Active portfolio management with conditioning information

Masashi Ieda; Naoki Fujino; Hiroshi Sasaki

doi:10.3905/joi.2019.1.077

Active portfolio management with conditioning information

Masashi Ieda, Naoki Fujino, Hiroshi Sasaki

ビジネスエコノミクス学科

研究成果: Article › 査読

2 被引用数 (Scopus)

本文言語	English
ページ（範囲）	51-65
ページ数	15
ジャーナル	Journal of Investing
巻	28
号	4
DOI	https://doi.org/10.3905/joi.2019.1.077
出版ステータス	Published - 6月 2019

文献へのアクセス

10.3905/joi.2019.1.077

他のファイルとリンク

!!Link to publication in Scopus

引用スタイル

@article{8746c8e66447402e87c47d029edd5bf6,

title = "Active portfolio management with conditioning information",

author = "Masashi Ieda and Naoki Fujino and Hiroshi Sasaki",

note = "Funding Information: The authors would like to thank Keisuke Ito, General Manager at Mizuho-DL Financial Technology Co., Ltd., in Tokyo, Japan, for useful discussions and comments.",

year = "2019",

month = jun,

doi = "10.3905/joi.2019.1.077",

language = "English",

volume = "28",

pages = "51--65",

journal = "Journal of Investing",

issn = "1068-0896",

publisher = "Portfolio Management Research",

number = "4",

}

TY - JOUR

T1 - Active portfolio management with conditioning information

AU - Ieda, Masashi

AU - Fujino, Naoki

AU - Sasaki, Hiroshi

N1 - Funding Information: The authors would like to thank Keisuke Ito, General Manager at Mizuho-DL Financial Technology Co., Ltd., in Tokyo, Japan, for useful discussions and comments.

PY - 2019/6

Y1 - 2019/6

UR - http://www.scopus.com/inward/record.url?scp=85090142305&partnerID=8YFLogxK

U2 - 10.3905/joi.2019.1.077

DO - 10.3905/joi.2019.1.077

M3 - Article

AN - SCOPUS:85090142305

SN - 1068-0896

VL - 28

SP - 51

EP - 65

JO - Journal of Investing

JF - Journal of Investing

IS - 4

ER -