Fumio Ishizaki

AI Finance Application Research Institute

2-2-8 Minamiaoyama

Minato, Tokyo 107-0062

Japan

Modal Stage

4-7-6-704 Shiba

Minato, Tokyo 108-0014

Japan

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

577

TOTAL CITATIONS

0

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

Correlation Diversified Passive Portfolio Strategy Based on Permutation of Assets

Number of pages: 14 Posted: 03 Dec 2019 Last Revised: 03 Feb 2021

Yutaka Sakurai, Yusuke Yuki, Ryota Katsuki, Takashi Yazane and Fumio Ishizaki

AI Finance Application Research Institute, NTT Data Corporation, NTT Data Corporation, NTT Data Corporation and AI Finance Application Research Institute

Downloads 577 (118,181)

Abstract:

Feedback

All content on this site: Copyright © 2026 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .