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Minami, Seiji's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
394 |
Total
Citations
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1.
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Minami, Seiji
Resona Bank
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23 Nov 11
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Last Revised:
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08 Dec 11
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202
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Composite Factor, Signal Weighting, Dynamic Optimization, Trading Costs, Factor Tilts
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2.
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Minami, Seiji
Resona Bank
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135
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Alpha Factor, Risk Factor, Factor Tilts, Portfolio Constraints, Transfer Coefficient, Fundamental Law of Active Management
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3.
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Minami, Seiji
Resona Bank
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22 Apr 13
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Last Revised:
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01 May 13
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57
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Portfolio Optimization, Eigen Vector, Underestimation of Risk, Factor Tilts, Minimum Variance
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