@article{oai:kanazawa-u.repo.nii.ac.jp:00011128,
 author = {小俣, 正朗 and 小林, 健太 and Mahmuda, Naila-Al and Omata, Seiro and Kobayashi, Kenta},
 journal = {The science reports of the Kanazawa University = 金沢大学理科報告},
 month = {Jan},
 note = {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.},
 pages = {15--34},
 title = {A method for portfolio evaluation based on linear expansion and its application to an empirical portfolio},
 volume = {56},
 year = {2012}
}