2021/07/12 更新

写真a

アサノ タカオ
浅野 貴央
ASANO Takao
所属
社会文化科学学域 教授
職名
教授
外部リンク

学位

  • 博士(経済学) ( 東北大学 )

研究分野

  • 人文・社会 / 理論経済学

経歴

  • 岡山大学   経済学部   教授

    2014年4月 - 現在

      詳細を見る

  • 岡山大学   経済学部   准教授

    2009年4月 - 2014年3月

      詳細を見る

  • 東洋大学   経営学部   助教

    2008年4月 - 2009年3月

      詳細を見る

  • 慶應義塾大学   日本学術振興会特別研究員(PD)

    2006年4月 - 2008年3月

      詳細を見る

  • 大阪大学社会経済研究所   The Institute of Social and Economic Research   COE特任研究員

    2004年4月 - 2006年3月

      詳細を見る

 

論文

  • Optimal Investment under Ambiguous Technology Shocks 査読

    Takao Asano, Yusuke Osaki

    European Journal of Operational Research   293 ( 1 )   304 - 311   2021年8月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)  

    DOI: 10.1016/j.ejor.2020.11.047

    researchmap

  • Portfolio Allocation Problems between Risky and Ambiguous Assets 査読

    Takao Asano, Yusuke Osaki

    Annals of Operations Research   284   63 - 79   2020年1月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)  

    researchmap

  • Consequentialism and Dynamic Consistency in Updating Ambiguous Beliefs 査読

    Takao Asano, Hiroyuki Kojima

    Economic Theory   68   223 - 250   2019年7月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)  

    researchmap

  • Optimal Initial Capital Induced by the Optimized Certainty Equivalent 査読

    Takuji Arai, Takao Asano, Katsumasa Nishide

    Insurance: Mathematics and Economics   85   115 - 125   2019年3月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)  

    researchmap

  • Chaotic Dynamics of a Piecewise Linear Model of Credit Cycles 査読

    Takao Asano, Masanori Yokoo

    Journal of Mathematical Economics   80   9 - 21   2019年1月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)  

    researchmap

  • An experimental test of a search model under ambiguity 査読

    Takao Asano, Hiroko Okudaira, Masaru Sasaki

    Theory and Decision   79 ( 4 )   627 - 637   2015年12月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:SPRINGER  

    The objective of this study is to design a laboratory experiment to explore the effect of ambiguity on a subject's search behavior in a finite-horizon sequential search model. In so doing, we employ a strategy to observe the potential trend of reservation points that is usually unobserved. We observe that subjects behaving consistently across treatments reduce their reservation points in the face of ambiguity over point distribution. Our result is consistent with the theoretical implication obtained by Nishimura and Ozaki (J Econ Theory 119:299-333, 2004).

    DOI: 10.1007/s11238-015-9488-x

    Web of Science

    researchmap

  • Overconfidence, Underconfidence, and Welfare 査読

    Takao Asano, Takuma Kunieda, Akihisa Shibata

    Journal of Institutional and Theoretical Economics   171 ( 2 )   372 - 384   2015年6月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:J C B MOHR  

    Using a simple framework due to Cooper and John (1988) and Cooper (1999), this paper derives the conditions under which overconfidence and underconfidence of agents lead to Pareto improvement. We show that an agent's overconfidence in a game exhibiting strategic complementarity and positive spillovers and an agent's underconfidence in a game exhibiting strategic complementarity and negative spillovers can lead to Pareto improvement.

    DOI: 10.1628/093245615X14273596659161

    Web of Science

    researchmap

  • An axiomatization of Choquet expected utility with cominimum independence 査読

    Takao Asano, Hiroyuki Kojima

    Theory and Decision   78 ( 1 )   117 - 139   2015年1月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:SPRINGER  

    This paper proposes a class of independence axioms for simple acts. By introducing the -cominimum independence axiom that is stronger than the comonotonic independence axiom but weaker than the independence axiom, we provide a new axiomatization theorem of simple acts within the framework of Choquet expected utility. Furthermore, in order to provide the axiomatization of simple acts, we generalize Kajii et al. (J Math Econ 43:218-230, 2007) into an infinite state space. Our axiomatization theorem relates Choquet expected utility to multi-prior expected utility through the core of a capacity that is explicitly derived within our framework. Our result in this paper also derives Gilboa (Econometrica 57:1153-1169, 1989), Eichberger and Kelsey (Theory Decis 46:107-140, 1999), and Rohde (Soc Choice Welf 34:537-547, 2010) as a corollary.

