A study on the market impact of the rule for investment diversification at the time of a market crash using a multi-agent simulation

被引：0
|
作者：
Nozaki, Atsushi [1 ]
Mizuta, Takanobu [2 ]
Yagi, Isao [3 ]
机构：
[1] ALPHA SYSTEMS INC., Kawasaki-shi,211–0053, Japan
[2] SPARX Asset Management Co., Ltd., Tokyo,108–0075, Japan
[3] Faculty of Information Technology, Kanagawa Institute of Technology, Atsugi-shi,243–0292, Japan
来源：
IEICE Transactions on Information and Systems | 2017年 / E100D卷 / 12期
关键词：
Number:; 15K01211; Acronym:; KAKEN; Sponsor: Japan Society for the Promotion of Science;
D O I：
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学科分类号：
摘要：
Investments
引用
收藏
页码：2878 / 2887
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