结果:找到“Factor Investing”相关内容55个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
初学者的因子投资Factor Investing For Dummies笨蛋也会因子投资
1 个回复 - 343 次查看 初学者的因子投资Factor Investing For Dummies笨蛋也会因子投资,香港科技大学学习资料 Hong Kong University of Science and Technology 2021 =Factor Investing For DummiesJames Maendel Paul Mladjenovic ...2023-5-15 19:54 - Lala-20200 - 现金交易版
从传统到替代风险溢价的因子投资Factor Investing From Traditional to Alt
1 个回复 - 359 次查看 从传统风险溢价到替代风险溢价的因子投资:香港科技大学教学讲义(英文) Factor Investing From Traditional to Alternative Risk Premia Hong Kong University of Science and Technology 2021 =Quantitative ...2023-5-15 19:10 - 2023D - 现金交易版
基于R 机器学习因子投资Machine Learning for Factor Investing
2 个回复 - 647 次查看 基于R 机器学习因子投资Machine Learning for Factor Investing:香港科技大学学习资料(英文教学学习讲义+课后习题答案) Hong Kong University of Science and Technology Aug. 2022 =Machine Learning for Fa ...2023-5-15 14:40 - mujahida01 - 现金交易版
免费新书(2023)Machine Learning for Factor Investing: Python Version
78 个回复 - 7211 次查看 免费分享,欢迎讨论。2023-7-22 13:55 - wenwu2019 - 量化投资
Your Complete Guide to Factor-Based Investing
26 个回复 - 12937 次查看 There are hundreds of exhibits in the investment "factor zoo." Which ones are actually worth your time, and your money?Andrew L. Berkin and Larry E. Swedroe, co-authors of The Incredible Shrinking ...2017-2-5 11:37 - nelsoncwlee - 投资人(实务版)
求助文献_Equity Smart Beta and Factor Investing for Practitioners
7 个回复 - 1435 次查看 【作者(必填)】Khalid Ghayur , Ronan G. Heaney , Stephen C. Platt 【文题(必填)】Equity Smart Beta and Factor Investing for Practitioners 【年份(必填)】2019 【全文链接或数据库名称(选填)】2019-8-9 12:43 - caifuxingyun - 求助成功区
Causal Factor Investing
0 个回复 - 258 次查看 Causal Factor Investing2024-2-1 20:40 - 邹掌柜 - 经济金融数学专区
Traditional and Alternative Factors in Investment Grade Corporate Bond Investing
1 个回复 - 220 次查看 Traditional and Alternative Factors in Investment Grade Corporate Bond Investing Amundi Key findings ••We define a traditional bond risk factor model with duration times spread, durat ...2023-12-28 13:51 - lili2016 - 量化投资
Deep Reinforcement Learning Framework for Factor Investing
0 个回复 - 253 次查看 Deep Reinforcement Learning Framework for Factor Investing2023-12-28 01:35 - lili2016 - 人工智能论文版
求JournalofPortfolioManagement的Practical Applications of Macro Factor Investing
2 个回复 - 455 次查看 【作者(必填)】 Alexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon, Jay Raol 【文题(必填)】 Practical Applications of Macro Factor Investing with Style 【年份(必填)】 2022Pr ...2023-11-9 13:18 - lqstudy - 求助成功区
求Journal of Portfolio Management上的《macro factor investing with style》
2 个回复 - 227 次查看 【作者(必填)】 Alexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon, Jay Raol 【文题(必填)】 Macro Factor Investing with Style 【年份(必填)】 2021 【DOI】https://doi.org/10. ...2023-11-8 14:12 - lqstudy - 求助成功区
Pseudo-Factors and Factor Investing
2 个回复 - 600 次查看 【作者(必填)】Lopez de Prado, Marcos 【文题(必填)】Pseudo-Factors and Factor Investing (Where Are the Factors in Factor Investing?) 【年份(必填)】Journal of Portfolio Management, 49(5), pp. 6-20 ...2023-9-20 11:11 - rayzhangfy - 求助成功区
