TAKEZAWA Naoya 竹澤直哉

… Alternative Names

Takezawa Naoya 竹澤直哉

竹澤直哉タケザワナオヤ

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Researcher Number	70329332
Other IDs
Affiliation (Current)	2025: 南山大学, 経営学部, 教授
Affiliation (based on the past Project Information) *help	2021 – 2023: 南山大学, 経営学部, 教授 2014 – 2016: 南山大学, 経営学部, 教授 2011: 南山大学, ビジネス研究科, 教授 2011: 南山大学, 大学院・ビジネス研究科, 教授 2008 – 2010: 南山大学, ビジネス研究科, 准教授 2006: 南山大学, ビジネス研究科, 講師
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance / Public finance/Monetary economics Except Principal Investigator Public finance/Monetary economics / Social systems engineering/Safety system
Keywords	Principal Investigator リアルオプション / tick data / アナリスト予測 / Kalman Filter / センチメント / カルマンフィルタ / SRIファンド / 家計消費 / ファイナンス Except Principal Investigator 最適停止 … More / リアル・オプション / スポット市場 / 確率解析 / 最適償還政策 / 経営財務 / 金融工学 / ファイナンス / 二項モデル / コーラブル / 条件付請求権 / 不完全情報 / 資産評価 / プライシング / ブライシング / 永久債 / ゲーム・オプション / 最適停止問題 / ワラント / 転換社債 / 償還条項 / オプション / デリバティブ Less

A Kalman Filter Approach of Market Sentiment with Attribution of Analyst ForecastsPrincipal Investigator
- Principal Investigator
  
  Takezawa Naoya
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Nanzan University
Real Option Valuation Analysis of Corporate ActivityPrincipal Investigator
- Principal Investigator
  
  TAKEZAWA Naoya
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Nanzan University
The Real Option Evaluation of Firm Activity and its Financial RiskPrincipal Investigator
- Principal Investigator
  
  TAKEZAWA Naoya
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Nanzan University
Studies on the Valuation of Financial Assets and its applications
- Principal Investigator
  
  SAWAKI Katsushige
- Project Period (FY)
  2008 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Nanzan University
不完全情報下の金融資産評価に関する理論的および実証的研究
- Principal Investigator
  
  SAWAKI Katsushige (澤木勝茂)
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Nanzan University

All 2023 2022 2021 2017 2016 2015 2014 2012 2011 2010 2009 2008 2007 Other

All Journal Article Presentation Book

[Book] Recent Advances in financial Engineering 2010 Proceedings of the KIER-TMU International Workshop on Financial Engineering, Investor Characteristics and the Portfolio value2011
- Author(s)
  Naoya Takezawa
- Data Source
  KAKENHI-PROJECT-21530320
[Book] インベストメント(上、下)2010
- Author(s)
  ツヴィー・ボディー, アレックス・ケイン, アラン・J・マーカス著平木多賀人, 伊藤彰敏, 竹澤直哉, 山崎亮, 辻本臣哉訳
- Publisher
  McGrawHill
- Data Source
  KAKENHI-PROJECT-21530320
[Book] リアルオプションと経営戦略2007
- Author(s)
  竹澤直哉, 高森寛, 森平爽一郎ほか12名
- Total Pages
  305
- Publisher
  シグマベイスキャピタル社
- Data Source
  KAKENHI-PROJECT-16651090
[Journal Article] The Stock Return Exposure to Market Sentiment, Market Return Entropy and Price to Book Ratios in the Japanese Equity Market2023
- Author(s)
  Takezawa naoya
- Journal Title
  
  南山経営研究
  
  Volume: 37-3 Pages: 337-352
- Data Source
  KAKENHI-PROJECT-21K01572
[Journal Article] The Entropy Level, Systematic Risk, and Market Sentiment2023
- Author(s)
  Naoya Takezawa
- Journal Title
  
  Nanzan Management Review
  
  Volume: 38 Pages: 181-193
- Data Source
  KAKENHI-PROJECT-21K01572
[Journal Article] Exploring Systematic Risk Shocks in the Japanese Equity Market2022
- Author(s)
  Takezawa naoya
- Journal Title
  
