抄録
This study analyzes the effectiveness of smart beta, which is proposed as a new stock index, through agent-based modeling. As a result of intensive experiments in the market, I found that the effectiveness of smart beta could be influenced by the extent of the diversity in investors' behavior. These results are significant from both practical and academic viewpoints.
| 本文言語 | English |
|---|---|
| ホスト出版物のタイトル | Proceedings - International Computer Software and Applications Conference |
| 出版社 | IEEE Computer Society |
| ページ | 361-366 |
| ページ数 | 6 |
| 巻 | 3 |
| ISBN（印刷版） | 9781467365635 |
| DOI | |
| 出版ステータス | Published - 2015 9月 21 |
| イベント | 39th IEEE Annual Computer Software and Applications Conference Workshops, COMPSACW 2015 - Taichung, Taiwan, Province of China 継続期間: 2015 7月 1 → 2015 7月 5 |
Other
| Other | 39th IEEE Annual Computer Software and Applications Conference Workshops, COMPSACW 2015 |
|---|---|
| 国/地域 | Taiwan, Province of China |
| City | Taichung |
| Period | 15/7/1 → 15/7/5 |
ASJC Scopus subject areas
- コンピュータ サイエンスの応用
- ソフトウェア