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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 - 362 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

求购论文《defensive factor timing》
5 个回复 - 1073 次查看论文标题《Defensive Factor Timing》 Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan 来源：The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; ...2020-11-29 16:56 - li1989rui2007 - 现金交易版

求文章：Equity Factor Timing: A Two-Stage Machine Learning Approach
5 个回复 - 742 次查看求文章：Equity Factor Timing: A Two-Stage Machine Learning Approach2024-7-1 11:41 - 空山空语 - 求助成功区

Factor Timing
5 个回复 - 527 次查看【作者(必填)】 Valentin Haddad, Serhiy Kozak, Shrihari Santosh 【文题(必填)】 Factor Timing 【年份(必填)】 2020 【全文链接或数据库名称(选填)】Factor Timing | The Review of Financial Studies | Ox ...2023-6-27 12:51 - xiaojun9756 - 求助成功区

The promises and pitfalls of factor timing
3 个回复 - 779 次查看【作者(必填)】 Bender, Jennifer, Xiaole Sun, Ric Thomas, and Volodymyr Zdorovtsov 【文题(必填)】 The promises and pitfalls of factor timing 【年份(必填)】 2018 【全文链接或数据库名称(选填)】The ...2021-9-16 08:56 - pan1111111 - 求助成功区

Alpha vs Alpha: Selection, Timing, and Factor Exposures
1 个回复 - 543 次查看【作者(必填)】Madhavan A , Sobczyk A , Ang A 【文题(必填)】Alpha vs Alpha: Selection, Timing, and Factor Exposures from Different Factor Models[J] 【年份(必填)】The Journal of Portfolio Managem ...2021-7-6 19:59 - qrj69 - 求助成功区

Defensive Factor Timing
5 个回复 - 2772 次查看【作者(必填)】 Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan 【文题(必填)】Defensive Factor Timing 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://jpm.iijournal ...2019-3-4 15:44 - pengerge - 求助成功区

Factor Timing
0 个回复 - 495 次查看 Factor Timing Valentin Haddad University of California, Los Angeles and NBER Serhiy Kozak University of Maryland Shrihari Santosh University of Colorado Boulder The optimal factor timing port ...2020-4-25 16:54 - 2464_1576338390 - 论文版

Factor-Timing Model
3 个回复 - 1196 次查看【作者(必填)】Ronald Hua, Dmitri Kantsyrev, and Edward Qian 【文题(必填)】Factor-Timing Model 【年份(必填)】Fall 2012, Vol. 39, No. 1: pp. 75-87 【全文链接或数据库名称(选填)】https://doi.org ...2017-10-22 08:40 - lopemann - 求助成功区

求Factor Timing with Cross-Sectional and Time-Series Predictors
2 个回复 - 2129 次查看【作者(必填)】Philip Hodges, Ked Hogan, Justin R. Peterson and Andrew Ang 【文题(必填)】Factor Timing with Cross-Sectional and Time-Series Predictors 【年份(必填)】2017 【全文链接或数据库名称(选 ...2017-12-23 20:27 - 地下爆菊 - 求助成功区

悬赏On the Market-Timing Ability of Factor-Based Hedge Fund Clones
2 个回复 - 453 次查看【作者(必填)】 Brian T. Hayes 【文题(必填)】 On the Market-Timing Ability of Factor-Based Hedge Fund Clones 【年份(必填)】2012 【全文链接或数据库名称(选填)】https://jai.iijournals.com/conte ...2019-1-29 16:36 - pengerge - 求助成功区

Equity Factor Timing: A Two-Stage Machine Learning Approach
3 个回复 - 959 次查看求文章：Equity Factor Timing: A Two-Stage Machine Learning Approach2024-1-17 10:06 - xiatest - 悬赏大厅

Factor Timing
1 个回复 - 1059 次查看【作者(必填)】 Valentin Haddad, Serhiy Kozak, Shrihari Santosh 【文题(必填)】 Factor Timing【年份(必填)】 May 2020 【全文链接或数据库名称(选填)】https://academic.oup.com/rfs/article-abstract/33/5 ...2020-4-23 09:29 - leosong - 求助成功区

