Art
J-GLOBAL ID:202002243893702205
Reference number:20A0697464
Diversified Investment Problem using Loan
融資を利用した分散投資問題
Author (2):
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Material:
Volume:
2020
Issue:
MPS-127
Page:
Vol.2020-MPS-127,No.12,1-4 (WEB ONLY)
Publication year:
Feb. 24, 2020
JST Material Number:
U0451A
Document type:
Proceedings
Article type:
原著論文
Country of issue:
Japan (JPN)
Language:
JAPANESE (JA)
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Semi thesaurus term:
Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
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JST classification (1):
JST classification
Category name(code) classified by JST.
Management engineering in general
Reference (9):
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日本証券業協会:個人投資家の証券投資に関する意識調査,, 入手先 http://www.jsda.or.jp/ (参照 2019-12-13).
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田川聖治:銀行預金と銀行融資を利用した機会制約ポートフォリオ最適化問題の適応型差分進化に基づく解法,情報処理学会論文誌・数理モデル化と応用,Vol. 12, No. 2, pp.59-68 (2019).
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Luenberger, D. G.: Investment Science, International Edition, Oxford University Press (2009).
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Kataoka, S.: A stochastic programming model, Econometrica, Vol. 31, No. 1-2, pp. 181-196 (1963).
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株式会社ミンカブ・ジ・インフォノイド:株式の銘柄探索サイト,https://kabutan.jp/.
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