Investment strategy based on a company growth model
Statistical Mechanics
2008-12-10 v1 Portfolio Management
Abstract
We 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.
Cite
@article{arxiv.cond-mat/0303304,
title = {Investment strategy based on a company growth model},
author = {Takayuki Mizuno and Shoko Kurihara and Misako Takayasu and Hideki Takayasu},
journal= {arXiv preprint arXiv:cond-mat/0303304},
year = {2008}
}
Comments
5 pages, 4 figures