• DocumentCode
    2045594
  • Title

    Analyzing the influence of fundamental indexing through inverse simulation analysis

  • Author

    Takahashi, Hiroshi ; Takahashi, Satoru ; Terano, Takao

  • Author_Institution
    Grad. Sch. of Bus. Adm., Keio Univ., Tokyo, Japan
  • fYear
    2011
  • fDate
    13-18 Sept. 2011
  • Firstpage
    514
  • Lastpage
    515
  • Abstract
    This research analyzes the validity of fundamental indexing in financial markets. As a result of intensive experiments in the market, we made the following findings: (1) fundamental indexing works as effectively as price indexing in the market when market prices reflect fundamental values; (2) fundamental indexing contributes to market efficiency.
  • Keywords
    indexing; pricing; stock markets; financial market; fundamental indexing; inverse simulation analysis; market price; price indexing; Analytical models; Computational modeling; Educational institutions; Indexing; Inverse problems; Investments; Agent-based modeling; Behavioral economics; Financial markets; Fundamental indexation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    SICE Annual Conference (SICE), 2011 Proceedings of
  • Conference_Location
    Tokyo
  • ISSN
    pending
  • Print_ISBN
    978-1-4577-0714-8
  • Type

    conf

  • Filename
    6060712
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2045594