WEKO3
アイテム
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 |
|---|---|---|
スライド資料 (487.8 kB)
|
|
|
|
本文 (316.2 kB)
|
|
| Item type | テクニカルレポート / Technical Report(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 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
|
|||||||
| 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 |
|||||||
| 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) | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | Working Paper | |||||||
| シリーズ | ||||||||
| 関連名称 | Working Paper / No.229 | |||||||
