发帖
雷达卡
wx“量化前沿速递”
文献汇总
[1] Portfolio Management Framework for Derivative Instruments
衍生工具投资组合管理框架
出处:-
[2] Selecting Investment Analytic Framework for Both Top Down and Bottom Up Investors:
Using Global Equity As the Example
为自上而下和自下而上投资者选择投资分析框架：以全球股票为例
出处:Forthcoming at Journal of Portfolio Management.
[3] Have Ratings Become More Accurate?
评级变得更准确了吗？
出处:-
[4] Insider Trading Restrictions and Informed Trading in Peer Stocks
内幕交易限制和同业股票知情交易
出处:-
[5] The Distributions of Funds' Active Shares
基金活跃股票的分配
出处:-
[6] Quantum Binomial Tree, an Exponential Speedup for Derivative Pricing
量子二叉树，导数定价的指数加速
出处:-
[7] Commodity Tail Risks
商品尾部风险
出处:Journal of Futures Markets, Forthcoming
[8] Macro Risk of Low-Volatility Portfolios
低波动率投资组合的宏观风险
出处:-
[9] Information Acquisition and Market Liquidity: Evidence from Edgar Search Activity
信息获取与市场流动性：来自Edgar搜索活动的证据
出处:-
[10] Retail Traders and Market Informational Efficiency: Evidence From Distractive TV Events
零售商与市场信息效率：来自分散注意力的电视事件的证据
出处:-
[11] Patient Capital and Long-run Expected Stock Returns
患者资本和长期预期股票回报
出处:-
[12] News and Asset Pricing: A High-Frequency Anatomy of the SDF
新闻与资产定价：SDF的高频剖析
出处:-
[13] Value Relevance of Accounting Earnings and Cash Flows in a Transition Economy: The
Case of Serbia
转型经济中会计盈余和现金流量的价值相关性：塞尔维亚的案例
出处:Journal of Accounting in Emerging Economies, Forthcoming
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