Art
J-GLOBAL ID：202002247676595542   Reference number：20A2744720

The Aumann-Serrano performance index for multi-period gambles in stock data

株式データにおける多期間ギャンブルのAumann-Serranoパフォーマンスインデックス
Author (2)：
HODOSHIMA Jiro

About HODOSHIMA Jiro

(Nagoya Univ. Commerce and Business)

About Nagoya Univ. Commerce and Business

, 
YAMAWAKE Toshiyuki

About YAMAWAKE Toshiyuki

(Nagoya Univ. Commerce and Business)

About Nagoya Univ. Commerce and Business


Material：
統計関連学会連合大会講演報告集  (統計関連学会連合大会報告集)

About 統計関連学会連合大会講演報告集


Volume： 2020  Page： 147  Publication year： Sep. 2020 
JST Material Number： L1468A  Document type： Proceedings
Article type： 短報  Country of issue： Japan (JPN)  Language： ENGLISH (EN)
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Thesaurus term：
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Keywords indexed to the article.
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*stock market

About stock market

, 
price

About price

, 
index number

About index number

, 
character (group theory)

About character (group theory)

, 
*investment in stock

About investment in stock

, 
stochastic process

About stochastic process

, 
investment valuation

About investment valuation

, 
*econometrics

About econometrics

, 
*share price

About share price

, 
*stock index

About stock index

, 
evaluation index

About evaluation index

, 
price change

About price change

, 
evaluation

About evaluation


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.
*Stochastic volatility

About Stochastic volatility


Author keywords (4)：
Aumann-Serrano performance index

About Aumann-Serrano performance index

, 
multi-period gamble

About multi-period gamble

, 
Sharpe ratio

About Sharpe ratio

, 
stock data

About stock data

JST classification (2)：
JST classification
Category name(code) classified by JST.
Profit management 
(KA05030A)

About Profit management

,  Industrial economy 
(KA02000Y)

About Industrial economy

Terms in the title (4)：
Terms in the title
Keywords automatically extracted from the title.
株式

About 株式

, 
ギャンブル

About ギャンブル

, 
パフォーマンス

About パフォーマンス

, 
インデックス

About インデックス


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