プロジェクト価値の評価モデル : −デフォルトリスクを考慮したプロジェクト評価−
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概要
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The risk that projects contain differ between projects. The frequency and quantity of risk depend on the content of the project and the risk characteristics. Furthermore, owing to these risks, projects have the possibility of default. This paper will evaluate project-generated cash flow and the value of each property according to the risks involved. We propose a method to evaluate the value of projects that have default risk, to explain the relationship between these project risks and default risk and to establish a structural model to in order to evaluate this risk. We consider this model a framework that may able to be applied to analyze feasibility and risk in various projects.
著者
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湊 隆幸
東京大学大学院新領域創成科学研究科
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村内 佳子
株式会社三菱東京 UFJ銀行
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湊 隆幸
東京大学大学院新領域創成化学研究科
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村内 佳子
The Bank of Tokyo-MitsubishiUFJ,Ltd
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湊 隆幸
Graduate School of Frontier Science, The University of Tokyo