    DOI: 10.1007/s11238-013-9411-2

    Web of Science

    researchmap

  • Natural capital investment under knightian uncertainty 査読

    Takao Asano, Akihisa Shibata

    Environment and Development Economics   19 ( 5 )   529 - 547   2014年10月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:CAMBRIDGE UNIV PRESS  

    In this paper, we develop a simple two-period model of natural capital investment under Knightian uncertainty and analyze the effects of changes in the degree of ambiguity on the optimal natural capital investment. We find that the degree of Knightian uncertainty affects a government's natural capital investment. Moreover, we find that the direction of the effect of the Knightian uncertainty depends on the nature of uncertainty, that is, on whether the uncertainty is about the future level of natural capital or about the return from saving.

    DOI: 10.1017/S1355770X13000661

    Web of Science

    researchmap

  • Modularity and monotonicity of games 査読

    Takao Asano, Hiroyuki Kojima

    Mathematical Methods of Operations Research   80 ( 1 )   29 - 46   2014年8月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:SPRINGER HEIDELBERG  

    The purpose of this paper is twofold. First, we generalize Kajii et al. (J Math Econ 43:218-230, 2007) and provide a condition under which for a game , its Mobius inverse is equal to zero within the framework of the -modularity of for . This condition is more general than that in Kajii et al. (J Math Econ 43:218-230, 2007). Second, we provide a condition under which for a game , its Mobius inverse takes non-negative values, and not just zero. This paper relates the study of totally monotone games to that of -monotone games. Furthermore, this paper shows that the modularity of a game is related to -additive capacities proposed by Grabisch (Fuzzy Sets Syst 92:167-189, 1997). To illustrate its application in the field of economics, we use these results to characterize a Gini index representation of Ben-Porath and Gilboa (J Econ Theory 64:443-467, 1994). Our results can also be applied to potential functions proposed by Hart and Mas-Colell (Econometrica 57:589-614, 1989) and further analyzed by Ui et al. (Math Methods Oper Res 74:427-443, 2011).

    DOI: 10.1007/s00186-014-0468-7

    Web of Science

    researchmap

  • Environmental regulation and technology transfers 査読

    Takao Asano, Noriaki Matsushima

    Canadian Journal of Economics   47 ( 3 )   889 - 904   2014年8月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:WILEY-BLACKWELL  

    This paper analyzes the situation in which a national government introduces environmental regulations. Within the framework of an international duopoly with environmental regulations, an environmental tax imposed by the government in the home country can induce a foreign firm with advanced abatement technology to license it to a domestic firm without this technology. Furthermore, when the domestic firm's production technology is less efficient than that of the foreign firm, the foreign firm may freely reveal its technology to the domestic firm. These improvements through the voluntary transfer of technology imply that environmental regulations have positive impacts on innovation.
    Resume Reglementation environnementale et transferts de technologie. Ce texte analyse le cas d'un gouvernement national qui etablit des reglementations environnementales. Dans le cadre d'un duopole international avec reglementations environnementales, le gouvernement national impose une taxe environnementale au plan domestique qui peut induire une firme etrangere qui dispose d'une technologie avancee qui reduit l'impact environnemental a vendre une licence permettant d'utiliser cette technologie a une firme domestique qui ne l'a pas. De plus, quand la technologie de production de la firme domestique est moins efficace que celle de la firme etrangere, la firme etrangere peut reveler sa technologie a la firme domestique. Ces ameliorations a travers les transferts volontaires de technologie impliquent que les reglementations environnementales ont des impacts positifs sur l'innovation.

