アセットアロケーション

「アセットアロケーション」の一覧では、デフレ脱却を見据えた債券運用中心のポートフォリオの見直しやインフラ投資等運用対象の多様化、運用規制のあり方といった年金運用におけるアセットアロケーションに係わる課題を分析し、あるべき運用を提言します。また、金融工学を使ったリスク管理手法の高度化に関する提案や、実体経済を反映した金利モデルの開発等、新たな運用モデルの提案など、理論と実務の架け橋となる有益なレポートを提供してまいります。

年で絞り込む

2017年08月08日

Japanese Property Market Quarterly Review, Second Quarter 2017-Tokyo Grade-A Office Rents Rise Again, Investors Increasingly Consider Selling-

Economic conditions have been improving. The cabinet office raised its assessment of the c...

続きを読む

Kazumasa Takeuchi

Kazumasa Takeuchi

Financial Research Department

2017年01月31日

Overseas Property Investments by Asian Insurers-Chinese Insurers Emerge as Global Main Players-

Asian insurers have noticeably increased property investments in recent years backed by t...

続きを読む

mamoru masumiya
2017年01月27日

Interest Rate Concerns Emerge, Property Prices Forecasted to Decline after Going Sideways~The Thirteenth Japanese Property Market Survey~

The thirteenth annual property market survey indicated that the current sentiment remain...

続きを読む

mamoru masumiya
2016年11月08日

Japanese Property Market Quarterly Review, Third Quarter 2016-Inbound Demand Peaks Out Affecting Retail Stores and Hotels-

Japanese real GDP maintained a positive q-o-q growth for the third consecutive quarter. Ho...

続きを読む

mamoru masumiya
2016年08月30日

Asian Insurers, Increasingly Influential Property Investors-Mainland Chinese Insurers Follow Taiwanese and Koreans-

Asian insurers have noticeably increased property investments in recent years. Followin...

続きを読む

mamoru masumiya
2016年02月17日

Property Investments by Asian Insurers -Potentially Active Investors into Japan-

Foreign capital inflows to the Japanese property investment market have recently increas...

続きを読む

mamoru masumiya
2016年01月25日

Outlook Reverses, Divergence in Forecasts of Property Price Peak from 2015 to 2018~The Twelfth Japanese Property Market Survey~

The twelfth annual property market survey indicated that the current sentiment remained s...

続きを読む

mamoru masumiya
2012年10月03日

Japan’s Property Business Frontiers: Declining Birthrate and Aging Population

■SummaryFollowing the global financial crisis, the annual housing starts, which were ove...

続きを読む

the Real Estate Investment Analysis Team Financial Research Group
2009年11月16日

On the Resurgence of Cross-Shareholding-Data from the Fiscal 2008 Survey of Corporate Ownership Structure

Although the resurgence of cross-shareholding has been a growing concern in recent years, ...

続きを読む

Keisuke Nitta
2008年07月23日

The Downtrend of Value-Added Productivity

Corporate earnings peaked out around last summer. If the turnaround was largely due to the s...

続きを読む

Hidetaka Kawakita
2008年07月04日

Reassessing the Accuracy of Analyst Estimates

Unlike the prestigious I/B/E/S consensus forecast in the U.S. and Europe, analyst estimat...

続きを読む

Shuichi Chizawa
2008年03月31日

Corporate Ownership Structure in Japan-Recent Trends and Their Impact

The corporate ownership structure in Japan has changed significantly since the late 1990s...

続きを読む

Keisuke Nitta
2007年11月12日

Subprime Loan Problem and the Securitization Market

Financial engineering has taken much blame for the turbulence in global financial and secu...

続きを読む

Yukio Muromachi
2007年08月23日

M&A Event Risk of Corporate Bonds

As M&A activity intensifies in Japan, the “M&A event risk” of corp...

続きを読む

Hiroshi Tsuda
2007年06月13日

Pension Fund Management and Socially Responsible Investment -Thoughts from Yakushima

The 7,200-year old Jomon-sugi cedar tree on Yakushima Island is a truly awesome sight to beh...

続きを読む

Koji Inui
2007年04月27日

Periodic Adjustment of the Topix Index Free-Float Weighting and Implications for Index Management

Free-float weights of the Topix Index are revised on a quarterly basis. Since weighting cha...

続きを読む

Yuko Iwaki
2007年03月29日

The Diverse Evolution of Traditional Corporate Boards in Japan

After Sony introduced a new executive officer system in 1997, Japanese corporate boards be...

続きを読む

Keisuke Nitta
2006年06月12日

Recent Trends in the Domestic Market for Credit Default Swaps (CDS) -- Posting Theoretical Prices Based on Market Price Data

In the past, prices of credit default swaps (the most basic type of credit derivativ...

続きを読む

Takashi Kawakami
2006年03月09日

Does Dividend Policy Enhance Shareholder Value?

We approach dividend policy from the perspective of an interactive game between corporate ...

続きを読む

Keisuke Nitta

レポート