Financial Research Department Chief financial engineer
Shingo Ide()
研究領域:
研究・専門分野
関連カテゴリ
We apply a new indexing method developed in the U.S. to Japanese equities. Backtesting of the new index indicates a significant improvement in risk-return efficiency over the TOPIX index. While TOPIX is now the prevailing benchmark for equity investment, the new method offers an opportunity to consider alternatives.