第6回ストックリーグ入賞レポート 敢闘賞・大学 (PDF)
|
|
- いっけい ごちょう
- 7 years ago
- Views:
Transcription
1 ID
2 - 2 -
3 1-3 -
4 1 (1) (2) (3) (4) (1) 2 (2) (3) - 4 -
5 (4) (1) (2) CAPM r r = α + β ( r r ) + ε t ft Mt ft t r t r Mt r ft ε t β β σ σ M = M σ M σ M - 5 -
6 r t r r Mt ft ft r α Jensen Jensen s ndex CAPM α = 0 α 0 CAPM α 20 r = α + β r + ε t Mt t TOPIX Yahoo! 1 2 ˆR - 6 -
7 t ****** 1%5%10% - 7 -
8 2 60% 80% 90% 100% 75% 20% % 45% 100% 30% % 70% HDDFDB LSI 80% - 8 -
9 DG 30% % 80% NEOMAX 60% 40%Nd-Fe-B 55% 35% 90% 50,000 ISO9001ISO Markowtz - 9 -
10 subject to { } n n 2 p = j j = 1 j= 1 mn σ ωωσ ω r p n = ωr n = 1 = 1 ω = 1 ω 0.02 σ 2 p r p ω % ω = %
11 STOCK
12 nvestment bankng !!
~ ~.86 ~.02 ~.08 ~.01 ~.01 ~.1 6 ~.1 3 ~.01 ~.ω ~.09 ~.1 7 ~.05 ~.03 ~.01 ~.23 ~.1 6 ~.01 ~.1 2 ~.03 ~.04 ~.01 ~.1 0 ~.1 5 ~.ω ~.02 ~.29 ~.01 ~.01 ~.11 ~.03 ~.02 ~.ω 本 ~.02 ~.1 7 ~.1 4 ~.02 ~.21 ~.I
More informationaisatu.pdf
1 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71
More information一般演題(ポスター)
6 5 13 : 00 14 : 00 A μ 13 : 00 14 : 00 A β β β 13 : 00 14 : 00 A 13 : 00 14 : 00 A 13 : 00 14 : 00 A β 13 : 00 14 : 00 A β 13 : 00 14 : 00 A 13 : 00 14 : 00 A β 13 : 00 14 : 00 A 13 : 00 14 : 00 A
More information日本糖尿病学会誌第58巻第1号
α β β β β β β α α β α β α l l α l μ l β l α β β Wfs1 β β l l l l μ l l μ μ l μ l Δ l μ μ l μ l l ll l l l l l l l l μ l l l l μ μ l l l l μ l l l l l l l l l l μ l l l μ l μ l l l l l l l l l μ l l l l
More informationP1-1 P1-2 P1-3 P1-4 P1-5 P1-6 P3-1 P3-2 P3-3 P3-4 P3-5 P3-6 P5-1 P5-2 P5-3 P5-4 P5-5 P5-6 P7-1 P7-2 P7-3 P7-4 P7-5 P7-6 P9-1 P9-2 P9-3 P9-4 P9-5 P9-6 P11-1 P11-2 P11-3 P11-4 P13-1 P13-2 P13-3 P13-4 P13-5
More informationP-12 P-13 3 4 28 16 00 17 30 P-14 P-15 P-16 4 14 29 17 00 18 30 P-17 P-18 P-19 P-20 P-21 P-22
1 14 28 16 00 17 30 P-1 P-2 P-3 P-4 P-5 2 24 29 17 00 18 30 P-6 P-7 P-8 P-9 P-10 P-11 P-12 P-13 3 4 28 16 00 17 30 P-14 P-15 P-16 4 14 29 17 00 18 30 P-17 P-18 P-19 P-20 P-21 P-22 5 24 28 16 00 17 30 P-23
More information1 913 10301200 A B C D E F G H J K L M 1A1030 10 : 45 1A1045 11 : 00 1A1100 11 : 15 1A1115 11 : 30 1A1130 11 : 45 1A1145 12 : 00 1B1030 1B1045 1C1030
1 913 9001030 A B C D E F G H J K L M 9:00 1A0900 9:15 1A0915 9:30 1A0930 9:45 1A0945 10 : 00 1A1000 10 : 15 1B0900 1B0915 1B0930 1B0945 1B1000 1C0900 1C0915 1D0915 1C0930 1C0945 1C1000 1D0930 1D0945 1D1000
More information株式会社デジタルガレージ
