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- たけなり こやぎ
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4 10 Benchmark Broad, AllHedge, Blue Chip 3 Specialty 5 1 Benchmark Broad HFRI HFRX 1 HFRI 4 5 4
5 HFRX HFRI HFRX
6 4 Convertible Arbitrage Dedicated Short Bias Emerging Markets Equity Market Neutral Event Driven Fixed Income Arbitrage Global Macro Long/Short Equity Managed Futures Multi-Strategy HFRI Fund Weighted Composite HFRI RV: Fixed Income- Convertible Arbitrage HFRI EH: Short Bias HFRI Emerging Markets (Total) HFRI EH: Equity Market Neutral HFRI Event-Driven (Total) HFRI Macro (Total) Hennessee Hedge Fund Hennessee Convertible Arbitrage Hennessee Short Biased Hennessee Emerging Markets Hennessee Market Neutral Hennessee Event Driven Hennessee Fixed Income Eurekahedge Hedge Fund Eurekahedge Emerging Markets Hedge Fund Eurekahedge Event Driven Hedge Fund Eurekahedge Fixed Income Hedge Fund Eurekahedge Macro Hedge Hennessee Global/Macro Fund Hennessee Long/Short Equity Eurekahedge Long / Short Equities Hedge Fund Eurekahedge CTA / Managed Futures Hedge Fund Eurekahedge Multi-Strategy Hedge Fund 3 3 ( 2 ) (111 ) 4 (/) (/ ) 6
7 Credit Suisse/Tremont Hedge Fund HFRI Fund Weighted Composite Hennessee Hedge Fund Eurekahedge Hedge Fund Credit Suisse/Tremont Hedge Fund Emerging Markets HFRI Emerging Markets (Total) Hennessee Emerging Markets Eurekahedge Emerging Markets Hedge Fund Credit Suisse/Tremont Hedge Fund Event Driven HFRI Event-Driven (Total) Hennessee Event Driven Eurekahedge Event Driven Hedge Fund Credit Suisse/Tremont Hedge Fund Global Macro HFRI Macro (Total) Hennessee Global/Macro Eurekahedge Macro Hedge Fund ()
8 () 5 8
9 Credit Suisse/Tremont Hedge Fund HFRI Fund Weighted Composite Hennessee Hedge Fund Eurekahedge Hedge Fund Credit Suisse/Tremont Hedge Fund Emerging Markets HFRI Emerging Markets (Total) Hennessee Emerging Markets Eurekahedge Emerging Markets Hedge Fund Credit Suisse/Tremont Hedge Fund Event Driven HFRI Event-Driven (Total) Hennessee Event Driven Eurekahedge Event Driven Hedge Fund Credit Suisse/Tremont Hedge Fund Global Macro HFRI Macro (Total) Hennessee Global/Macro Eurekahedge Macro Hedge Fund t
10 (60 ) (51 ) 10
11 11
12 () (,%) Eurekahedge Hedge Fund () Credit Suisse/Tremont Hedge Fund Hennessee Hedge Fund HFRI Fund Weighted Composite () (,%) 15 Eurekahedge Emerging Markets Hedge Fund (,%) () HFRI Emerging Markets (Total) Credit Suisse/Tremont Hedge Fund Emerging Markets Hennessee Emerging Markets -5 () (,%) 15 (,%) () Credit Suisse/Tremont Hedge Fund Event Driven Eurekahedge Event Driven Hedge Fund HFRI Event-Driven (Total) Hennessee Event Driven -5 () (,%) 15 (,%) Eurekahedge Macro Hedge Fund () Credit Suisse/Tremont Hedge Fund Global Macro HFRI Macro (Total) Hennessee Global/Macro -5 () (,%) 12
