{"created":"2025-04-23T02:28:52.604148+00:00","id":2000621,"links":{},"metadata":{"_buckets":{"deposit":"938e87c0-a254-47aa-b94b-ed2633fef7e0"},"_deposit":{"created_by":10,"id":"2000621","owner":"10","owners":[10],"pid":{"revision_id":0,"type":"depid","value":"2000621"},"status":"published"},"_oai":{"id":"oai:shiga-u.repo.nii.ac.jp:02000621","sets":["1156:1808:1811"]},"author_link":[],"control_number":"2000621","item_30002_creator2":{"attribute_name":"作成者","attribute_type":"creator","attribute_value_mlt":[{"creatorAffiliations":[{"affiliationNames":[{"affiliationName":"Shiga University","affiliationNameLang":"en"},{"affiliationName":"滋賀大学","affiliationNameLang":"ja"},{"affiliationName":"シガ ダイガク","affiliationNameLang":"ja-Kana"}]}],"creatorNames":[{"creatorName":"Kusuda, Koji","creatorNameLang":"en"},{"creatorName":"楠田, 浩二","creatorNameLang":"ja"},{"creatorName":"クスダ, コウジ","creatorNameLang":"ja-Kana"}]}]},"item_30002_date11":{"attribute_name":"日付","attribute_value_mlt":[{"subitem_date_issued_datetime":"2025-04","subitem_date_issued_type":"Issued"}]},"item_30002_description9":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"In the context of Knightian uncertainty, homothetic robust Epstein-Zin (HREZ) utility is a promising one among robust utilities. Thispaper investigates some properties of “generalized homothetic robustEpstein-Zin (GHREZ) utility,” in which the coefficient of relative ambiguityaversion in HREZ utility is generalized to the matrix of relativeambiguity aversions. The study demonstrates that GHREZ utility is“generalized stochastic differential utility (SDU)”, while HREZ utilityis SDU. The paper then presents properties of ambiguity aversions ofGHREZ utility. The study introduces concepts of directional ambiguityaversions, and demonstrates properties of directional ambiguityaversions of GHREZ utility.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_30002_file35":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","date":[{"dateType":"Available","dateValue":"2025-04-30"}],"displaytype":"detail","filename":"DPE43Kusuda.pdf","filesize":[{"value":"291 KB"}],"format":"application/pdf","mimetype":"application/pdf","url":{"label":"DPE43Kusuda.pdf","objectType":"fulltext","url":"https://shiga-u.repo.nii.ac.jp/record/2000621/files/DPE43Kusuda.pdf"},"version_id":"2426709e-ee1f-4d8b-b2f7-c12f5f783068"}]},"item_30002_issue_number25":{"attribute_name":"号","attribute_value_mlt":[{"subitem_issue":"E-43"}]},"item_30002_language12":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_30002_number_of_pages26":{"attribute_name":"ページ数","attribute_value_mlt":[{"subitem_number_of_pages":"16"}]},"item_30002_page_end28":{"attribute_name":"終了ページ","attribute_value_mlt":[{"subitem_end_page":"15"}]},"item_30002_page_start27":{"attribute_name":"開始ページ","attribute_value_mlt":[{"subitem_start_page":"1"}]},"item_30002_publisher10":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"The Institute for Economic and Business Research Faculty of Economics, Shiga University","subitem_publisher_language":"en"}]},"item_30002_resource_type13":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_30002_source_title23":{"attribute_name":"収録物名","attribute_value_mlt":[{"subitem_source_title":"Discussion Paper, Series E","subitem_source_title_language":"en"}]},"item_30002_subject8":{"attribute_name":"主題","attribute_value_mlt":[{"subitem_subject":"Ambiguity","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Directional risk","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Homothetic robust utility","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Generalized stochastic differential utility","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_30002_title0":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Some Properties of Generalized Homothetic Robust Epstein-Zin Utility","subitem_title_language":"en"}]},"item_title":"Some Properties of Generalized Homothetic Robust Epstein-Zin Utility","item_type_id":"40001","owner":"10","path":["1811"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2025-04-30"},"publish_date":"2025-04-30","publish_status":"0","recid":"2000621","relation_version_is_last":true,"title":["Some Properties of Generalized Homothetic Robust Epstein-Zin Utility"],"weko_creator_id":"10","weko_shared_id":-1},"updated":"2025-04-23T03:09:53.482477+00:00"}