1 500 250 0-250 -500 3,000 2,000 1,000 0 '996 '006 '016 '026 '996 '006 '016 '026 300 150 0 '0212 '0212 '996 '006 '016 '026 '0212-150 '996 '006 '016 '026 '996 '006 '016 '026 '996 '006 '016 '026 '0212 '0212
More information取扱説明書[d-01G]
d-01g 1 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 T 18 1 2 19 3 1 2 4 3 4 20 21 1 2 3 4 22 1 T 2 T 1 T 2 T 23 1 T 1 2 24 25 1 2 26 1 T 27 1 2 3 1 2 3 28 29 30 1 2 1 2 31 1 2 3 32 1 2 3 4 5 1 2 3 4 33 1
More information日本糖尿病学会誌第58巻第2号
β γ Δ Δ β β β l l l l μ l l μ l l l l α l l l ω l Δ l l Δ Δ l l l l l l l l l l l l l l α α α α l l l l l l l l l l l μ l l μ l μ l l μ l l μ l l l μ l l l l l l l μ l β l l μ l l l l α l l μ l l
More information診療ガイドライン外来編2014(A4)/FUJGG2014‐01(大扉)
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
More informationLightブログ_Mikata.qxd
46 Ω 1 3 2 15 Ω 47 6 4 5 7 5 CONTENTS 4 6 8 1 2 3 4 1 12 14 16 18 20 5 6 7 8 9 10 11 2 22 24 26 28 30 34 36 12 38 40 2 3 4 13 42 20 58 14 44 21 60 15 16 17 18 19 46 48 50 52 54 22 23 24 25 64 66 68 72
More informationuntitled
Y = Y () x i c C = i + c = ( x ) x π (x) π ( x ) = Y ( ){1 + ( x )}( 1 x ) Y ( )(1 + C ) ( 1 x) x π ( x) = 0 = ( x ) R R R R Y = (Y ) CS () CS ( ) = Y ( ) 0 ( Y ) dy Y ( ) A() * S( π ), S( CS) S( π ) =
More information330
330 331 332 333 334 t t P 335 t R t t i R +(P P ) P =i t P = R + P 1+i t 336 uc R=uc P 337 338 339 340 341 342 343 π π β τ τ (1+π ) (1 βτ )(1 τ ) (1+π ) (1 βτ ) (1 τ ) (1+π ) (1 τ ) (1 τ ) 344 (1 βτ )(1
More information- 1 - - 0.5%5 10 10 5 10 1 5 1
- - - 1 - - 0.5%5 10 10 5 10 1 5 1 - 2 - - - - A B A A A B A B B A - 3 - - 100 100 100 - A) ( ) B) A) A B A B 110 A B 13 - 4 - A) 36 - - - 5 - - 1 - 6-1 - 7 - - 8 - Q.15 0% 10% 20% 30% 40% 50% 60% 70%
More information日本分子第4巻2号_10ポスター発表.indd
JSMI Report 62 63 JSMI Report γ JSMI Report 64 β α 65 JSMI Report JSMI Report 66 67 JSMI Report JSMI Report 68 69 JSMI Report JSMI Report 70 71 JSMI Report JSMI Report 72 73 JSMI Report JSMI Report 74
More information" " " " "!!
""!!!!! "! "! " " " " " " " "!! !!!!!!!!! ! !!!!! "β!"β"! " " "!! "! "!!! "!! !!! "! "!!!! "! !!!!! !!! " "!! "!!! " " "!!! ! "!! !!!!!!! " " " " "!! α!!!!! ! "! " " !!!!!!! "! ! ""!!!! !!!!!! " "! "!
More information第89回日本感染症学会学術講演会後抄録(I)
! ! ! β !!!!!!!!!!! !!! !!! μ! μ! !!! β! β !! β! β β μ! μ! μ! μ! β β β β β β μ! μ! μ!! β ! β ! ! β β ! !! ! !!! ! ! ! β! !!!!! !! !!!!!!!!! μ! β !!!! β β! !!!!!!!!! !! β β β β β β β β !!