  南山経営研究
  
  Volume: 37-2 Pages: 151-165
- Data Source
  KAKENHI-PROJECT-21K01572
[Journal Article] Market Investor Sentiment and Time Varying Betas of Japanese Mutual Funds - A Kalman Filter Estimate of Time Varying Beta and its Long Term Persistence2021
- Author(s)
  Naoya Takezawa
- Journal Title
  
  Nanzan Management Review
  
  Volume: 36 Pages: 221-232
- NAID
  40022742819
- Data Source
  KAKENHI-PROJECT-21K01572
[Journal Article] 流動化プロセクにおけるセンチメントの影響2017
- Author(s)
  斎藤伽織、竹澤直哉、赤壁弘康
- Journal Title
  
  南山経営研究
  
  Volume: 31 Pages: 161-241
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380410
[Journal Article] The Socially Conscious Factor and the Minimum Entropy Distribution in Japan2016
- Author(s)
  Naoya Takezawa
- Journal Title
  
  南山経営研究
  
  Volume: 30 Pages: 257-269
- NAID
  40020771187
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380410
[Journal Article] The Effect of Equity Holding and Occupation on Household Consumption2016
- Author(s)
  Naoya Takezawa
- Journal Title
  
  南山経営研究
  
  Volume: 31 Pages: 1-24
- NAID
  40020995872
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380410
[Journal Article] The Impact of Project Size and Risk Aversion on Market Sentiment Under the Risk Sensitive Measure2016
- Author(s)
  Naoya Takezawa
- Journal Title
  
  経営財務研究
  
  Volume: 36 Pages: 42-77
- NAID
  40021139418
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380410
[Journal Article] リアルオプション・アプローチによる不確実性下の観光事業者意思決定―確率的Verhulst/Gompertz方程式を満たす将来貨幣的満足度をもとに―2015
- Author(s)
  赤壁弘康、田畑吉雄、竹澤直哉
- Journal Title
  
  日本観光学会誌
  
  Volume: 56 Pages: 1-16
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26380410
[Journal Article] 和歌山県における観光地別の宿泊・日帰客動向に関する時系列分析2014
- Author(s)
  竹澤直哉　長谷川高則
- Journal Title
  
  日本観光学会誌
  
  Volume: 55 Pages: 32-45
- NAID
  130008162822
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26380410
[Journal Article] 大都市近郊型車社会の交通利便性と不動産賃貸価格に関する研究2014
- Author(s)
  竹澤直哉　長谷川高則
- Journal Title
  
  南山経営研究
  
  Volume: 29-2 Pages: 63-90
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26380410
[Journal Article] 絵画投資と金融資産バブル2012
- Author(s)
  竹澤直哉、平木多賀人、伊藤彰敏
- Journal Title
  
  立教ビジネスレビュー、立教経営学会
  
  Volume: Vol.4 Pages: 2-12
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] 絵画投資と金融資産バブル2012
- Author(s)
  竹澤直哉、平木多賀人、伊藤彰敏
- Journal Title
  
  立教ビジネスレビュー、立教経営学会
  
  Volume: Vol.4 Pages: 2-12
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] expropriation is the exercise of an Option : Modelling the Sakhalin-2 Production Sharing Agreement as an American Call Option2011
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Bremer Marc
- Journal Title
  
  南山経営研究
  
  Volume: 25/3 Pages: 109-120
- NAID
  40018795802
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] Expropriation is the Exercise of an Option : Modeling the Sakhalin-2 Production Sharing Agreement as an American Call Option2011
- Author(s)
  Takezawa, N., Bremer, M., Sawaki, K.
- Journal Title
  
  Nanzan Management Review
  
  Volume: 25 Pages: 109-120
- NAID
  40018795802
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2010
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Marc Bremer
- Journal Title
  
  リアルオプション研究 Vol.3 No.1
  
  Pages: 25-39
- NAID
  130000263852
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] The Financial Crisis and the Stochastic Components of the J-REIT Market2010
- Author(s)
  Naoya Takezawa
- Journal Title
  
  南山経営研究第24巻3号
  
  Pages: 425-440
- NAID
  40017068096
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] The Financial Crisis and the Stochastic Components of the J-REIT Market2010
- Author(s)
  Naoya Takezawa
- Journal Title
  
  南山経営研究 Vol 24 No.3
  
  Pages: 425-440
- NAID
  40017068096
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2010
- Author(s)
  Naoya Takezawa, Marc Bremer, Katsushige Sawaki
- Journal Title
  
