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A method for portfolio evaluation based on linear expansion and its application to an empirical portfolio
https://doi.org/10.24517/00011115
https://doi.org/10.24517/0001111572dc357f-70b2-4428-8083-81052b87e6f9
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
scirep56_naila-15-34.pdf (286.9 kB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2017-10-03 | |||||
| タイトル | ||||||
| タイトル | A method for portfolio evaluation based on linear expansion and its application to an empirical portfolio | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Portfolio analysis | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Economic indicator | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Expansion method | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| ID登録 | ||||||
| ID登録 | 10.24517/00011115 | |||||
| ID登録タイプ | JaLC | |||||
| 著者 |
Mahmuda, Naila-Al
× Mahmuda, Naila-Al× Omata, Seiro× Kobayashi, Kenta |
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| 著者別表示 |
小俣, 正朗
× 小俣, 正朗× 小林, 健太 |
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| 書誌情報 |
The science reports of the Kanazawa University = 金沢大学理科報告 巻 56, p. 15-34, 発行日 2012-01-01 |
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| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 0022-8338 | |||||
| NCID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA00835991 | |||||
| 出版者 | ||||||
| 出版者 | Institute of Science and Engineering, Kanazawa University = 金沢大学 | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | This paper introduces a new scheme for portfolio evaluation founded on a linear expansion in a basis of economic indicators. The core idea is to express the price movement of a complex set of financial instruments by several carefully selected indicators whose behavior is by far more understandable than the complicated relations of financial derivatives contained in the portfolio. The principles of selection of the economic indicators for a given portfolio are discussed in detail and the method is tested on a basic portfolio containing one stock. | |||||
| 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 | |||||
