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Assessing risk in Multi-Asset Strategies Schroders
0 个回复 - 186 次查看 Assessing risk in Multi-Asset Strategies Schroders2023-12-28 11:36 - lili2016 - Forum

Multi-Asset Risk Modeling Techniques for a Global Economy
1 个回复 - 448 次查看【作者(必填)】Morton Glantz and Robert Kissell 【文题(必填)】Chapter 9 - Risk-Hedging Techniques 【年份(必填)】2014 【全文链接或数据库名称(选填)】https://doi.org/10.1016/B978-0-12-401690-3.00 ...2022-10-20 13:02 - hkswen - 求助成功区

Research on the Issuance Mechanism and Implementation Path of Multi-Body Asset S
4 个回复 - 390 次查看【作者(必填)】  Lingjuan Xu & Xinyue Liu & Zhu Huailei & Sun Jing 【文题(必填)】 Research on the Issuance Mechanism and Implementation Path of Multi-Body Asset Securitization Products of C ...2020-8-2 21:59 - nieqiang110 - 求助成功区

High-Frequency Lead-Lag Effects and Cross-Asset Linkages: a Multi-Asset Lagged A
1 个回复 - 731 次查看【作者(必填)】 ahgoer 【文题(必填)】 High-Frequency Lead-Lag Effects and Cross-Asset Linkages: a Multi-Asset Lagged Adjustment Model* 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://am ...2019-12-9 14:43 - internet.hzx - 求助成功区

Multi-Asset Risk Modeling.....Electronic and Algorithmic Trading Era
27 个回复 - 5491 次查看 Book DescriptionPublication Date: December 3, 2013 Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, f ...2014-10-31 19:40 - 阿袋 - 量化投资

Multi-asset investing: a practical guide to modern portfolio management
5 个回复 - 3301 次查看 Multi-asset investing: a practical guide to modern portfolio management By Yoram Lustig 相关介绍见： https://www.amazon.co.uk/Multi-Asset-Investing-practical-portfolio-management-ebook/dp/B00AXXHI1S ...2016-6-2 20:47 - mayday - 金融学（理论版）

悬赏MSCI-THE MSCI MULTI-ASSET CLASS FACTOR MODEL
4 个回复 - 1767 次查看【作者(必填)】 SHEPARD Peter, DEMOND Andrew, ZHOU Chenlu , XIAO Limin 【文题(必填)】 THE MSCI MULTI-ASSET CLASS FACTOR MODEL 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://www.m ...2019-1-7 13:52 - pengerge - 文献求助专区

悬赏Multi-Asset Volatility Premiums or Anomalies?
4 个回复 - 735 次查看【作者(必填)】 Brian Jacobsen, Eddie Cheng and Wai Lee 【文题(必填)】Multi-Asset Volatility Premiums or Anomalies? 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://jpm.iijournals ...2019-2-8 17:16 - pengerge - 求助成功区

A review of asset management literature on multi-asset systems
0 个回复 - 734 次查看 A review of asset management literature on multi-asset systems2019-3-9 22:48 - 取用户名好烦 - 投行专版

悬赏Preparing a Multi-Asset Class Portfolio for Shocks to Economic Growth
2 个回复 - 775 次查看【作者(必填)】 Eugene Podkaminer, Wylie Tollette and Laurence Siegel 【文题(必填)】 Preparing a Multi-Asset Class Portfolio for Shocks to Economic Growth 【年份(必填)】 2019 【全文链接或数据 ...2019-2-8 14:22 - pengerge - 求助成功区

Expected Shortfall Asset Allocation: A Multi-Dimensional Risk Budgeting Framewor
0 个回复 - 590 次查看【作者(必填)】 Emmanuel Jurczenko and Jérôme Teiletche 【文题(必填)】 Expected Shortfall Asset Allocation: A Multi-Dimensional Risk Budgeting Framework 【年份(必填)】 2019 【全文链接或数 ...2019-10-15 11:07 - pengerge - 文献求助专区