  Journal of Real Options and Strategy Vol.3 No.1
  
  Pages: 25-39
- NAID
  130000263852
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2010
- Author(s)
  Naoya Takezawa, Marc Bremer, Katsushige Sawaki
- Journal Title
  
  Journal of Real Options and Strategy Vol.3, No.1
  
  Pages: 25-39
- NAID
  130000263852
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2010
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Bremer Marc
- Journal Title
  
  Journal of Real Options and Strategy(リアルオプション研究)
  
  Volume: Vol.3 Pages: 25-39
- NAID
  130000263852
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] How Did Japanese Investments Influence International Art Prices2009
- Author(s)
  Takato Hiraki, Akitoshi Ito, Darius A. Speith, Naoya Takezawa
- Journal Title
  
  Journal of Financial And Quantitative Analysis
  
  Volume: 44 Pages: 1489-1514
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] 不動産とその証券化商品における価格特性について2009
- Author(s)
  竹澤直哉
- Journal Title
  
  南山南山経営研究 23巻3号
  
  Pages: 381-391
- NAID
  40016597391
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] How Did Japanese Investments Influence International Art Prices?2009
- Author(s)
  Takato Hiraki, Akitoshi Ito, Darius A.Speith, Naoya Takezawa
- Journal Title
  
  Journal of Financial And Quantitative Analysis Vol.44
  
  Pages: 1489-1514
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] Risk Hedging Through Forward Supply Contracts and Equity Ownership in a Spin-Off Decision2007
- Author(s)
  Naoya Takezawa, Jay Rajasekera, Rick So
- Journal Title
  
  International Journal of Production Economics 106
  
  Pages: 532-543
- Data Source
  KAKENHI-PROJECT-16651090
[Journal Article] 絵画投資と金融資産バブル
- Author(s)
  平木多賀人, 伊藤彰敏, 竹澤直哉
- Journal Title
  
  立教ビジネスレビュー
  
  Volume: (掲載確定 Accepted for publication)
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] Investor Characteristics and Portfolio Value
- Author(s)
  Naoya Takezawa
- Journal Title
  
  the Proceedings of KIER-TMU International Workshop on Financial Engineering 2010
  
  Volume: (掲載確定 Accepted for publication)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530320
[Journal Article] Investor Characteristics and Portfolio Value
- Author(s)
  Takezawa, N.
- Journal Title
  
  Accepted to "Proceedings of KEIR-TMU Finance Workshop"
  
