Analyzing the influence of fundamental indexing through inverse simulation analysis

Hiroshi Takahashi, Satoru Takahashi, Takao Terano

研究成果: Conference contribution

抄録

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.

本文言語English
ホスト出版物のタイトルSICE 2011 - SICE Annual Conference 2011, Final Program and Abstracts
出版社Society of Instrument and Control Engineers (SICE)
ページ514-515
ページ数2
ISBN(印刷版)9784907764395
出版ステータス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
国/地域Japan
CityTokyo
Period11/9/1311/9/18

ASJC Scopus subject areas

  • 制御およびシステム工学
  • コンピュータ サイエンスの応用
  • 電子工学および電気工学

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