13 Appendix Credit Suisse Tremont Blue Chip Hedge Fund Credit Suisse Tremont Lipper TASS Blue Chip Hedge Fund (Convertible Arbitrage) (CB) CB (Dedicated Short Bias) ( ) (Emerging Market) (Equity Market Neutral) (Event Driven) 13
14 (Fixed Income Arbitrage) (Global Macro) (Long/Short Equity) / (Managed Futures) (Multi Strategy) () Credit Suisse/Tremont Hedge Fund Rules. December 1,
日本の金融市場におけるファンﾄﾞの活用について ～世界に大きく遅れた日本の運用業界の現状と今後の展望を考える～
2008213 1 2 1 3 2005 2005 1 () 0 1,000 2,000 3,000 4,000 5,000 6,000 7,000 2 9 2 413 689 10 20063 3 3 180 13 58 Barclay Global State Street Global Fidelity Investments Vanguard Group Legg Mason Capital
Tokio Marine Asset Management
2019 年 2 月 ヘッジファンド市場概況 2018 年 10~12 月期 1. 当四半期のヘッジファンド市場動向 当四半期はリスク性資産が幅広く下落した 米中貿易摩擦懸念や欧州 中国の軟調な経済指標を背景に景気減速懸念が高まった他 米政府予算や Brexit などを巡る政治的な不透明感も重石となり 株式 ハイイールド債が売られた また 景気減速による需要後退懸念を背景に原油価格が大きく下落した
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2008 4 2000 2007 1.9 190 2007 19 UFJ MURCMURC 2008 4 2008 4 23 2008 4 28-1 - 2 5 5 5 6 7 10 10 11 12 15 19 19 19 22 23 24 26 27 29 31 32 32 35 35 39 40 40 40 46 48 49 50 50 52-2 - 62 66 66 75 82 82 LTCM
各位 平成１７年5月13日
9000 1 6 7 8 8 9000 1960 1 2 2 3 3 1471 4 1362 5 2006 6 7 8 1967 9 1988 1988 10 1000 1348 5000 3000 2 11 3 1999 12 13 14 9000 A 15 9000 9000 9000 10000 16 6000 7000 2000 3000 6800 7000 7000 9000 17 18
Tokio Marine Asset Management
2018 年 5 月 ヘッジファンド市場概況 2018 年 1~3 月期 1. 当四半期のヘッジファンド市場動向 当四半期は株式や金利のボラティリティが高い市場環境となった 株式市場は 1 月は堅調な企業決算や経済指標 税制改革恩恵期待を背景に上昇したものの 2 月以降は 1 インフレ加速懸念 2 ボラティリティ上昇を理由としたテクニカルな売り 3 貿易摩擦懸念を背景に下落した 一方 個別銘柄では市場下落局面においても好決算銘柄は上昇するなどファンダメンタルズを反映した価格形成も見られた
詳細情報 津金眞理子 mariko.tsugane@gold.org 81 3 3402 4826 01 02 03 03 03 04 TM 04 05 1 05 2 06 3 08 4 11 12 13 14 森田隆大 takahiro.morita@gold.org 81 3 3402 4825 ジュアン カルロス アルティガス juancarlos.artigas@gold.org 1 212
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0120-888-089 0120-919-498 160-83381-26-1TEL. 03-3349-3111 URL http://www.sjnk.co.jp/ 160-83381-26-1 TEL. 03-3349-3111 URL http://www.sompo-japan.co.jp/ 100-89653-7-3 TEL. 0120-919-498 URL http://www.nipponkoa.co.jp/
表紙.PDF
2 3 4 2001 2010 33 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 H18 21 22 23 24 25 26 27 28 29 30 31 32 33 300 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 410-8601 055-934-4747 Fax 055-933-1412
農林金融2015年5月号
4 5 4 4 4 4 2014 5 14 7 2050 1412 15 3 19 1800 1 1 2 2 2 126 2 3 1 2 1 2 3 4 1 1 2 2 1 1 2014 3 2 126 2 2 3 1 40 30 20 10 0 2014 26 287 339 393 399 361 2 2 11 1 3 25 4 4 5 5 19898993 96 3 2000 1 1 1 5
The Options Clearing Corporation International Securities Exchange Chicago Board Options Exchange
