昭 (20146723)

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27. 伊藤邦雄 (60134889)

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28. 榊原清則 (40114946)

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29. 清水邦夫 (60110946)

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30. 久保川達也 (20195499)

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31. 景山三平 (70033892)

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32. 西晃央 (60022274)

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33. 白旗慎吾 (10037294)

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34. 松田安昌 (10301590)

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35. 中島賢太郎 (60507698)

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36. VALDANI Enrico

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37. MARELLI Enrico

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38. MOLTENI Corrado

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39. FILIPPINI Carlo

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40. ENRICO Marel

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41. ENRICO Valda

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42. CORRADO Molt

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43. CARLO Filipp

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44. CARLO Seccki

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45. ALESSANDRINI セルジヨ

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46. CANZIANI Arn

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47. MOLTENI Corr

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MIURA Ryozo 三浦 良造

三浦 良造 ミウラ リヨウゾウ

Research Projects

Research Products

Co-Researchers

Building new models for spatio-temporal econometrics and thier statistical inference

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and Strategies

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theoretical Research on the problem of dynamic portfolio selection based on new approaches and Its ApplicationPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

The Quantitative Structure in Accounting Data of Japanese Manufacturing Companies and Its Relation to the Risk Management.Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Research of Statistical models in Statistical Inference

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

S上の金融データ解析環境の構築

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

セミパラメトリック変換モデルにおける母数推定;センサ-・2標本の場合Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Technical Innovation and Economic Institutions : Japanese and Italian Economic Systems in Comparative Perspective

Principal Investigator

Project Period (FY)

Research Category

Research Institution

[Book] 信用リスクモデル入門2007

Author(s)

Total Pages

Publisher

Description

Data Source

[Book] リスクとデリバティブの統計入門2005

Author(s)

Total Pages

Publisher

Description

Data Source

[Journal Article] Credit Risk Models and the Basel Accords2007

Author(s)

Journal Title

Description

Data Source

[Journal Article] Rank Process, Stochastic Corridor, and Application to Finance、Advances in Statistical Modeling and Inference.2007

Author(s)

Journal Title

Data Source

[Journal Article] Rank Process, Stochastic Corridor and Application to Finance.2007

MIURA Ryozo 三浦良造

三浦良造ミウラリヨウゾウ