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Economics / Financial services / Financial ratios / Funds / Information ratio / Active management / Diversification / Tracking error / Decomposition method / Financial economics / Financial risk / Investment


Feature Article-Portfolio Constraints and Information Ratio Active Management and Portfolio Constraints Norihiro Sodeyama, Senior Quants Analyst Indexing and Quantitative Investment Department
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Document Date: 2009-03-17 20:34:04


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File Size: 409,49 KB

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Company

EI Funds / The Sumitomo Trust & Banking Co. Ltd. / Sumitomo Trust Bank Working / Emerging Enhanced Index Funds / Senior Quants / /

Country

United States / /

Event

Natural Disaster / /

Facility

Kwansei Gakuin University / Tsukuba University / Waseda University / /

MarketIndex

TOPIX (the / /

Organization

Waseda University / Tsukuba University / Public Funds Investment Department / Business Science Administration / Department of Education / Asset Management Business Department / Security Analysts Association of Japan / Kwansei Gakuin University / Department of Science / Securities Business Planning Department / /

Person

Now / /

Position

quantitative analyst / Analyst / model / Senior Researcher / manager / manager structure / /

Technology

alpha / simulation / /

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