Takashi Yazane

Takashi Yazane is a researcher of NTT DATA Corporation, Japan. He has been engaged in research and development on utilization of operations research technology for business applications in fields such as traffic light control, air traffic management, SNS analysis and marketing research. He received the B.E. and MCS degree from Kyoto University, Japan, in 2009 and 2011, respectively.

Articles by Takashi Yazane

Original research

Correlation diversified passive portfolio strategy based on permutation of assets

This paper proposes a new idea to determine the adjustment weight vector in order to construct a passive portfolio with lower risk than the risk of the benchmark index.

28 Sep 2021