结果:找到“R portfolio”相关内容1000个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
单因子组合排序分析(量化因子回测代码)
11 个回复 - 2102 次查看
单因子组合排序分析(量化投资因子回测)方法用于检验某个异象/量化因子是否有效的最常用的方法是投资组合分析法(Portfolio sort analysis),该方法被广泛应用于学界和业界。根据某个因子对股票进行排序分组,构建投 ...
2022-11-13 20:24 - 江城千里月 - 现金交易版
029:topic of financial economics
0 个回复 - 477 次查看
029:topic of financial economicsUniversity of Exeter business school,更详细的内容,请参考下面的截图说明!
主要教学参考用书:
1.Modern Portfolio Theory and Investment Analysis_9ed,Modern Portfo ...
2022-8-17 15:43 - Lala-20200 - 现金交易版
Quantitative Portfolio Management
5 个回复 - 1821 次查看
Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage
English | 2021 | ISBN: 1119821320 | 298 pages | True (PDF EPUB)[/backcolor]
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2021-9-17 01:39 - zhangke0987 - 投资人(实务版)
Advanced Portfolio Management
3 个回复 - 1159 次查看
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors
English | 2021 | ISBN: 1119789796 | 211 pages | True (PDF EPUB)[/backcolor]
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2021-10-3 09:07 - zhangke0987 - 投资人(实务版)
【巴菲特】THE WARREN BUFFETT PORTFOLIO
1 个回复 - 1552 次查看
真金白银在美亚购买,亲自转档。
https://www.amazon.com/Warren-Buffett-Portfolio-Mastering-Investment/dp/0471392642/ref=tmm_pap_swatch_0?_encoding=UTF8&qid=1485076046&sr=1-1
The Warren Buffett ...
2017-1-22 17:09 - leonnaix - 金融学(理论版)
Stochastic Portfolio Theory
3 个回复 - 1771 次查看
Stochastic
portfolio theory is a mathematical methodology for constructing stock
portfolios and for analyzing the effects induced on the behavior of these
portfolios by changes in the distribution of ...
2015-5-12 02:34 - lasgpope - 量化投资
Statistical Portfolio Estimation
33 个回复 - 3448 次查看
English | 2017 | ISBN: 1466505605 | 405 pages | PDF | 6,6 MB
This book presents an overview of the theory and applications of statistical
portfolio estimation. The approach is necessarily mathemati ...
2017-10-17 11:36 - igs816 - 量化投资
【2014新书新视角】 Fuzzy Portfolio Optimization
118 个回复 - 13485 次查看
图书名称:[/backcolor]Fuzzy Portfolio Optimization:Advances in Hybrid Multi-criteria Methodologies
作者:[/backcolor]Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra
出版社: ...
2014-6-24 13:35 - 牛尾巴 - 量化投资
Portfolio Rebalancing
11 个回复 - 5371 次查看
The goal of Portfolio
Rebalancing is to provide mathematical and empirical analysis of the effects of
portfolio rebalancing on
portfolio returns and risks. The mathematical analysis answers the questi ...
2018-12-8 21:44 - nivastuli - 金融学(理论版)