Zobrazeno 1 - 10
of 431
pro vyhledávání: '"Nakashima Hideki"'
Autor:
Yamamura, Toru, Edamoto, Masafumi, Kojima, Tomihiko, Morita, Taichi, Yamamoto, Naoji, Sunahara, Atsushi, Johzaki, Tomoyuki, Nakashima, Hideki
Publikováno v:
In High Energy Density Physics November 2020 37
Autor:
Weiyue, Song, Ying, Li, Kanamoto, Taisei, Asai, Daisuke, Takemura, Hiromu, Nakashima, Hideki, Miyazaki, Kensuke, Yoshida, Takashi
Publikováno v:
In Carbohydrate Research September 2020 495
Autor:
Budragchaa, Davaanyam, Shiming, Bai, Kanamoto, Taisei, Nakashima, Hideki, Miyazaki, Kensuke, Yoshida, Takashi *
Publikováno v:
In Carbohydrate Polymers 1 July 2020 239
Publikováno v:
In Journal of Infection and Chemotherapy May 2018 24(5):341-346
Autor:
NAKASHIMA, Hideki
Publikováno v:
経済科学. 70(3):77-88
Portfolio selection with referring to mean-variance efficiency is acutely sensitive to small changes of a set of evaluated values for expectation of returns of investment assets. Additionally it is not known appropriate method for diagnosis of the on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::7c5892ab53e65bd0d1d78a930d36389c
https://nagoya.repo.nii.ac.jp/records/2005330
https://nagoya.repo.nii.ac.jp/records/2005330
Autor:
Budragchaa, Davaanyam, Bai, Shiming, Kanamoto, Taisei, Nakashima, Hideki, Han, Shuqin, Yoshida, Takashi
Publikováno v:
In Carbohydrate Polymers 5 October 2015 130:233-242
Autor:
NAKASHIMA, Hideki
Publikováno v:
経済科学. 69(4):15-31
In this paper we investigate Cross-Regional Minimum Volatility Portfolios (CRMVPs) in global stock markets. Especially we focus our minds on the additional and independent ingredients in specific returns of CRMVPs. These ingredients are derived from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::a5e715fb09b3150c172a01486a737711
https://nagoya.repo.nii.ac.jp/records/2002281
https://nagoya.repo.nii.ac.jp/records/2002281
Akademický článek
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Publikováno v:
In Carbohydrate Polymers 15 May 2013 94(2):899-903
Autor:
NAKASHIMA, Hideki
Publikováno v:
経済科学. 68(4):1-16
We investigate specific returns of Minimum Volatility Portfolios (MVPs) against "factor funds" in four major markets. In analysis we use MSCI indexes referred by many investors. This enables our analysis based on the real investor's decision. In prel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::9c34c09677cb2b157681afbb0c382f5c
https://nagoya.repo.nii.ac.jp/records/2000179
https://nagoya.repo.nii.ac.jp/records/2000179