{"created":"2023-07-25T10:33:33.250695+00:00","id":7913,"links":{},"metadata":{"_buckets":{"deposit":"db14d8fb-fbb9-439b-8139-d14d10e63acd"},"_deposit":{"created_by":1,"id":"7913","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"7913"},"status":"published"},"_oai":{"id":"oai:senshu-u.repo.nii.ac.jp:00007913","sets":["27:32:861:903:912"]},"author_link":["1952"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-03-01","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"68","bibliographicPageStart":"59","bibliographicVolumeNumber":"31","bibliographic_titles":[{"bibliographic_title":"情報科学研究"}]}]},"item_10002_creator_2":{"attribute_name":"作成者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"石鎚, 英也"}],"nameIdentifiers":[{},{}]}]},"item_10002_description_25":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"This article is a supplement of the author's paper (Ishizuchi [2009] ), and two relevant issues are reviewed. The first is on the performance indices of trade. In the paper, it is assumed we can use short selling with at most one-to-one leverage ratio, and trading performance is mainly measured by total return. Ratio or total selling price to total buying price is used as a performance index in the paper, but it is not necessarily consistent with total return because of the leverage constraint. The second is on portfolio selection. In the paper, a portfolio is composed according to the traditional mean-variance theory, while many traders supposedly see their growth of asset as a major matter. We will briefly look at a portfolio with respect to growth.","subitem_description_type":"Other"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.34360/00007907","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_26":{"attribute_name":"公開者","attribute_value_mlt":[{"subitem_publisher":"専修大学情報科学研究所"}]},"item_10002_source_id_28":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0286-6048","subitem_source_identifier_type":"ISSN"}]},"item_10002_source_id_29":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00231758","subitem_source_identifier_type":"NCID"}]},"item_10002_title_1":{"attribute_name":"別言語のタイトル(英)","attribute_value_mlt":[{"subitem_title":"Supplement : How Pairs Trading Works in the Japanese Stock Market"}]},"item_10002_version_type_20":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_be7fb7dd8ff6fe43","subitem_version_type":"NA"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2012-01-20"}],"displaytype":"detail","filename":"no31_07.pdf","filesize":[{"value":"9.9 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"no31_07","url":"https://senshu-u.repo.nii.ac.jp/record/7913/files/no31_07.pdf"},"version_id":"f60ad037-c8e3-4fb1-8858-e349b7eea347"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"パフォーマンス指標","subitem_subject_scheme":"Other"},{"subitem_subject":"ポートフォリオ成長","subitem_subject_scheme":"Other"},{"subitem_subject":"Hideya","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Ishizuchi","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Performance Index","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Portfolio Growth","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"補遺 : 株式売買における統計的裁定のパフォーマンス","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"補遺 : 株式売買における統計的裁定のパフォーマンス"}]},"item_type_id":"10002","owner":"1","path":["912"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-01-20"},"publish_date":"2012-01-20","publish_status":"0","recid":"7913","relation_version_is_last":true,"title":["補遺 : 株式売買における統計的裁定のパフォーマンス"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-07-25T12:31:42.559971+00:00"}