your complete guide to factor-based investing pdf下载
1 个回复 - 787 次查看 your complete guide to factor-based investing pdf2021-4-16 14:33 - kcq123 - 投资人(实务版)
[免费] Asset Management: A Systematic Approach to Factor Investing
12 个回复 - 1822 次查看 Andrew Ang Asset Management: A Systematic Approach to Factor Investing 相比传统几大教材更易读 这个版本不是扫描版,是原版 不求论坛币,还请大家多多点赞,赚点通用积分。2022-11-14 16:00 - cru0202 - 经济金融数学专区
PIMCO出品的Factor Investing and Asset Allocation,适合资配和量化的小伙伴
2 个回复 - 1336 次查看 PIMCO出品的Factor Investing and Asset Allocation,适合资配和量化的小伙伴2021-10-7 13:26 - xbedai - 量化投资
Factor Investing For Dummies
1 个回复 - 357 次查看 Factor Investing For Dummies2022-10-25 07:30 - zhangke0987 - 经管书评
Asset Management: A Systematic Approach To Factor Investing 超清pdf
6 个回复 - 5990 次查看 刚在网上找到了这本书的超清pdf版本(跟纸质书一样的,不是论坛里现有的 pdf里有超链接的那种),但是不知道为什么上传不了,大家可在附件中找到下载地址。2019-5-31 12:25 - 32liulele - 量化投资
Investing in US Core Fixed Income with Macro and Style Factors
0 个回复 - 516 次查看 【作者(必填)】Eugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew Ang 【文题(必填)】Investing in US Core Fixed Income with Macro and Style Factors 【年份(必填)】2021 【全文链接 ...2022-1-20 12:00 - tony_mxl - 文献求助专区
Macro Factor Investing with Style
0 个回复 - 579 次查看 【作者(必填)】Alexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay Raol 【文题(必填)】Macro Factor Investing with Style 【年份(必填)】2021 【全文链接或数据库名称( ...2022-1-20 11:57 - tony_mxl - 文献求助专区
machine learning for factor investing R version (2020)
2 个回复 - 1509 次查看 machine learning for factor investing R version (2020)2021-1-2 22:32 - loneshark - 投资人(实务版)
Academic, practitioner, and investor perspectives on factor investing
1 个回复 - 612 次查看 【作者(必填)】 Cerniglia, Joseph, and Frank J Fabozzi 【文题(必填)】 Academic, practitioner, and investor perspectives on factor investing 【年份(必填)】 2018 【全文链接或数据库名称(选填)】The J ...2021-9-16 08:57 - pan1111111 - 求助成功区
Asset Management: A Systematic Approach to Factor Investing (Financial Managemen
15 个回复 - 10704 次查看 In Asset Management: A Systematic Approach to Factor Investing, Professor Andrew Ang presents a comprehensive, new approach to the age-old problem of where to put your money. Years of experience as a ...2015-6-20 15:02 - nelsoncwlee - 金融学(理论版)
giegiejiejie们求助一篇JPM的文献 Factor Investing with Black–Litterman–Baye
1 个回复 - 648 次查看 【作者(必填)】PetterN. Kolm and Gordon Ritter 【文题(必填)】Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio Construction 【年份(必填)】TheJournal ...2021-8-13 14:44 - 李子花开半夏 - 文献求助专区
Macroeconomic Risks in Equity Factor Investing
3 个回复 - 927 次查看 Macroeconomic Risks in Equity Factor InvestingNoël Amenc, Mikheil Esakia, Felix Goltz and Ben Luyten The Journal of Portfolio Management September 2019, jpm.2019.1.092; DOI: https://doi.org/10.3 ...2019-7-18 09:57 - 13548008376 - 求助成功区
index fund management - a practical guide to smart beta, factor investing (2019)
