ジャンプ過程を含む変...

ジャンプ過程を含む変数で記述される評価関数の最適化と資産配分変更を用いたValue at Risk制御への応用

Icons representing 記事

ジャンプ過程を含む変数で記述される評価関数の最適化と資産配分変更を用いたValue at Risk制御への応用

Call No. (NDL)
Z16-605
Bibliographic ID of National Diet Library
9399966
Material type
記事
Author
池田 欽一ほか
Publisher
東京 : 電子情報通信学会基礎・境界ソサイエティ
Publication date
2008-03
Material Format
Paper
Journal name
電子情報通信学会論文誌. A, 基礎・境界 = The IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences (Japanese edition). A / 電子情報通信学会 編 91(3) (通号 483) 2008.3
Publication Page
p.360~372
View All

Holdings of Libraries in Japan

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

  • CiNii Research

    Search Service
    You can check the holdings of institutions and databases with which CiNii Research is linked at the site of CiNii Research.

Bibliographic Record

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Paper

Material Type
記事
Author/Editor
池田 欽一
時永 祥三
Alternative Title
Optimization of evaluation functions described by variables having jump diffusion processes and its applications to the control of value at risk by changing proportion of assets in investments
Periodical title
電子情報通信学会論文誌. A, 基礎・境界 = The IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences (Japanese edition). A / 電子情報通信学会 編
No. or year of volume/issue
91(3) (通号 483) 2008.3
Volume
91
Issue
3
Sequential issue number
483