Analyzing the influence of fundamental indexing through inverse simulation analysis

Hiroshi Takahashi, Satoru Takahashi, Takao Terano

研究成果: Conference contribution

抜粋

This research analyzes the validity of fundamental indexing in financial markets. As a result of intensive experiments in the market, we made the following findings: (1) fundamental indexing works as effectively as price indexing in the market when market prices reflect fundamental values; (2) fundamental indexing contributes to market efficiency.

元の言語English
ホスト出版物のタイトルSICE 2011 - SICE Annual Conference 2011, Final Program and Abstracts
出版者Society of Instrument and Control Engineers (SICE)
ページ514-515
ページ数2
ISBN(印刷物)9784907764395
出版物ステータスPublished - 2011 1 1
イベント50th Annual Conference on Society of Instrument and Control Engineers, SICE 2011 - Tokyo, Japan
継続期間: 2011 9 132011 9 18

出版物シリーズ

名前Proceedings of the SICE Annual Conference

Other

Other50th Annual Conference on Society of Instrument and Control Engineers, SICE 2011
Japan
Tokyo
期間11/9/1311/9/18

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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  • これを引用

    Takahashi, H., Takahashi, S., & Terano, T. (2011). Analyzing the influence of fundamental indexing through inverse simulation analysis. : SICE 2011 - SICE Annual Conference 2011, Final Program and Abstracts (pp. 514-515). [6060712] (Proceedings of the SICE Annual Conference). Society of Instrument and Control Engineers (SICE).