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A Generalized User-Revenue Model of Financial Firms under Dynamic Uncertainty:Equity Capital, Risk Adjustment, and the Conjectural User-Revenue Model
https://doi.org/10.15099/00002076
https://doi.org/10.15099/000020766f6b60d8-97f3-43ef-a2f1-42a43e8b046f
名前 / ファイル | ライセンス | アクション |
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スライド資料 (487.8 kB)
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本文 (316.2 kB)
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Item type | テクニカルレポート / Technical Report(1) | |||||
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公開日 | 2009-09-25 | |||||
タイトル | ||||||
タイトル | A Generalized User-Revenue Model of Financial Firms under Dynamic Uncertainty:Equity Capital, Risk Adjustment, and the Conjectural User-Revenue Model | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Equity capital | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Risk adjustment | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Conjectural user-revenue model | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Generalized user-revenue price | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Extended generalized-Lerner index | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||
資源タイプ | technical report | |||||
ID登録 | ||||||
ID登録 | 10.15099/00002076 | |||||
ID登録タイプ | JaLC | |||||
著者 |
Homma, Tetsushi
× Homma, Tetsushi |
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抄録 | ||||||
内容記述 | A generalized user-revenue model is proposed in which the volatility risk of quasi short-run profits and equity capital effects reflecting the risk of bearing the costs of financial distress are taken into consideration. This is achieved by extending the conjectural user-revenue model proposed by Homma and Souma (2005). Specifically, uncertainties are added to endogenous holding-revenue and holding-cost rates, and the utility function of financial firms is formulated in terms of both quasi short-run profits and equity capital. The conjectural user-revenue price is extended as a generalized user-revenue price, and the extended generalized-Lerner index is proposed to incorporate these extensions. | |||||
書誌情報 |
Working Paper,Faculty of Economics University of Toyama 巻 229, p. 1-44, 発行日 2009-06-05 |
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フォーマット | ||||||
内容記述 | application/pdf | |||||
フォーマット | ||||||
内容記述 | application/pdf | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
出版者 | ||||||
出版者 | FACULTY OF ECONOMICS UNIVERSITY OF TOYAMA | |||||
資源タイプ(DSpace) | ||||||
内容記述 | Working Paper | |||||
シリーズ | ||||||
関連名称 | Working Paper / No.229 |