書誌事項
- タイトル別名
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- The Test for the Efficiency of Japanese Household Protfolios Including Real Asset
- ジツブツ シサン オ フクメタ カケイ ノ シサン センタク ノ コウリツセイ
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抄録
In this paper, we test for the efficiency of the observed Japanese household portfolios including real asset (housing) in three cases, (1) treat real asset (housing) as fully unconstrained, (2) conditional on real asset (housing) (3) conditional on real asset (housing) and the correlation between real asset (housing) return and financial assets returns are zero. We use two methods for the efficiency test, one is to plot the efficient frontiers, and another is econometric statistic.
収録刊行物
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- 日本福祉大学経済論集
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日本福祉大学経済論集 34 129-143, 2007-03-31
東海 : 日本福祉大学経済学会
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詳細情報 詳細情報について
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- CRID
- 1050282813403063424
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- NII論文ID
- 120005815122
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- NII書誌ID
- AN10367370
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- ISSN
- 09156011
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- NDL書誌ID
- 8897537
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- 本文言語コード
- ja
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- 資料種別
- departmental bulletin paper
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- データソース種別
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- IRDB
- NDL
- CiNii Articles