    DOI: 10.1111/caje.12100

    Web of Science

    researchmap

  • Uncertainty Aversion and Portfolio Inertia 査読

    Takao Asano

    Bulletin of Economic Research   64 ( 3 )   334 - 343   2012年7月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:WILEY-BLACKWELL  

    In stock markets, we often observe portfolio inertia, i.e., a situation in which some stocks are not traded or not priced for a few minutes or longer. This is neither an exceptional situation in which some stock price soars too high to be priced, nor the one where some stock price plummets too much to be traded. By introducing the concept of Knightian uncertainty, Dow and Werlang (1992) account for the existence of portfolio inertia, which has not been accounted for under the concept of risk. This paper provides a characterization of the spread between buying and selling prices based on a parameter proposed by Ozaki and Streufert (1999, 2001) that enables us to estimate the attitude towards Knightian uncertainty, and shows that an increase (a decrease) in Knightian uncertainty expands (shrinks) the interval in which an investor never changes her initial position. Furthermore, we analyse the effect of an increase in Knightian uncertainty on portfolio inertia based on Epsilon-contaminations.

    DOI: 10.1111/j.1467-8586.2010.00366.x

    Web of Science

    researchmap

  • Complex behaviour in a piecewise linear dynamic macroeconomic model with endogenous discontinuity 査読

    Takao Asano, Takuma Kunieda, Akihisa Shibata

    Journal of Difference Equations and Applications   18 ( 11 )   1889 - 1898   2012年

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:TAYLOR & FRANCIS LTD  

    This paper examines the dynamic property of a macroeconomic model developed by Matsuyama [Am. Econ. Rev. 97(2007), pp. 503-516] in detail. It is shown that the model can be transformed into a version of the neuron model analysed by Hata [J. Math. Kyoto Univ. 22(1982), pp. 155-173, Chaos in Neural Network Models (in Japanese), Asakura, Tokyo 1998] and that the system can exhibit either periodic fluctuations or non-periodic (chaotic) fluctuations.

    DOI: 10.1080/10236198.2011.601301

    Web of Science

    researchmap

  • Optimal pricing and quality choice of a monopolist under Knightian uncertainty 査読

    Takao Asano, Akihisa Shibata

    International Journal of Industrial Organization   29 ( 6 )   746 - 754   2011年11月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:ELSEVIER SCIENCE BV  

    This paper analyzes a simple vertical product differentiation model with demand uncertainty and derives a risk neutral monopolist's optimal market entry timing, her optimal pricing and optimal quality choice by incorporating Knightian uncertainty, irreversibility, and flexibility in quality-enhancing investment into a continuous-time stochastic model. It is shown that an increase in Knightian uncertainty induces decreases in the optimal price, the optimal quality, and the value of undertaking the quality-enhancing investment by the monopolist. The social optimal entry timing, pricing and quality are also analyzed. (C) 2011 Elsevier B.V. All rights reserved.

    DOI: 10.1016/j.ijindorg.2011.04.002

    Web of Science

    researchmap

  • Risk and uncertainty in health investment 査読

    Takao Asano, Akihisa Shibata

    European Journal of Health Economics   12 ( 1 )   79 - 85   2011年2月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:SPRINGER  

    Extending the Grossman (J Polit Econ 80:223-255, 1972) model of health capital into a stochastic one, we analyze how the presence of Knightian uncertainty about the efficacy of health care affects the optimal health investment behavior of individuals. Using Gilboa and Schmeidler's (J Math Econ 18:141-153, 1989) model of maxmin expected utility (MMEU) with multiple priors, we show that an agent retains the initial level of health capital if the price of health care lies within a certain range. We also show that the no-investment range expands as the degree of Knightian uncertainty rises.

    DOI: 10.1007/s10198-010-0238-2

    Web of Science

    researchmap

  • Precautionary Principle and the Optimal Timing of Environmental Policy Under Ambiguity 査読

    Takao Asano

    Environmental and Resource Economics   47 ( 2 )   173 - 196   2010年10月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:SPRINGER  

    I consider a problem in environmental policy design in which I focus on stock pollutants. In particular, I consider stock pollutants that cause severe damage on the environment and do not depreciate at all once they are released into the atmosphere and the ocean. The purposes of this paper are: (1) to provide an economic foundation for environmental policies based on the precautionary principle and the 1992 Rio Declaration on Environment and Development, and (2) to show that this optimal timing rule has a reservation property. Furthermore, I analyze the effect of an increase in ambiguity on the optimal timing of adopting some environmental policy, and show that an increase in ambiguity decreases the optimal timing of adopting the environmental policy.

