{"created":"2023-05-15T12:30:50.832356+00:00","id":419,"links":{},"metadata":{"_buckets":{"deposit":"26856e4c-ccde-4d4b-a739-69bfef34d789"},"_deposit":{"created_by":2,"id":"419","owners":[2],"pid":{"revision_id":0,"type":"depid","value":"419"},"status":"published"},"_oai":{"id":"oai:fit.repo.nii.ac.jp:00000419","sets":["256:257:279"]},"author_link":["1918","2757","1916","1919","1917","1920"],"item_3_alternative_title_23":{"attribute_name":"タイトル(ヨミ)","attribute_value_mlt":[{"subitem_alternative_title":"カブシキ トウシ ニ オケル ポートフォリオ センテイ ニ ツイテ ノ イチケンキュウ"}]},"item_3_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2007-09-30","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"36","bibliographicPageStart":"29","bibliographicVolumeNumber":"40","bibliographic_titles":[{"bibliographic_title":"福岡工業大学研究論集"}]}]},"item_3_description_17":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_3_description_47":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"論文(Article)","subitem_description_type":"Other"}]},"item_3_description_5":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"In the stock market, one of the aims of investors is to beat the market, i.e., to outperform the benchmarks such as Nikkei Average. This aim, however, is not easily achieved even by the professional fund managers. In this study, we propose an easy-practicing portfolio selection strategy, named D-10, to overcome the difficulty. Proposed D-10 strategy is an application of the Dow 10 strategy, which consists of buying the ten highest yielding Dow stocks and rebalancing annually, to Japanese stock market. Similar to the Dow 10 strategy, we propose here to buy the ten highest yielding Nikkei 225 stocks or TOPIX Core 30 stocks and rebalance the portfolio annually. Simulation results show that the strategy is effective.","subitem_description_type":"Other"}]},"item_3_full_name_2":{"attribute_name":"著者(ヨミ)","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"1918","nameIdentifierScheme":"WEKO"}],"names":[{"name":"ソウ, ウ"}]},{"nameIdentifiers":[{"nameIdentifier":"2757","nameIdentifierScheme":"WEKO"}],"names":[{"name":"ハギオ, コウジ"}]}]},"item_3_full_name_3":{"attribute_name":"別言語の著者","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"1919","nameIdentifierScheme":"WEKO"}],"names":[{"name":"SONG, Yu"}]},{"nameIdentifiers":[{"nameIdentifier":"1920","nameIdentifierScheme":"WEKO"}],"names":[{"name":"HAGIO, Koji"}]}]},"item_3_publisher_37":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"福岡工業大学"}]},"item_3_source_id_7":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"02876620","subitem_source_identifier_type":"ISSN"}]},"item_3_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10036974","subitem_source_identifier_type":"NCID"}]},"item_3_subject_20":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"338","subitem_subject_scheme":"NDC"}]},"item_3_text_18":{"attribute_name":"形態","attribute_value_mlt":[{"subitem_text_value":"902160 bytes"}]},"item_3_text_38":{"attribute_name":"出版者(ヨミ)","attribute_value_mlt":[{"subitem_text_value":"フクオカ コウギョウ ダイガク"}]},"item_3_text_39":{"attribute_name":"別言語の出版者","attribute_value_mlt":[{"subitem_text_value":"Fukuoka Institute of Technology"}]},"item_3_text_48":{"attribute_name":"資源タイプ・ローカル","attribute_value_mlt":[{"subitem_text_value":"紀要論文"}]},"item_3_text_49":{"attribute_name":"資源タイプ・NII","attribute_value_mlt":[{"subitem_text_value":"Departmental Bulletin Paper"}]},"item_3_text_50":{"attribute_name":"資源タイプ・DCMI","attribute_value_mlt":[{"subitem_text_value":"text"}]},"item_3_text_51":{"attribute_name":"資源タイプ・ローカル表示コード","attribute_value_mlt":[{"subitem_text_value":"02"}]},"item_3_version_type_19":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"宋, 宇"}],"nameIdentifiers":[{"nameIdentifier":"1916","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"萩尾, 浩二"}],"nameIdentifiers":[{"nameIdentifier":"1917","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2020-09-14"}],"displaytype":"detail","filename":"11478-932_p29宋 宇.pdf","filesize":[{"value":"902.2 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"11478-932_p29宋 宇.pdf","url":"https://fit.repo.nii.ac.jp/record/419/files/11478-932_p29宋 宇.pdf"},"version_id":"59af1fd6-fa2b-4483-9e2f-afa47d923f89"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"D-10 strategy","subitem_subject_scheme":"Other"},{"subitem_subject":"Dow 10 strategy","subitem_subject_scheme":"Other"},{"subitem_subject":"stock investment","subitem_subject_scheme":"Other"},{"subitem_subject":"portfolio selection","subitem_subject_scheme":"Other"},{"subitem_subject":"D-10 strategy","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Dow 10 strategy","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"stock investment","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"portfolio selection","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"株式投資におけるポートフォリオ選定についての一研究","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"株式投資におけるポートフォリオ選定についての一研究"},{"subitem_title":"A Study on Portfolio Selection Strategies for Stock Investment","subitem_title_language":"en"}]},"item_type_id":"3","owner":"2","path":["279"],"pubdate":{"attribute_name":"公開日","attribute_value":"2018-06-13"},"publish_date":"2018-06-13","publish_status":"0","recid":"419","relation_version_is_last":true,"title":["株式投資におけるポートフォリオ選定についての一研究"],"weko_creator_id":"2","weko_shared_id":2},"updated":"2023-05-15T13:41:46.155465+00:00"}