Preparing a Multi-Asset Class Portfolio for Shocks to Economic Growth
2 个回复 - 496 次查看【作者(必填)】 Eugene Podkaminer, Wylie Tollette and Laurence Siegel 【文题(必填)】 Preparing a Multi-Asset Class Portfolio for Shocks to Economic Growth 【年份(必填)】 2019 【全文链接或数据 ...2019-3-22 14:01 - pengerge - 求助成功区

求sciencedirect电子书Multi-asset Risk Modeling
3 个回复 - 977 次查看【作者(必填)】 Morton Glantz and Robert Kissell 【文题(必填)】 Multi-asset Risk Modeling 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 http://www.sciencedirect.com/science/book/978012401 ...2014-1-7 12:01 - waterup - 文献求助专区

Multifactor explanations of asset pricing anomalies
4 个回复 - 3694 次查看很经典的文章。2010-10-20 10:06 - zhiboyi - 经济金融数学专区

【Wiley 金融投资】 Multi-Asset Investing : A Practitioner's Framework (2016)
41 个回复 - 5568 次查看 Multi-Asset Investing: A Practitioner's Framework Pranay Gupta, Sven R. Skallsjo, Bing Li Despite the accepted fact that a substantial part of the risk and return of any portfolio comes from ...2016-12-13 03:49 - cmwei333 - 金融学（理论版）

Multi-period portfolio selection for asset-liability management with uncertain i
3 个回复 - 848 次查看【作者(必填)】Lan Yi, Zhongfei Li and Duan Li[/backcolor] 【文题(必填)】Multi-period portfolio selection for asset-liability management with uncertain i 【年份(必填)】2008 【全文链接或数据库 ...2016-3-16 15:22 - wangt_1997 - 求助成功区

JP摩根的Morton Glantz的Multi-asset risk modeling超詳盡超實用
6 个回复 - 2780 次查看好東西大家一起分享哦！！Morton Glantz&Robert Kissell的原書！書中詳盡介紹了多資產組合的基礎、定價、風險控制、CDS等等等。。。希望對你們有幫助哦！！ Equity Derivatives, Foreign Exchange Market and In ...2015-7-5 22:37 - 施丽云 - 金融学（理论版）

HSBC Asia in 2017：Our multi-asset summary
2 个回复 - 663 次查看 HSBC 1月19日报告。　　A new year plus a new president entering the White House equals a lot of questions that need answering.We begin with an analysis of four themes likely to concentrate the ...2017-1-19 22:28 - zhou_yl - 投资人（实务版）

汇丰银行-Asia in 2017 Our multi-asset summary-20170118-HSBC
0 个回复 - 622 次查看 2017-1-20 13:39 - yephon123 - 行业分析报告

Multi-Asset Seasonality and Trend-Following Strategies
1 个回复 - 1682 次查看 This paper investigates the seasonality patterns within various asset classes. We find that a strategy that buys the assets with the largest same-calendar-month past average returns (up to ten years) ...2016-11-22 05:06 - ytw1018 - 量化投资

求：Multi-Asset Investing: A Practical Guide to Modern Portfolio Management
3 个回复 - 2047 次查看 ~ Yoram Lustig (作者) [*]出版社: Harriman House Publishing (2012年12月13日) [*]平装: 538页 [*]语种：英语 [*]ISBN: 0857192515 [*]条形码: 97808571925162014-4-2 09:03 - 唐宋元清 - 悬赏大厅

Higher order comoments of multifactor models and asset allocation
2 个回复 - 873 次查看【作者(必填)】 [*]Kris Boudta, b, , [*]Wanbo Luc, , , [*]Benedict Peetersd, 【文题(必填)】 Higher order comoments of multifactor models and asset allocation【年份(必填)】 2015 【全文链接或 ...2016-4-7 18:09 - internet.hzx - 求助成功区

200金币求 Multi-Asset Investing: A Practitioner's Framework
0 个回复 - 1598 次查看 Multi-Asset Investing: A Practitioner's Framework2016-6-16 00:20 - alexwoos - 悬赏大厅