    DOI: 10.1007/s10640-010-9370-9

    Web of Science

    researchmap

  • Optimal tax policy and foreign direct investment under ambiguity 査読

    Takao Asano

    Journal of Macroeconomics   32 ( 1 )   185 - 200   2010年3月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:LOUISIANA STATE UNIV PR  

    We analyze the optimal timing of an irreversible foreign direct investment by a foreign firm and the optimal tax policy by a host country under ambiguity, We derive the optimal GDP level at which the foreign firm switches from exporting to a foreign direct investment. Furthermore, we derive the optimal tax policy by the host country, and analyze the effect of an increase in ambiguity on the optimal tax policy. We show that the host country should reduce the optimal corporate tax rate from the host government's perspective in response to an increase in ambiguity. Our result is different from the one obtained by Pennings (2005) that shows that an increase in risk induces an increase in the optimal Corporate tax Fate. (C) 2009 Elsevier Inc. All rights reserved.

    DOI: 10.1016/j.jmacro.2009.12.006

    Web of Science

    researchmap

  • Portfolio Inertia and Epsilon-Contaminations 査読

    Takao Asano

    Theory and Decision   68 ( 3 )   341 - 365   2010年3月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:SPRINGER  

    This article analyzes investors' portfolio selection problems in a two-period dynamic model of Knightian uncertainty. We account for the existence of portfolio inertia in this two-period framework. Furthermore, by incorporating investors' updating behavior, we analyze how observing new information in the first period will affect investors' behavior. By this analysis, we show that observing new information in the first period will expand portfolio inertia in the second period compared with the case in which observing new information has not been gained in the first period if the degree of Knightian uncertainty is sufficiently large.

    DOI: 10.1007/s11238-008-9101-7

    Web of Science

    researchmap

  • Portfolio inertia under ambiguity 査読

    Takao Asano

    Mathematical Social Sciences   52 ( 3 )   223 - 232   2006年12月

     詳細を見る

    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:ELSEVIER SCIENCE BV  

    We consider individual's portfolio selection problems. Introducing the concept of ambiguity, we show the existence of portfolio inertia under the assumptions that decision maker's beliefs are captured by an inner measure, and that her preferences are represented by the Choquet integral with respect to the inner measure. Under the concept of ambiguity, it is considered that a sigma-algebra or even an algebra is not necessarily an appropriate collection of events to which a decision maker assigns probabilities. Furthermore, we study the difference between ambiguity and uncertainty by considering investors' behavior. (c) 2006 Elsevier B.V All rights reserved.

    DOI: 10.1016/j.mathsocsci.2006.07.003

    Web of Science

    researchmap

▼全件表示

書籍等出版物

  • 『決め方の科学:事例ベース意思決定理論』

    浅野貴央, 尾山大輔, 松井彰彦( 担当: 共訳)

    勁草書房  2005年 

     詳細を見る

 

担当授業科目

  • ミクロ経済学入門 (2021年度) 1・2学期  - 火1~2

  • ミクロ経済学入門 (2021年度) 1・2学期  - 月10

  • ミクロ経済学入門 (2021年度) 1・2学期  - 火1~2

  • 卒業研究(1・2学期) (2021年度) 1・2学期  - その他

  • 卒業研究(3・4学期) (2021年度) 3・4学期  - その他

  • 卒業研究(3年次・1・2学期) (2021年度) 1・2学期  - 月7~8

  • 卒業研究(3年次・3・4学期) (2021年度) 3・4学期  - 月7~8

  • 基礎演習1(経済理論・政策専攻) (2021年度) 前期  - その他

  • 基礎研究(3学期) (2021年度) 第3学期  - 火7~8

  • 金融経済学 (2021年度) 特別  - その他

  • 金融経済学 (2021年度) 3・4学期  - 月5~6

  • 金融経済学演習1 (2021年度) 特別  - その他

  • 金融経済学演習2 (2021年度) 後期  - 火3

  • 金融経済学演習2 (2021年度) 特別  - その他

  • 金融経済学2 (2021年度) 前期  - 月2

  • 卒業研究(1・2学期) (2020年度) 1・2学期  - その他

  • 卒業研究(3・4学期) (2020年度) 3・4学期  - その他

  • 基礎研究(3学期) (2020年度) 第3学期  - 火7,火8

  • 基礎研究(4学期) (2020年度) 第4学期  - 火7,火8

  • 金融経済学演習1 (2020年度) 後期  - 火2

  • 金融経済学演習A (2020年度) 3・4学期  - 火10

▼全件表示