  Volume: (掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Time Varying Beta and Analyst Forecasts2023
- Author(s)
  Takezawa Naoya
- Organizer
  NANZAN ファイナンスワークショップ　南山大学経営研究センター
- Data Source
  KAKENHI-PROJECT-21K01572
[Presentation] Systematic Risk Shocks and Analyst Forecasts in Japan2022
- Author(s)
  Takezawa Naoya
- Organizer
  橋大学経済研究所　金融研究会（第12回）
- Data Source
  KAKENHI-PROJECT-21K01572
[Presentation] Exploring Systematic Risk Shocks in the Japanese Equity Market2021
- Author(s)
  Naoya Takezawa
- Organizer
  JFA-PBFJ Special Issue Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01572
[Presentation] The Effect of Equity Holding and Occupation on Household Consumption2016
- Author(s)
  Naoya Takezawa
- Organizer
  日本ファイナンス学会第24回大会
- Place of Presentation
  横浜市、横浜国立大学
- Data Source
  KAKENHI-PROJECT-26380410
[Presentation] The Influence of Oversea Investors on Japanese Socially Conscious Funds2016
- Author(s)
  Naoya Takezawa
- Organizer
  日本経営財務研究学会第40回全国大会
- Place of Presentation
  東京都、武蔵大学
- Data Source
  KAKENHI-PROJECT-26380410
[Presentation] Optimal Project Size under the Risk Sensitive Measure2015
- Author(s)
  Naoya Takezawa
- Organizer
  日本リアルオプション学会
- Place of Presentation
  新潟県、南魚沼市
- Year and Date
  2015-10-25
- Data Source
  KAKENHI-PROJECT-26380410
[Presentation] The Determinants of Household Consumption2014
- Author(s)
  Naoya Takezawa
- Organizer
  Financial Management Association　Asia
- Place of Presentation
  Hitotsubashi University （Tokyo, Japan）
- Year and Date
  2014-05-10
- Data Source
  KAKENHI-PROJECT-26380410
[Presentation] Option Valuation of the value of signaling to be a Socially Responsible Corporation2011
- Author(s)
  竹澤直哉
- Organizer
  INFORMS Annual Meeting
- Place of Presentation
  Charlotte Carolina, U.S.A.
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] Option Valuation of the value of signaling to be a Socially Responsible Corporation2011
- Author(s)
  竹澤直哉
- Organizer
  INFORMS Annual Meeting
- Place of Presentation
  Charlotte Carolina, U. S. A
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] Household Consumption on Luxury Goods and the Equity Premium Puzzle in Japan during the Late 1980's2011
- Author(s)
  Naoya Takezawa, Hiraki Takato, Akitoshi Ito
- Organizer
  2^<nd> workshop on Finance and Accouting Research in the Asian Pacific Region
- Place of Presentation
  Nagoya City University, Nagoya
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] An Option Evaluation of being Socially Responsible from a Market Perspective2011
- Author(s)
  竹澤直哉
- Organizer
  日本リアルオプション学会
- Place of Presentation
  青山学院大学、相模原キャンパス
- Year and Date
  2011-11-06
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] An Option Evaluation of being Socially Responsible from a Market Perspective2011
- Author(s)
  竹澤直哉
- Organizer
  日本リアルオプション学会
- Place of Presentation
  青山学院大学、相模原キャンパス
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] Option Valuation of the value of signaling to be a Socially Responsible Corporation2011
- Author(s)
  竹澤直哉
- Organizer
  INFORMS Annual Meeting
- Place of Presentation
  Charlotte Carolina, U.S.A.
- Year and Date
  2011-11-16
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Household Consumption on Luxury Goods and the Equity Premium Puzzle in Japan during the Late 1980's2011
- Author(s)
  Naoya Takezawa, Hiraki Takato, Akitoshi Ito
- Organizer
  2^<nd> workshop on Finance and Accouting Research in the Asian Pacific Region
- Place of Presentation
  Nagoya City University, Nagoya
- Year and Date
  2011-09-29
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Option Valuation of the value of signaling to be a Socially Responsible Corporation2011
- Author(s)
  Naoya Takezawa
- Organizer
  INFORMS Annual Meeting
- Place of Presentation
  Charlotte Carolina, U. S. A
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Expropriation is the Exercise of an Option : Modeling the Sakhalin-2 Production Sharing Agreement as an American Call Option2010
- Author(s)
  Takezawa, N., Bremer, M., Sawaki, K.
- Organizer
  Academy of International Business
- Place of Presentation
  Rio de Janeiro, Brazil
- Year and Date
  2010-06-27
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Investor Characteristics and Portfolio Value2010
- Author(s)
  Takezawa, N.
- Organizer
  KIER-TMU International Workshop on Financial Engineering 2010
- Place of Presentation
  Tokyo, Japan
- Year and Date
  2010-08-02
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Investor Characteristics and Portfolio Value2010
- Author(s)
  Naoya Takezawa
- Organizer
  KKTER-TMU International Workshop on Financial Engineering
- Place of Presentation
  Tokyo, Japan
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] Timing of a Project Takeover Decision in a Multi-Server Queue with Uncertain Priority Service2010
- Author(s)
  Takezawa, N., Toyoizumi, H.
- Organizer
  Institute for Operations Research and the Management Sciences
- Place of Presentation
  Austin TX, U.S.A.
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Timing of a Project Takeover Decision in a Multi-Server Queue with Uncertain Priority Service2010
- Author(s)
  Naoya Takezawa, Hiroshi Toyoizumi
- Organizer
  INFORMS
- Place of Presentation
  Austin TX, U.S.A.
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] expropriation is the exercise of an Option : Modelling the Sakhalin-2 Production Sharing Agreement as an American Call Option2010
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Bremer Marc
- Organizer
  Academy of International Business
- Place of Presentation
  Rio de Janeiro, Brazil
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] Investor Characteristics and Portfolio Value2010
- Author(s)
  Naoya Takezawa
- Organizer
  KIER-TMU International Workshop on Financial Engineering
- Place of Presentation
  Tokyo, Japan
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2009
- Author(s)
  Katsuhige Sawaki, Naoya Takezawa, Marc Bremer
- Organizer
  JAROS2009研究発表大会、JAROS
- Place of Presentation
  信州大学(上田キャンパス)
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information2009
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Bremer Marc
- Organizer
  Theory and Example, Academy of International Business Annual Meeting
- Place of Presentation
  San Diego, CA, U. S. A
- Year and Date
  2009-06-28
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2009
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Bremer Marc
- Organizer
  JAROS2009研究発表大会
- Place of Presentation
  信州大学(上田キャンパス)
- Year and Date
  2009-12-13
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2009
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Bremer Marc
- Organizer
  Academy of International Business Annual Meeting
- Place of Presentation
  San Diego, CA, U.S.A.
- Year and Date
  2009-06-28
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2009
- Author(s)
  Katushige Sawaki, Naoya Takezawa, Bremer Marc
- Organizer
  JAROS2009研究発表大会
- Place of Presentation
  JAROS,信州大学(上田キャンパス)
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2009
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Bremer Marc
- Organizer
  Academy of International Business Annual Meeting
- Place of Presentation
  San Diego(U.S.A.)
- Year and Date
  2009-06-28
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Foreign Direct Investment, Real Options and Expropriation under Incomplete Information : Theory and Example2009
- Author(s)
  Naoya Takezawa, Katsushige Sawaki, Bremer Marc
- Organizer
  JAROS2009研究発表大会
- Place of Presentation
  信州大学(上田キャンパス)長野県上田市常田3-15-1
- Year and Date
  2009-12-13
- Data Source
  KAKENHI-PROJECT-21530320
[Presentation] The estimation and effect of trigger distributions on the realoption2008
- Author(s)
  Naoya, Takezawa
- 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-20330068
[Presentation] Beneficiary Rights in the Japanese REIT Market2008
- Author(s)
  Naoya, Takezawa
- Organizer
  2008 AsFA/NFA International Finance Conference
- Place of Presentation
  パシフィコ横浜会議センター
- Year and Date
  2008-07-08
- Data Source
  KAKENHI-PROJECT-20330068

