Investment strategy based on a company growth model

dc.creatorMizuno, Takayuki
dc.creatorKurihara, Shoko
dc.creatorTakayasu, Misako
dc.creatorTakayasu, Hideki
dc.date2003-03-17
dc.date.accessioned2026-07-07T12:11:01Z
dc.date.available2026-07-07T12:11:01Z
dc.descriptionWe first estimate the average growth of a company's annual income and its variance by using both real company data and a numerical model which we already introduced a couple of years ago. Investment strategies expecting for income growth is evaluated based on the numerical model. Our numerical simulation suggests the possibility that an investment strategy focusing on the medium-sized companies gives the best asset growth with relatively low risk.
dc.description5 pages, 4 figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0303304
dc.identifierhttp://arxiv.org/abs/cond-mat/0303304
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210098
dc.subjectStatistical Mechanics
dc.subjectPortfolio Management
dc.titleInvestment strategy based on a company growth model
dc.typetext

Files

Collections