Valuing variable annuity guarantees on multiple assets
3 个回复 - 618 次查看【作者(必填)】José Da Fonsecaa* & Jonathan Ziveyib 【文题(必填)】Valuing variable annuity guarantees on multiple assets 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline. ...2016-3-16 21:51 - hnu123 - 求助成功区

求Multifactor portfolio efficiency and multifactor asset pricing
1 个回复 - 2077 次查看写论文需要用Fama和French的《Multifactor portfolio efficiency and multifactor asset pricing》，但在其他地方都找不到，不知道有没有同学有可以分享一下，不胜感激！！2009-3-5 17:57 - 雪落风扬 - 金融学（理论版）

Post Modern Investment: Facts and Fallacies of Growing Wealth in a Multi-Asset W
1 个回复 - 1172 次查看 Debunking outdated and inaccurate beliefs about investment management and reveals the new realities of the post-modern financial marketsThere have been a lot of big changes in the investment world ove ...2015-6-18 21:11 - nelsoncwlee - 投资人（实务版）

Wiley出版-Capital Asset & Multi-Asset Class Investment Strategy (附截图）
62 个回复 - 7453 次查看 **** 本内容被作者隐藏 **** **** 本内容被作者隐藏 **** Capital Asset Investment Strategy - Tactics & Tools: Multi-Asset Class Investment Strategy:2012-6-27 08:08 - shinehgm - 金融学（理论版）

Multifractal financial markets: An alternatice approach to asset and risk manage
6 个回复 - 1643 次查看【作者(必填)】hayek kobeissi, yasmine[/backcolor] 【文题(必填)】Multifractal financial markets: An alternatice approach to asset and risk management 【年份(必填)】2013, 2013, XVIII, 128 p. 25 il ...2012-12-17 20:56 - fujh02 - 求助成功区

qiu PRICING MULTI-ASSET OPTIONS WITH SPARSE GRIDS
1 个回复 - 766 次查看【作者(必填)】Leentvaar, C.C.W【文题(必填)】 PRICING MULTI-ASSET OPTIONS WITH SPARSE GRIDS【年份(必填)】 2008 【全文链接或数据库名称(选填)】http://www.narcis.nl/publication/RecordID/oai:tudelft.nl: ...2013-2-22 13:09 - 凸集分离定理 - 求助成功区

Multi-moment Asset Allocation and Pricing Models
2 个回复 - 2326 次查看 Multi-moment Asset Allocation and Pricing Models <img src="http://pixhost.eu/avaxhome/avaxhome/2007-05-17/0470034157.jpg" border="0" alt=""/><p ...2007-5-23 12:58 - zhushiyou - 宏观经济学

HSBC:Global Research:multi-asset daily（2011.11.24）
0 个回复 - 876 次查看 HSBC:Global Research:multi-asset daily（2011.11.24）2011-11-25 10:07 - luvblue - 行业分析报告

求助一个关于multi asset portfolio的问题！
0 个回复 - 1259 次查看问题是这样的，我有一个portfolio，里面有5个asset，如道琼斯工业平均指数什么的，5个asset的权重已知。历史数据都已经下载。 portfolio mean and volatility都会算了。但是如何计算skew 和kurtosis呢？请各位高手 ...2011-2-13 15:26 - maybeuare - 爱问频道

Perturbation analysis of multi-asset portfolio optimization
0 个回复 - 1305 次查看 Perturbation analysis of multi-asset portfolio optimization with transaction cost2010-1-7 23:51 - zengyan1984 - 论文版

Multi Asset Class Investment Strategy
0 个回复 - 2391 次查看 Multi Asset Class Investment Strategy Guy Fraser-Sampson ISBN: 978-0-470-02799-8 Hardcover 320 pages August 2006 The book explains that instead of asset allocation being set in an isolated an ...2009-7-12 16:07 - yhongl12 - 金融学（理论版）

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