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Shunya Maruyama

1 paper hereh-index 5204 citations8 works total

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  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • q-fin.TR1

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most citedTrading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.TR2020★ 1 cited

Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation

Isao Yagi, Shunya Maruyama, Takanobu Mizuta

A leveraged ETF is a fund aimed at achieving a rate of return several times greater than that of the underlying asset such as Nikkei 225 futures. Recently, it has been suggested th…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.