The Options Clearing Corporation International Securities Exchange Chicago Board Options Exchange Nasdaq OMX Phlx Amex Arca Phlx Dividends Arbitrage Trade S&P 500 Russell 2000 Futures Industry Association
大阪信用保証協会の現況（2017年）
D I S C L O S U R E 2 0 17 Credit Guarantee 4 8 25 C o n t e n t s 29 201732 44 52 58 59 60 1 1 C r e d i t G u a r a n t e e C o r p o r a t i o n o f O s a k a 2 0 1 7 C r e d i t G u a r a n t e e C
PhillipCapital Your Partner In Finance
Your Partner in Finance 2012 4 1975 13 3,200720,000 Philli p recog nition WCWB (UK) CFD King & Shaxson (UK) IFS Capital (SG) 1975 1987 1993 2001 2003 2006 2008 2010 1981 1991 1996 2002 2005 2007 2009
Superfund 2
Superfund 2 Preface 3 Traditional Investments 4 Traditional Investments 1) +400% +300% +200% +100% 0% -100% 1986 1988 1990 1992 1994 1996 1998 2000 2002 2004 2006 2008 +600% 2) +500% +400% +300% +200%
SMA ETF DC DBDC AccumulationRebalancing/Decumulation M&A AUM SWF JOBS 1
Connecting Markets East & West 214 1 1 SMA ETF DC DBDC AccumulationRebalancing/Decumulation M&A AUM SWF JOBS 1 AUM AUM 1: AUM 24 27 212 22) AuM 37.3 59.4 63.9 11.7 26.6 71% 37.8 59% 16.1 25.4 27. 41.2
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2011 59 1 89 103 c 2011 2010 9 30 2011 4 11 5 23 2008 i.i.d. 1. 2008 2009 MSCI World 2008 2008 1 2007 2009 YTD 2008 HFRI Weighted Composite 19.03 Equity Hedge Relative Value Macro 2008 2009 2008 2009 2008
3 4 3 2 4 1 4 2 4 2 1 3 1 1 4 1 1 16,000 14,000 12,000 W) S) RC) CB 10,000 8,000 6,000 4,000 2,000 0 12,000 11,500 11,000 10,500 10,000 9,500 9,000 550 540 530 520 510 500 490 480 470 460 450 2008 2009
18マーケットプロファイル入稿
3 4 5 6 7 contents contents 3 1 13 14 16 17 18 19 20 21 23 24 26 28 29 30 32 34 35 8 contents 2 39 40 41 43 54 57 58 Q&A 62 contents 171 192 202 5 207 208 209 88 211 100 213 109 214 216 218 3 ETF 111 219
野村資本市場研究所｜急速な発展を遂げた韓国のデリバティブ市場－今後の展望と課題－（PDF）
2012 Spring 1. 1996 5 200 KOSPI200 KSE KRX 15 KRX 1 2. KOSPI200 KOSPI200 ELS (ELW) 3. KSE KOFEX IT 98 5 4. 2009 2 FSCMA 40 1996 5 200 KOSPI200 1 Korea Stock Exchange KSE 15 Korea Exchange Inc KRX 2011
日本ビルファンド投資法人
Office Building Fund of Japan, Inc. 1 (%) 100 95 90 85 99.9 99.8 99.8 99.8 99.8 99.8 99.9 99.9 99.9 99.8 99.7 99.8 99.8 99.8 96.9 97.0 96.9 97.2 97.2 97.5 97.6 97.3 97.4 97.2 97.3 97.4 97.2 97.0 96.0 96.0
香港のヘッジファンドの動向
Economic Report 香港のヘッジファンドの動向 2011 年 5 月 26 日全 12 頁 資本市場調査部金融調査課森祐司環境 CSR 調査課伊藤正晴著名ファンドが進出する一方で 閉鎖ファンドも多く 新陳代謝が激しい傾向 [ 要約 ] 香港のヘッジファンド業界は 2000 年代以降の拡大が著しい 直近では香港証券先物取引委員会 (SFC) に登録したヘッジファンド運用会社数は 538(2010
11.6 8.6 11.9 12.0 8.3 8.9 18.1 4.6 0.2 6.1 0.2 89.5 0.1 4.6 0.2 6.1 0.2 2.2 0.1 2.7 0.0 9.21.2 2.1 1.1 3.6 0.8 18 89.5 0.1 10 9.8 0.8 4 42.71.5 18.4 0.1 15.2 0.4 95.9 0.1 94.6 0.1 98.3 0.0 97.5 0.1
