Art
J-GLOBAL ID：201902274606265128   Reference number：19A1280073

Complex Valued Risk Diversification

複雑な値のリスク多様化【JST・京大機械翻訳】
Author (3)：
Uchiyama Yusuke

About Uchiyama Yusuke

(MAZIN, Inc., 1-60-20 Minami-Otsuka, Toshima-ku, Tokyo 170-0005, Japan)

About MAZIN, Inc., 1-60-20 Minami-Otsuka, Toshima-ku, Tokyo 170-0005, Japan

, 
Kadoya Takanori

About Kadoya Takanori

(MAZIN, Inc., 1-60-20 Minami-Otsuka, Toshima-ku, Tokyo 170-0005, Japan)

About MAZIN, Inc., 1-60-20 Minami-Otsuka, Toshima-ku, Tokyo 170-0005, Japan

, 
Nakagawa Kei

About Nakagawa Kei

(Nomura Asset Management Co., Ltd. 1-21-1, Nihonbashi, Chuo-ku, Tokyo 103-8260, Japan)

About Nomura Asset Management Co., Ltd. 1-21-1, Nihonbashi, Chuo-ku, Tokyo 103-8260, Japan


Material：
Entropy (Web)

About Entropy (Web)


Volume： 21  Issue： 2  Page： 119  Publication year： 2019 
JST Material Number： U7179A  ISSN： 1099-4300  Document type： Article
Article type： 原著論文  Country of issue： Switzerland (CHE)  Language： ENGLISH (EN)
Abstract/Point：
Abstract/Point
Japanese summary of the article(about several hundred characters).
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Risk diversification is one of...
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Thesaurus term：
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Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
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*diversification

About diversification

, 
principal component analysis

About principal component analysis

, 
portfolio

About portfolio


Semi thesaurus term：
Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
ポートフォリオ管理

About ポートフォリオ管理

, 【Automatic Indexing@JST】
Author keywords (4)：
portfolio management

About portfolio management

, 
risk diversification

About risk diversification

, 
Hilbert transform

About Hilbert transform

, 
principal component analysis

About principal component analysis

JST classification (5)：
JST classification
Category name(code) classified by JST.
Automaton theory 
(JB04000O)

About Automaton theory

,  Dynamic characteristics of reactor 
(MD02020F)

About Dynamic characteristics of reactor

,  Fluid dynamics in general 
(BC02010G)

About Fluid dynamics in general

,  Powder technology 
(XD03010M)

About Powder technology

,  Thermodynamics 
(BA08040X)

About Thermodynamics

Reference (23)：
  • Markowitz, H.M. Portfolio selection. J. Financ. 1995, 7, 77-91.
  • Michaud, R.O. The Markowitz optimization enigma: Is ‘optimized’ optimal? Financ. Anal. J. 1989, 45, 31-42.
  • Qian, E. Risk Parity Portfolios: Efficient Portfolios through True Diversification. Panagora Asset Manag. Pap. 2005. Available online: https://www.panagora.com/insights/risk-parity-portfolios-efficient-portfoliosthrough-true-diversification/ (accessed on 7 July 2017).
  • Baltas, N.; Jessop, D.; Jones, C.; Zhang, H. Trend-following meets risk parity. UBS Invest. Res. 2013. Available online: http://www.qminitiative.org/UserFiles/files/Nick{%}20Baltas.pdf (accessed on 7 July 2017).
  • Lohre, H.; Opfer, H.; Ország, G. Diversifying risk parity. J. Risk 2014, 16, 53-79.
ｍore...
Terms in the title (2)：
Terms in the title
Keywords automatically extracted from the title.
リスク

About リスク

, 
多様化

About 多様化


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