结果:找到“CTA 论文”相关内容11个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
求助论文:The Solution of Linear Difference Models under Rational Expectations
4 个回复 - 408 次查看 【作者(必填)】Olivier Jean Blanchard and Charles M. Kahn 【文题(必填)】 The Solution of Linear Difference Models under Rational Expectations【年份(必填)】1980 年【全文链接或数据库名称(选填)】https://w ...2019-4-12 10:22 - Dragon腾 - 求助成功区
Dornbusch, Rudiger 汇率超调理论经典论文 Expectations and Exchange Rate Dynamics
13 个回复 - 6838 次查看 预期和汇率动态学,Expectations and Exchange Rate Dynamics,Dornbusch, Rudiger,发表于Journal of Political Economy. 1976(84)。2009-6-19 14:01 - zhaohailei - 世界经济与国际贸易
期货CTA相关海外论文若干
2 个回复 - 1939 次查看 见附件2017-10-30 08:57 - nadjainhell - 量化投资
1988年经典论文Unemployment insurence,recall expectation and unemployment outcome
2 个回复 - 856 次查看 Abstract This paper shows the importance of explicitly accounting for the possibility of recalls when analyzing the determinants of unemployment spell durations and the effects of unemployment insura ...2015-4-7 14:48 - loistone - 宏观经济学
论文[Dynamic Trading with Predictable Returns and Transaction Costs]
0 个回复 - 1581 次查看 Abstract We derive a closed-form optimal dynamic portfolio policy when trading is costly and security returns are predictable by signals with different mean-reversion speeds. The optimal strategy ...2014-7-31 04:04 - franklg - 金融工程(数量金融)与金融衍生品
曼昆英文论文《Adjustment_of_Expectations》
2 个回复 - 691 次查看 曼昆英文论文《Adjustment_of_Expectations》2012-1-25 14:44 - JiaBinXu - 经管书评
期权方面的经典论文Warrant Prices as Indicators Of Expectations And Preferences
1 个回复 - 2468 次查看 【作者】C.M.Sprenkle 【文题】Warrant Prices as Indicators Of Expectations And Preferences 【年, 卷(期), 起止页码】Yale Economic Essays,1961,1(2):178~231 【全文链接或数据库名称】2012-2-17 00:49 - chuanouyang - 文献求助专区
[下载]rational expectations的一组经典论文
6 个回复 - 2183 次查看 <p>最近决定转行,paper打算做labor economics,因此这些宏观经济学的论文打算处理掉。回头想想以前一直想做的就是宏观经济分析,不知道为什么现在兴趣全无。祝福所有坚持的同行们。</p><br/> [此贴子已 ...2007-11-10 10:49 - 三木 - 宏观经济学
Predictable short-term variation in asset prices 博士论文
0 个回复 - 618 次查看 【作者(必填)】Srinivasan Maheswaran[/backcolor] 【文题(必填)】Predictable short-term variation in asset prices 【年份(必填)】University of Minnesota博士论文 1992 【全文链接或数据库名称(选填)】2017-6-26 16:11 - lk1966mail - 文献求助专区
[求助]求论文一篇,《Rational expectations and the role of monetary policy 》
2 个回复 - 2537 次查看 如题,急用啊急用啊,5个币,多谢啊2009-9-28 17:09 - oneei - 宏观经济学
[求助]求:lucas 的论文expectations and the neutrality of money.谢谢!
0 个回复 - 1528 次查看 求:lucas 的论文expectations and the neutrality of money.谢谢!huanggj_80@163.com2007-5-29 17:17 - huanggj - 宏观经济学