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18 9 1 5606 1 TEL 0537-36-3112 C 1. 1 172,032,512 2 1 206 3 35,438,697,472 4 1 103 17,719,348,736 5 1 103 17,719,348,736 6 18 11 17 19 1 16 7 18 11 17 19 1 16 8 9 C 1 RHJ 42,671,723 2 56,895,631 3 7,281,553
CONTENTS Chapter1 Chapter2 Chapter3
CONTENTS Chapter1 Chapter2 Chapter3 Chapter1 Globalization Red Ocean Blue Ocean Red Ocean Strategy Blue Ocean Strategy 4Chapter1 5 6Chapter1 7 CASE 1 CASE 2 Globalization Chapter2 10Chapter2 11 12Chapter2
01 Total assist Total assist 02
01 Total assist Total assist 02 03 Total assist Total assist 04 05 Total assist Total assist 06 07 Total assist Total assist 08 09 Total assist Total assist 10 11 Total assist Total assist 12 0120-650-350
ACLI-EBC-CLHIA Interim Proposal _J_ June Final.PDF
/ ACLI-EBC-CLHIA 2 5800 2004 3 3 1 2004 3 55 7 ACLI EBC / CLHIA 3 3 20047 CTE 3 ACLI-EBC-CLHIA 3 CTE CTE CTE60 CTE 1) CTE(60) CTE(80) CTE(90) 2) 100 3) 8) 3 Mercer Oliver Wyman Actuarial Consulting ACLI-EBC-CLHIA
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2005 3 Development Bank of Japan Representative Office in New York Morgan Stanley Goldman Sachs Citigroup JP Morgan Chase M&A M&A 2 67 2 1999 GLB PE PE 3 ...2...4...5...6... 6... 6... 9... 10... 11...
最近の金融経済情勢について
(2001=100 15 5 30 ( ) 1637 2003 3 1.0 70.9 2004 3 () 0.7 15.0 85.5 977 2003 3 2.6 102.4 2658.7 2004 3 () 1.5 17.4 59.0 660 2003 3 0.8 38.1 2004 3 () 0.2 11.4 152.3 3 Slim Safety Specialty 2003
ERM 2007/12/26 1
ERM 2007/12/26 1 1. ERM 2. ERM 3. 4. 5. 6. 7. 2007/12/26 2 ERM COSO ERM 2007/12/26 3 ERM 2007/12/26 4 COSO 1985 1980 1985 1987 1992 2004 2007/12/26 5 COSO 2007/12/26 6 ERM CEO CRO) ERM CRO A B C D 2007/12/26
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CA 04 1,360 100.8 0.1 83 34,176 7.61 0.40 51,532 1.3 322,736 5.9 05 1,369 100.0 0.8 80 57,269 7.86 0.43 55,001 6.7 311,107 3.6 06 1,370 99.8 0.2 83 48,250 7.73 0.46 56,369 2.5 319,129 2.6 06/ 1-3 99.4
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BNP 2007 1 BNL 82 20.5 46 18.7 36 22.7 25 700 24.5 * 7.1 5.8 8.9 * 2007 5 4 BNP 2007 1 2007 1 82 1300 20.5 BNL 7.1 18.7 5.8 45 8600 1.8 1.3 22.7 36 2700 8.9 1 4400 2 6000 1 900 BNL 24.5 25 700 FRB 1 4.1
432000 1983 19891980 1980 1991 1
432000 4556 1980 10 432000 1983 19891980 1980 1991 1 1992 1992 1988 1972 432000 10 1998 2 3 196070 195060 196919721972 1969 1993 198090 1985 1992 19951998 432000 1995 1998 4 1970 5 1980 48 19881990 6 19981999
90 27 1 29 ( ) 27 4 26 ( ) 27 4 29 ( ) 4 27 3 30 ( ) 1 30 4 27 4 8 ( ) 16 ( ) 9 P2 3 301 27 4 14 ( ) 15 ( ) 9 5 27 4 21 ( ) 4 27 4 21 ( ) 8 30 5 27 4 23 ( ) 5 10 11 12 13 4 3 4 14 27 4 23 ( 27 4 25 ( )
J.A.Schumpeter p. pp. - Jacque Jacque Venture Capital
