找回密碼
 To register

QQ登錄

只需一步,快速開(kāi)始

掃一掃,訪問(wèn)微社區(qū)

打印 上一主題 下一主題

Titlebook: Quantitative Investing; From Theory to Indus Lingjie Ma Textbook 2020 Springer Nature Switzerland AG 2020 quantitative.investing.R-programm

[復(fù)制鏈接]
樓主: tricuspid-valve
11#
發(fā)表于 2025-3-23 12:55:30 | 只看該作者
How to Construct a Stock Selection Strategy: Multi-Factor Analysis,an we forecast stock returns? To answer this critical question, we first discuss market inefficiency and identify sources of return anomalies. We then show how to transform these fundamental sources into a multi-factor alpha model. Regarding related finance theory, we introduce the capital asset pri
12#
發(fā)表于 2025-3-23 16:22:32 | 只看該作者
More on Stock Selection Strategy: Alpha Hunting, Risk Adjustment, and Nonparametric Diagnostics,apter, we continue to explore stock selection strategy with more advanced topics. In particular, we focus on alpha (new factor) hunting, risk adjustment, and nonparametric diagnostics. Regarding new alpha discovery, we present the guidance of IPARE. From a methodological perspective, we introduce th
13#
發(fā)表于 2025-3-23 21:35:40 | 只看該作者
14#
發(fā)表于 2025-3-23 23:16:57 | 只看該作者
Portfolio Construction: From Alpha/Risk to Portfolio Weights,algorithms, and examples of a long only and a market neutral long-short portfolio. We also discuss backtesting and portfolio performance attribution. We introduce Harry Markowitz who made important contributions to modern portfolio theory. Regarding industry insights, we show how industry practition
15#
發(fā)表于 2025-3-24 06:22:03 | 只看該作者
,Quantitative Investing with Tail Behavior—A Distributional Approach,he use of standard deviation for risk; alpha models, such as the use of OLS for weighting schemes; and modern portfolio theory, such as the mean–variance optimization. However, these are all based on the assumption that the first two moments will capture most information about asset returns, which i
16#
發(fā)表于 2025-3-24 08:46:55 | 只看該作者
17#
發(fā)表于 2025-3-24 14:31:55 | 只看該作者
18#
發(fā)表于 2025-3-24 16:16:55 | 只看該作者
Is the Current US Stock Market Overvalued? Univariate Analysis, on investment and Student (William Sealy Gosset) on univariate analysis. We show nonnormality of asset returns and present an industry approach to outliers. In the last section, we introduce R and demonstrate simple calculations and plots.
19#
發(fā)表于 2025-3-24 22:49:13 | 只看該作者
Portfolio Construction: From Alpha/Risk to Portfolio Weights,We introduce Harry Markowitz who made important contributions to modern portfolio theory. Regarding industry insights, we show how industry practitioners build MV portfolios with practical constraints. For R programming, we discuss the structure of R codes and functions.
20#
發(fā)表于 2025-3-25 02:27:27 | 只看該作者
igures in investment and quantitative studies, so that readers can more fully understand the history of the discipline...This volume willbe particularly useful to advanced students and practitioners in finance and investments..978-3-030-47204-7978-3-030-47202-3
 關(guān)于派博傳思  派博傳思旗下網(wǎng)站  友情鏈接
派博傳思介紹 公司地理位置 論文服務(wù)流程 影響因子官網(wǎng) 吾愛(ài)論文網(wǎng) 大講堂 北京大學(xué) Oxford Uni. Harvard Uni.
發(fā)展歷史沿革 期刊點(diǎn)評(píng) 投稿經(jīng)驗(yàn)總結(jié) SCIENCEGARD IMPACTFACTOR 派博系數(shù) 清華大學(xué) Yale Uni. Stanford Uni.
QQ|Archiver|手機(jī)版|小黑屋| 派博傳思國(guó)際 ( 京公網(wǎng)安備110108008328) GMT+8, 2025-10-6 18:41
Copyright © 2001-2015 派博傳思   京公網(wǎng)安備110108008328 版權(quán)所有 All rights reserved
快速回復(fù) 返回頂部 返回列表
鄂州市| 三原县| 思茅市| 郎溪县| 呼图壁县| 桑植县| 楚雄市| 吴川市| 樟树市| 涿州市| 唐山市| 寻甸| 齐齐哈尔市| 五台县| 克什克腾旗| 莲花县| 长治市| 洛隆县| 雷山县| 西贡区| 牙克石市| 唐河县| 滨海县| 吉木乃县| 婺源县| 江城| 文水县| 榆中县| 定襄县| 通河县| 海阳市| 垦利县| 徐水县| 会东县| 遂川县| 宁海县| 灵台县| 沁阳市| 互助| 郧西县| 清原|