| Document Date: 2010-11-03 23:55:10
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Company Lehman Brothers / Nomura Asset Management Co. Ltd. / Min-Var / Integrated Data Services / Nomura Securities Co. Ltd. / Nomura Research Institute Ltd. / Tokyo Stock Exchange / Quantitative Investment Dept. 2010 Senior Quantitative / / Country Germany / Japan / United States / Canada / United Kingdom / / Facility Nomura Research Institute / Osaka University / Harbor Transportation Services / / Organization Nomura Research Institute / Securities Identification Code Committee / Osaka University / / Person Isao Uesaki / Toru Yamada / / Position Managing Director / Investment Research & Development Dept. / hereafter MP / MP for both universes / Analyst / Investment Research & Development Dept. / Manager / Quantitative Investment Dept. / Financial Analyst / Investment Engineering Dept. / differences vs. MP / asset allocation MP / MP / Financial Analyst / Investment Technology Development Dept. / Financial Engineer / Investment Business Planning / Financial Analyst / Financial Research Center / Portfolio Manager / Quantitative Investment / Assistant Manager / Investment Technology Development Dept. / / ProvinceOrState Bali / / Technology Information Technology / /
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Low Volatility Strategy in Global Equity Markets Toru Yamada and Isao Uesaki Does a higher risk asset mean higher return? The authors investigate the relation between past volatility and future returns in Japanese and gl