innovation J.A.Schumpeter p. pp. - Jacque Jacque Venture Capital Fund Collateralized Mortgage Obligation CMO Value at Risk, VaR Levereged Buyout, LBO Ibid. p. Jacque disintermediation securitization Schumpeter
アニュアルレポート2017
035 Management Organization 036 IT 1 IoTIT 2001 IT 300 037 2017 6 21 1981 9 1983 4 1986 2 1996 1 1996 7 2005 10 Alibaba.com CorporationAlibaba Group Holding Limited, Director 2006 4 CEO 2007 6 CEO 2013
野村資本市場研究所｜SWF：行動規範の策定と最近の動向（PDF)
SWF 1. SWF SWF SWF 2. SWF SWF 26 IMF OECD 3. SWF IMF GIC SWF 4. SWF SWF SWF 5. SWF SWF CIC 6. SWF SWF SWF OECD IMF 145 2009 Winter Sovereign Wealth Fund SWF 2008 9 SWF 2007 2008 SWF 2008 SWF 2008 6 SWF
< 財 務 省 財 務 総 合 政 策 研 究 所 フィナンシャル レビュー 平 成 21 年 第 3 号 ( 通 巻 第 95 号 )2009 年 7 月 > アメリカ 発 世 界 金 融 危 機 とヘッジファンド, 影 の 金 融 システム(Shadow Banking System) *1 *
Title アメリカ 発 世 界 金 融 危 機 とヘッジファンド, 影 の 金 融 シ ステム(Shadow Banking System) Author(s) 祝 迫, 得 夫 Citation フィナンシャル レビュー(95): 119-137 Issue 2009-07 Date Type Journal Article Text Version publisher URL http://hdl.handle.net/10086/25324
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2017年12月期 決算説明資料
FINANCIAL RESULTS FOR FISCAL YEAR 2017 TABLE OF CONTENTS 2 HIGHLIGHTS OF FISCAL YEAR 2017 3 OUTLOOK ON FISCAL YEAR 2017 4 CONSOLIDATED NET SALES 4.4% 6,000 5,728 5,981 5,000 4,000 3,000 2,000 1,000 3,830
年次報告書2008年3月期
2006 2007 2008... 97,683 123,328 131,139... 49,294 58,231 35,932... 1,629,877 1,861,403 1,965,200... 3.1 3.3 1.9 20083 12% 25% 20083 20 ORIX Corporation Annual Report 2008 2006 2007 2008... 130,775 146,966
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Discussion Paper Series No. J98 2008 9 2008 9 1919 1 1938 12 1928 1 1936 4 1 10 1931 1932 2008 19530274 1. 2 1930 5 1 1931 6 12 1936 11 2 1 1919 1 1938 12 1963 1927 1 1936 4 1 2 3 4 7 10 1927 1 1936 4
「東京都子供・子育て支援総合計画」中間見直し版（案）第2章 子供と家庭をめぐる状況
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1 vol.677 2 information 3 information 4 http://www.keiba.go.jp/ 5 research 6 7 8 9 infomation http://www.shimane.info.maff.go.jp/ 10 11 information http://www.shimane.info.maff.go.jp/ 12 13 information
WGC WGC WGC 1 2 5 6 7 11 WGC Ashish Bhatia +1 212 317 385 Natalie Dempster +44 2 7826 477 George Mill
1 WGC WGC WGC 1 2 5 6 7 11 WGC Ashish Bhatia ashish.bhatia@gold.org +1 212 317 385 Natalie Dempster natalie.dempster@gold.org +44 2 7826 477 George Milling-Stanley george.milling-stanley@gold.org +1 212
2004年度版「労働組合の会計税務に係る実務マニュアル」の販売について
URL http://www.rofuku.net 7/17/14 7/127/28 7/268/11 8/12 ( ) FAX ( ) ( ) ( ) @ ( ) ( ) @ ( ) ( ) @ ( ) ( ) @ ( ) ( ) @ (1) YES NO NO YES 1,000 NO YES NO YES YES NO 1,000 YES 5,000 NO NO YES NO YES
Japan Arts Fund
Japan Arts Fund Japan Arts Fund 1 2 3 4 é 5 6 7 8 9 10 é 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 19 326 19 630 No.22 7 9 212 13 192 20 9 5 12 10 321 26