结果:找到“基金 alpha”相关内容16个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
中金Alpha中国私募房地产基金分析研究报告
307 个回复 - 21843 次查看
中金Alpha 中国私募房地产
基金分析研究报告
内容目录
一、私募房地产
基金概述 ................................ ........ 4
1、私募房地产
基金的定义 ................................ ....... 4
2、私募房地产 ...
2013-4-24 14:43 - just_tonight - 行业分析报告
对冲基金策略:可转移Alpha策略与可转移Beta策略
5 个回复 - 4080 次查看
While stock picking strategies are in principle meant to exploit evidence of predictability in individual stock specific risk, most equity managers, as a result of their bottom-up security s ...
2012-7-12 14:53 - 金黄色的风 - 金融工程(数量金融)与金融衍生品
对冲基金Alpha消失了吗?
0 个回复 - 1201 次查看
This paper investigates the
alpha generation of the hedge fund industry based on a recent sample compiled from the Lipper/TASS database covering the time period from January 1994 to September ...
2012-7-17 00:33 - 金黄色的风 - 金融学(理论版)
基金中的基金(FOF)、可转移Alpha策略与最优化组合
0 个回复 - 1973 次查看
In this article, we examined the portfolio optimization problem when a portfolio manager manages a multi-manager program or fund of funds with style constraints (or asset allocation). The portfolio ma ...
2012-7-12 14:45 - 金黄色的风 - 金融工程(数量金融)与金融衍生品