Factors Timing Factors
1 个回复 - 760 次查看【作者(必填)】Wai Lee 【文题(必填)】Factors Timing Factors 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://jpm.iijournals.com/content/43/5/662018-10-21 22:19 - 迷途mitu - 求助成功区

The Promises and Pitfalls of Factor Timing
0 个回复 - 1128 次查看【作者(必填)】 Jennifer Bender, Xiaole Sun, Ric Thomas and Volodymyr Zdorovtsov【文题(必填)】The Promises and Pitfalls of Factor Timing 【年份(必填)】2018 【全文链接或数据库名称(选填)】http://j ...2018-10-21 18:35 - 迷途mitu - 文献求助专区

Practical Applications of Factors Timing Factors
1 个回复 - 590 次查看【作者(必填)】Wai Lee 【文题(必填)】Practical Applications of Factors Timing Factors【年份(必填)】2017 Practical Applications 5 (3) DOI: https://doi.org/10.3905/pa.5.3.245 【全文链接或数据库名称 ...2017-12-23 20:42 - 地下爆菊 - 求助成功区

求Contrarian Factor Timing is Deceptively Difficult
2 个回复 - 617 次查看【作者(必填)】Asness C, Chandra S, Ilmanen A, et al. 【文题(必填)】Contrarian Factor Timing is Deceptively Difficult 【年份(必填)】2017 【全文链接或数据库名称(选填)】 The Journal of Portfoli ...2017-9-21 16:07 - 地下爆菊 - 求助成功区

求Factors Timing Factors
2 个回复 - 658 次查看【作者(必填)】Lee W. 【文题(必填)】Factors Timing Factors 【年份(必填)】2017 【全文链接或数据库名称(选填)】The Journal of Portfolio Management, 2017, 43(5): 66-71.http://www.iijournals.com/do ...2017-9-21 16:04 - 地下爆菊 - 求助成功区

Style Factor Timing: An Application to the Portfolio Holdings of U.S. Fund Manag
2 个回复 - 505 次查看【作者(必填)】David R Gallagher, Peter Gardner, Camille Schmidt 【文题(必填)】Style Factor Timing: An Application to the Portfolio Holdings of U.S. Fund Manag 【年份(必填)】2013 【全文链接或数 ...2017-7-10 13:43 - 迷途mitu - 求助成功区

Factors Timing Factors
1 个回复 - 717 次查看【作者(必填)】Wai Lee 【文题(必填)】Factors Timing Factors 【年份(必填)】Special Issue 2017, Vol. 43, No. 5: pp. 66-71 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905/ ...2017-3-29 18:22 - lopemann - 求助成功区

Contrarian Factor Timing is Deceptively Difficult
1 个回复 - 780 次查看【作者(必填)】Clifford Asness, Swati Chandra, Antti Ilmanen, and Ronen Israel 【文题(必填)】Contrarian Factor Timing is Deceptively Difficult 【年份(必填)】Special Issue 2017, Vol. 43, No. 5: pp ...2017-3-29 18:31 - lopemann - 求助成功区

Factor-Timing Model
3 个回复 - 2283 次查看【作者(必填)】Ronald Hua, Dmitri Kantsyrev, and Edward Qian 【文题(必填)】Factor-Timing Model 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905/jpm.20 ...2016-10-17 14:14 - MemMao - 求助成功区

求助Factor-Timing Model
2 个回复 - 1225 次查看【作者(必填)】R Hua, D Kantsyrev, E Qian 【文题(必填)】Factor-Timing Model 【年份(必填)】2012 【全文链接或数据库名称(选填)】 http://www.iijournals.com/doi/abs/10.3905/jpm.2012.39.1.075 多谢 ...2013-6-29 00:59 - gdyan2001 - 文献求助专区

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