1. SAWAKI Katsushige (80065482)

# of Collaborated Projects: 2 results

# of Collaborated Products: 8 results
2. OSAKI Syunji (10034399)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. TABATA Yoshio (30028047)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. YAGI Kyoko (80451847)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. SATO Kimitoshi (60609527)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 國田寛 (30022552)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 赤壁弘康 (40192877)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 岩城秀樹 (40257647)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 徳永俊史 (30329750)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

TAKEZAWA Naoya 竹澤 直哉

Takezawa Naoya 竹澤 直哉

竹澤 直哉 タケザワ ナオヤ

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A Kalman Filter Approach of Market Sentiment with Attribution of Analyst ForecastsPrincipal Investigator

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Real Option Valuation Analysis of Corporate ActivityPrincipal Investigator

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The Real Option Evaluation of Firm Activity and its Financial RiskPrincipal Investigator

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Studies on the Valuation of Financial Assets and its applications

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不完全情報下の金融資産評価に関する理論的および実証的研究

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[Book] Recent Advances in financial Engineering 2010 Proceedings of the KIER-TMU International Workshop on Financial Engineering, Investor Characteristics and the Portfolio value2011

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[Book] インベストメント(上、下)2010

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[Book] リアルオプションと経営戦略2007

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[Journal Article] The Stock Return Exposure to Market Sentiment, Market Return Entropy and Price to Book Ratios in the Japanese Equity Market2023

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[Journal Article] The Entropy Level, Systematic Risk, and Market Sentiment2023

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[Journal Article] Exploring Systematic Risk Shocks in the Japanese Equity Market2022

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[Journal Article] Market Investor Sentiment and Time Varying Betas of Japanese Mutual Funds - A Kalman Filter Estimate of Time Varying Beta and its Long Term Persistence2021

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NAID

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[Journal Article] 流動化プロセクにおけるセンチメントの影響2017

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[Journal Article] The Socially Conscious Factor and the Minimum Entropy Distribution in Japan2016

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[Journal Article] The Effect of Equity Holding and Occupation on Household Consumption2016

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[Journal Article] The Impact of Project Size and Risk Aversion on Market Sentiment Under the Risk Sensitive Measure2016

TAKEZAWA Naoya 竹澤直哉

Takezawa Naoya 竹澤直哉

竹澤直哉タケザワナオヤ