4 个回复 - 1492 次查看 index fund management - a practical guide to smart beta, factor investing, and risk premia (2019)2019-8-29 08:21 - loneshark - 投资人(实务版)
目前最新的关于factor investing的论文集
4 个回复 - 2486 次查看 目前最新的关于factor investing的论文集。基金投资的宝典。如果你可以读懂每一篇,面试基金职位你就是亮点。 This book contains a collection of 20 exclusive new Chapters written by leading academics and ...2016-4-19 12:55 - leosong - 金融学(理论版)
求书一本 Machine Learning for Factor Investing: R Version
3 个回复 - 1577 次查看 【作者(必填)】Guillaume Coqueret[/backcolor], Tony Guida[/backcolor] 【文题(必填)】Machine Learning for Factor Investing: R Version 【年份(必填)】2020 【全文链接或数据库名称(选填)】https://ww ...2020-8-23 11:41 - 地下爆菊 - 文献求助专区
Asset Management: A Systematic Approach to Factor Investing英文pdf高清
1 个回复 - 1613 次查看 论坛上已经有一个pdf版本了,不过是其他格式转换成的pdf,看着不是很舒服。我上传的版本是原生高清pdf格式哈。 Product details [*]Series: Financial Management Association Survey and Synthesis [*]Hardcover ...2020-7-18 19:01 - 冰族王子 - Forum
Risk-Based and Factor Investing英文教材
1 个回复 - 935 次查看 Risk-Based and Factor Investing英文教材2019-12-20 22:08 - xiaoyu102021 - 量化投资
Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation
6 个回复 - 1151 次查看 【作者(必填)】 Feifei Li and Joseph (Yoseop) Shim 【文题(必填)】 Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost 【年份(必填)】2019 【全文链接或数据库名称 ...2019-3-4 15:47 - pengerge - 求助成功区
Asset Management :A systematic approach to factor investing 有中文版吗?
3 个回复 - 2941 次查看 这本书英文原版读不进去,请问论坛里的大神们,是否有中文版的。跪谢啦2017-8-14 11:19 - 一本正经7 - 金融学(理论版)
Macroeconomic Risks in Equity Factor Investing
0 个回复 - 622 次查看 【作者(必填)】 Amenc, Noël Esakia, Mikheil Goltz, Felix Luyten, Ben 【文题(必填)】 Macroeconomic Risks in Equity Factor Investing 【年份(必填)】 2019 【全文链接或数据库名称(选填 ...2019-7-24 17:10 - willsharp2048 - 文献求助专区
Factor Investing
5 个回复 - 2009 次查看 【作者(必填)】Emmanuel Jurczenko 【文题(必填)】Factor Investing 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/B97817854820145000642018-2-1 15:32 - 迷途mitu - 求助成功区
揭秘因子投资基金绩效影响因素 What Matters in Multi-Factor Investing?
0 个回复 - 1182 次查看   我们翻译了一篇来自海外的网络研讨会议纪要,简洁地为各位读者呈现了量化投资特别是因子投资基金的几个问题。本文原著来源于Research Affiliates,其创办于2002年,比较侧重于smart beta和因子策略。   虽然 ...2019-5-23 11:11 - JoinQuant - 量化投资
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
1 个回复 - 423 次查看 【作者(必填)】Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa 【文题(必填)】Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing 【年份(必填)】2 ...2019-5-20 10:19 - 迷途mitu - 求助成功区
Asset Allocation and Factor Investing: An Integrated Approach
1 个回复 - 987 次查看 【作者(必填)】 Alain Bergeron, Mark Kritzman and Gleb Sivitsky 【文题(必填)】 Asset Allocation and Factor Investing: An Integrated Approach 【年份(必填)】 2018 【全文链接或数据库名称(选填)】 ...2019-3-22 14:06 - pengerge - 求助成功区
Factor Investing From Traditional to Alternative Risk Premia
3 个回复 - 1373 次查看 【作者(必填)】 Inigo Fraser-Jenkins,Marie Brière and Ariane Szafarz等 【文题(必填)】 Factor Investing:From Traditional to Alternative Risk Premia 【年份(必填)】2018 【全文链接或数据库名 ...2019-2-8 18:09 - pengerge - 求助成功区
分享一篇不错的综述:Foundations of Factor Investing
