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[其它] 算法与优化 [推广有奖]

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EchoEstelle 发表于 2015-8-14 22:44:02 |AI写论文

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Algorithms-and-Optimization.pdf (1.28 MB)

Introduction
Achieving Success in a volatile Market
The Portfolio Approch
Why did the method based rules fail ?
the SEM Portfolio
The Efficient Frontier
Mesuring the Efficient Frontier
The Need for Algorithms
Models
Automation
Models,Optimization and Automation
The Synergy for perfomance at Efficient Frontier
The Power of Forcasting
Conclution






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关键词:Optimization introduction Automation troduction FORCASTING method Power

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沙发
EchoEstelle 发表于 2015-8-14 22:52:30
At a given speed level,the Efficient Frontier represents the maximun revenue that an Advertiser can generate.
Every Advertiser want to be at the Efficient Frontier,it is only possible when all position combinations are consided.

藤椅
EchoEstelle 发表于 2015-8-16 13:54:41
1) Portfolio Selection

Harry Markowitz

2) Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk

William F. Sharpe

3) Efficient Capital Markets: Review Of Theory And Empirical Work

Eugene F. Fama

4) The Cross-Section Of Expected Stock Returns

Eugene F. Fama, Kenneth R. French

5) Counterspeculation, Auctions, And Competitive Sealed Tenders

William Vickrey

6) A Survey Of Corporate Governance

Andrei Shleifer, Robert W. Vishny

7) Legal Determinants Of External Finance

Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert W. Vishny

8) Corporate Ownership Around The World

Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer

9) On the Pricing Of Corporate Debt: The Risk Structure Of Interest Rates

Robert C. Merton

10) Financial Ratios, Discriminant Analysis And Prediction Of Corporate Bankruptcy

Edward I. Altman

11) The Modern Industrial Revolution, Exit, And The Failure Of Internal Control-Systems

Michael C. Jensen

12) On Persistence In Mutual Fund Performance

Mark M. Carhart

13) On The Relation Between The Expected Value And The Volatility Of The Nominal Excess Return On Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle

14) Returns To Buying Winners And Selling Losers: Implications For Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman

15) Informational Asymmetries, Financial Structure, And Financial Intermediation

Hayne E. Leland, David H. Pyle

16) The Pricing Of Options On Assets With Stochastic Volatilities

John Hull, Alan White

17) Efficient Capital Markets: II

Eugene F. Fama

18) Does The Stock Market Overreact?

Werner F. M. De Bondt, Richard Thaler

19) Multifactor Explanations Of Asset Pricing Anomalies

Eugene F. Fama, Kenneth R. French

20) The Capital Structure Puzzle

Stewart C. Myers

21) The Performance Of Mutual Funds In Period 1945-1964

Michael C. Jensen

22) Debt And Taxes

Merton H. Miller

23) What Do We Know About Capital Structure? Some Evidence From International Data

Raghuram G. Rajan, Luigi Zingales

24) The Benefits Of Lending Relationships: Evidence From Small Business Data

Mitchell A. Petersen, Raghuram G. Rajan

25) Measuring And Testing The Impact Of News On Volatility

Robert F. Engle, Victor K. Ng

26) Investor Psychology And Security Market Under- And Overreactions

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam

27) Contrarian Investment, Extrapolation, And Risk

Josef Lakonishok, Andrei Shleifer, Robert W. Vishny

28) A Simple Model Of Capital Market Equilibrium With Incomplete Information

Robert C. Merton

29) Insiders And Outsiders: The Choice Between Informed And Arms-Length Debt

Raghuram G. Rajan

30) Why Does Stock Market Volatility Change Over Time?

G. William Schwert

31) The Determinants Of Capital Structure Choice

Sheridan Titman, Roberto Wessels

32) Inferring Trade Direction From Intraday Data

Charles M.C. Lee, Mark J. Ready

33) The New Issues Puzzle

Tim Loughran, Jay R. Ritter

34) The Limits Of Arbitrage

Andrei Shleifer, Robert W. Vishny

35) Noise

Fischer Black

36) Investor Protection And Corporate Valuation

Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert Vishny

37) The Theory Of Capital Structure

Milton Harris, Artur Raviv

38) The Long-Run Performance Of Initial Public Offerings

Jay R. Ritter

39) Initial Public Offerings And Underwriter Reputation

Richard Carter, Steven Manaster

40) Dividend Policy Under Asymmetric Information

Merton H. Miller, Kevin Rock

41) A Simple Implicit Measure Of The Effective Bid-Ask Spread In An Efficient Market

Richard Roll

42) Empirical Performance Of Alternative Option Pricing Models

Gurdip Bakshi, Charles Cao, Zhiwu Chen

43) Compensation And Incentives: Practice vs. Theory

George P. Baker, Michael C. Jensen, Kevin J. Murphy

44) Are Investors Reluctant To Realize Their Losses?

Terrance Odean

45) Size And Book-To-Market Factors In Earnings And Returns

Eugene F. Fama, Kenneth R. French

46) Security Prices, Risk, And Maximal Gains From Diversification

John Lintner

47) An Empirical Comparison Of Alternative Models Of The Short-Term Interest-Rate

K. C. Chan, G. Andrew Karolyi, Francis A. Longstaff, Anthony B. Sanders

48) Risk Management Coordinating Corporate Investment And Financing Policies

Kenneth A. Froot, David S. Scharfstein, Jeremy C. Stein

49) Disentangling The Incentive And Entrenchment Effects Of Large Shareholdings

Stijn Claessens, Simeon Djankov, Joseph P. H. Fan, Larry H. P. Lang

50) Valuing Corporate Securities: Some Effects Of Bond Indenture Provisions

Fischer Black, John C. Cox

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