Tetsuroh Wakatsuki

Resona Bank

Tokyo

Japan

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 42,483

SSRN RANKINGS

Top 42,483

in Total Papers Downloads

1,036

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Alpha Minus Beta: Simple Rule for Smart Beta Strategy

Number of pages: 5 Posted: 12 May 2014
Seiji Minami and Tetsuroh Wakatsuki
Resona Bank and Resona Bank
Downloads 610 (44,747)
Citation 1

Abstract:

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Factor Tilts, Smart Beta

2.

Save the Trading Costs: Simple and Intuitive Rule for Smart Beta Strategy

Number of pages: 6 Posted: 17 Jun 2014 Last Revised: 13 Nov 2014
Seiji Minami and Tetsuroh Wakatsuki
Resona Bank and Resona Bank
Downloads 192 (163,581)

Abstract:

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Trading Costs, Smart Beta, Factor Tilts, Turnover, Market Impact

3.

Low Volatility of Roe Is a Proxy for Sustainability of Roe: Earnings Quality in Japan

Number of pages: 5 Posted: 15 Aug 2014
Seiji Minami and Tetsuroh Wakatsuki
Resona Bank and Resona Bank
Downloads 129 (228,819)

Abstract:

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Earnings Quality, Volatility of ROE

4.

Save the Trading Costs: Simple and Intuitive Rule for Smart Beta Strategy (Technical Appendix)

Number of pages: 5 Posted: 13 Nov 2014
Seiji Minami and Tetsuroh Wakatsuki
Resona Bank and Resona Bank
Downloads 105 (265,761)
Citation 1

Abstract:

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Trading Costs, Smart Beta, Factor Tilts, Turnover