More information61“ƒ/61G2 P97
σ σ φσ φ φ φ φ φ φ φ φ σ σ σ φσ φ σ φ σ σ σ φ α α α φα α α φ α φ α α α φ α α α σ α α α α α α Σα Σ α α α α α σ σ α α α α α α α α α α α α σ α σ φ σ φ σ α α Σα Σα α σ σ σ σ σ σ σ σ σ σ σ σ Σ σ σ σ σ
More information第6回ストックリーグ入賞レポート 部門賞・高校 (PDF)
6 STOCK ID: SL601226 ( 3 ) () 1. BRICs 2. 1 3. 2 4. ( 1) 50 60 ( 1) 3 5. ( 2) 2003 6 2002 11 1200 1 2003 2 1 2005 1 24 pp.64-67. 2 http://www.epson.co.jp/ecology/report/topic/page04.html (2005 12 7
More informationron04-02/ky768450316800035946
β α β α β β β α α α Bugula neritina α β β β γ γ γ γ β β γ β β β β γ β β β β β β β β! ! β β β β μ β μ β β β! β β β β β μ! μ! μ! β β α!! β γ β β β β!! β β β β β β! β! β β β!! β β β β β β β β β β β β!
More informationサイバニュース-vol134-CS3.indd
NEWS 2012 WINTER 134 No. F=maF ma m af Contents N, X θ 1,θ 2 θ N 0θ i π/2 X i X 0 Θ i Θ 1 = 2θ 1 Θ 2 = 2(θ 1 θ 2) NX N X 0 Θ N N Θ N = 2{θ 1 θ 2θ 3 θ N } Θ N = 2π A 1A 2B 2B 1 mm 3 α α = π /m A 1A
More information第85 回日本感染症学会総会学術集会後抄録(III)
β β α α α µ µ µ µ α α α α γ αβ α γ α α γ α γ µ µ β β β β β β β β β µ β α µ µ µ β β µ µ µ µ µ µ γ γ γ γ γ γ µ α β γ β β µ µ µ µ µ β β µ β β µ α β β µ µµ β µ µ µ µ µ µ λ µ µ β µ µ µ µ µ µ µ µ
More information150MHz 28 5 31 260MHz 24 25 28 5 31 24 28 5 31 1.... 1 1.1... 1 1.2... 1 1.3... 1 2.... 2 2.1... 2 2.2... 3 2.3... 7 2.4... 9 2.5... 11 3.... 12 3.1... 12 3.2... 13 3.3... 16 3.4... 24 4.... 32 4.1...
More informationMicrosoft Word - ■3中表紙(2006版).doc
18 Annual Report on Research Activity by Faculty of Medicine, University of the Ryukyus 2006 FACULTY OF MEDICINE UNIVERSITY OF THE RYUKYUS α αγ α β α βγ β α β α β β β γ κα κ κ βγ ε α γδ β
More information204 / CHEMISTRY & CHEMICAL INDUSTRY Vol.69-1 January 2016 047
9 π 046 Vol.69-1 January 2016 204 / CHEMISTRY & CHEMICAL INDUSTRY Vol.69-1 January 2016 047 β γ α / α / 048 Vol.69-1 January 2016 π π π / CHEMISTRY & CHEMICAL INDUSTRY Vol.69-1 January 2016 049 β 050 Vol.69-1
More informationM&A Brav et al.(2005) TOPIX Core30 4 TOPIX Core
1 2 ROE PBR 1 2 3 3.1 3.2 3.3 4 2006 1 2 1906 49.5 90 M&A Brav et al.(2005) 3 2 3 4 2006 1 TOPIX Core30 4 TOPIX Core30 30 5 3 18 12 14 5 4 http://www.tse.or.jp/topix/core30/index.html 5 2001 2005 5 30
More information日本糖尿病学会誌第58巻第3号
l l μ l l l l l μ l l l l μ l l l l μ l l l l l l l l l l l l l μ l l l l μ Δ l l l μ Δ μ l l l l μ l l μ l l l l l l l l μ l l l l l μ l l l l l l l l μ l μ l l l l l l l l l l l l μ l l l l β l l l μ
More information受賞講演要旨2012cs3
アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート アハ ート α β α α α α α
More informationリスクとは何か?
http://www.craft.titech.ac.jp/~nakagawa/dir2/lecture.html#tit2005_1 Agenda Value at Risk 2 3 TOPIX 10 95% 4 TOPIX or Value at Risk 5 TOPIX = log TOPIX N 6 7 N TOPIX x, x, 1 2, L x N 8 x = N 1 EXCEL AVERAGE
More information