16 个回复 - 4847 次查看 **** 本内容被作者隐藏 **** Foundations of Factor Investing Factor investing has become a widely discussed part of today’s investment canon. In this paper, we discuss the rationale for fact ...2015-2-25 15:39 - liulei831 - 量化投资
译文Andrew Ang-factor investing,not just investing factors
0 个回复 - 993 次查看 译文Andrew Ang-factor investing,not just investing factors2018-7-18 13:59 - hwoods81 - 金融学(理论版)
求哥伦比亚大学andrew ang的factor investing电子版
1 个回复 - 967 次查看 谢谢如题2018-2-9 00:26 - pliu319 - 爱问频道
Factor Investing:From Traditional to Alternative Risk Premia
2 个回复 - 704 次查看 【作者(必填)】Emmanuel Jurczenko 【文题(必填)】Risk Premia 【年份(必填)】9th October 2017 【全文链接或数据库名称(选填)】https://www.elsevier.com/books/f ... o/978-1-78548-201-42017-10-24 20:00 - MemMao - 求助成功区
Risk-based and Factor Investing [英文原版]
4 个回复 - 1997 次查看 见论坛里没这本书,发来跟大家分享一下。顺便赚点论坛币。2016-11-29 02:06 - huangj8 - 投资人(实务版)
求Smart Beta is the Gateway Drug to Risk Factor Investing
2 个回复 - 780 次查看 【作者(必填)】Podkaminer E. 【文题(必填)】Smart Beta is the Gateway Drug to Risk Factor Investing 【年份(必填)】2017 【全文链接或数据库名称(选填)】. Journal of Portfolio Management, 2017, 43(5 ...2017-9-21 16:21 - 地下爆菊 - 求助成功区
Factor-based investing: the long-term evidence
2 个回复 - 549 次查看 【作者(必填)】Dimson E, Marsh P, Staunton M. 【文题(必填)】Factor-based investing: the long-term evidence 【年份(必填)】2017 【全文链接或数据库名称(选填)】the Journal of Portfolio Management, ...2017-9-21 15:52 - 地下爆菊 - 求助成功区
[求书] Asset Management: A Systematic Approach To Factor Investing
16 个回复 - 6301 次查看 【作者(必填)】Andrew Ang 【文题(必填)】Asset Management: A Systematic Approach To Factor Investing 【年份(必填)】2014 【全文链接或数据库名称(选填)】ISBN-13: 9780199959327 求高清英文p ...2014-12-22 14:38 - pierre0530 - 求助成功区
Factor-Based Investing: The Long-Term Evidence
1 个回复 - 876 次查看 【作者(必填)】Elroy Dimson, Paul Marsh, and Mike Staunton 【文题(必填)】Factor-Based Investing: The Long-Term Evidence 【年份(必填)】Special Issue 2017, Vol. 43, No. 5: pp. 15-37 【全文链接或 ...2017-3-29 18:11 - lopemann - 求助成功区
Smart Beta is the Gateway Drug to Risk Factor Investing
1 个回复 - 957 次查看 【作者(必填)】Eugene Podkaminer 【文题(必填)】Smart Beta is the Gateway Drug to Risk Factor Investing 【年份(必填)】Special Issue 2017, Vol. 43, No. 5: pp. 130-134 【全文链接或数据库名称(选填 ...2017-3-29 18:37 - lopemann - 求助成功区
Robust Factor-Based Investing
1 个回复 - 797 次查看 【作者(必填)】Jang Ho Kim, Woo Chang Kim, and Frank J. Fabozzi 【文题(必填)】Robust Factor-Based Investing 【年份(必填)】Special Issue 2017, Vol. 43, No. 5: pp. 157-164 【全文链接或数据库名称 ...2017-3-29 18:52 - lopemann - 求助成功区
[文献] [求书] Asset Management: A Systematic Approach To Factor Investing
4 个回复 - 2603 次查看 【作者(必填)】Andrew Ang 【文题(必填)】Asset Management: A Systematic Approach To Factor Investing 【年份(必填)】2014 ISBN-13: 9780199959327 拜谢![/backcolor]2015-3-30 10:41 - huki1983 - 悬赏大厅
[求书] Asset Management: A Systematic Approach To Factor Investing
4 个回复 - 3011 次查看 【作者(必填)】Andrew Ang[/backcolor] 【文题(必填)】Asset Management: A Systematic Approach To Factor Investing[/backcolor] 【年份(必填)】2014[/backcolor] 【全文链接或数据库名称(选填)】ISBN-13 ...2015-2-19 04:01 - baobaodou - 悬赏大厅