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  • Factor Investing.zip

    本附件包括:
    • Acknowledgements_2017_Factor-Investing.pdf
    • 3---Peering-under-the-Hood-of-Rules-Based-Portfolio-Constructi_2017_Factor-I.pdf
    • 10---Alternative-Risk-Premia--What-Do-We-Know-_2017_Factor-Investing.pdf
    • 2---Factor-Investing--The-Rocky-Road-from-Long-Only-to-Long-Short--_2017_Fac.pdf
    • 11---Strategic-Portfolio-Allocation-With-Factors_2017_Factor-Investing.pdf
    • 12---A-Macro-Risk-Based-Approach-to-Alternative-Risk-Prem_2017_Factor-Invest.pdf
    • Index_2017_Factor-Investing.pdf
    • 1---The-Price-of-Factors-and-the-Implications-for-Active-_2017_Factor-Invest.pdf
    • Front-matter_2017_Factor-Investing.pdf
    • Endorsements_2017_Factor-Investing.pdf
    • 16---The-Alpha-and-Beta-of-Equity-Hedge-UCITS-Funds--Implica_2017_Factor-Inv.pdf
    • List-of-Authors_2017_Factor-Investing.pdf
    • Introduction_2017_Factor-Investing.pdf
    • 7---Go-with-the-Flow-or-Hide-from-the-Tide--Trading-Flow-as-_2017_Factor-Inv.pdf
    • 14---Diversification-and-the-Volatility-Risk-Premium_2017_Factor-Investing.pdf
    • 9---Common-Equity-Factors-in-Corporate-Bond-Markets_2017_Factor-Investing.pdf
    • 8---Investment-and-Profitability--A-Quality-Factor-that-A_2017_Factor-Invest.pdf
    • 4---Diversify-and-Purify-Factor-Premiums-in-Equity-Markets-----The_2017_Fact.pdf
    • 15---Factor-Investing-and-ESG-Integration_2017_Factor-Investing.pdf
    • 13---Optimizing-Cross-Asset-Carry_2017_Factor-Investing.pdf
    • 6---Style-Factor-Timing_2017_Factor-Investing.pdf
    • 5---The-Predictability-of-Risk-Factor-Returns_2017_Factor-Investing.pdf
    • Foreword_2017_Factor-Investing.pdf
    • Copyright_2017_Factor-Investing.pdf
  • 21.92 MB
  • 2019-2-9
  • 21-30.rar
       Markowitz 马尔科维奇 CAPM 论文

    本附件包括:
    • [PAPR] 30_IncidenceofBKVirusandJCVirusViruriainHumanImmunodeficiencyVirus-Infectedand-UninfectedSubjects.pdf
    • [PAPR] 21_Review The Random Character of Stock Market Prices_by Paul H_CootnerReview by_Harry MarkowitzJournal of the American Statistical Association_Vol_60_No_309 (Mar_1965)_p_381.pdf
    • [PAPR] 22_TrimabilityandFastOptimizationofLong-ShortPortfoliosTrimabilityandFastOptimizationofLong-ShortPo.pdf
    • [PAPR] 23_Review Portfolio Selection by Harry M_MarkowitzReview by_A_D_RoyEconometrica_Vol_29_No_1 (Jan_1961)_pp_99-100.pdf
    • [PAPR] 24_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_Alan Stuart OR_Vol_10_No_4 (Dec_1959)_pp_253-254.pdf
    • [PAPR] 25_Review Portfolio Selection_Efficient Diversification of Investments_by Harry M_MarkowitzReview by_Merton H_MillerThe Journal of Business_Vol_33_No_4 (Oct_1960)_pp_391-393.pdf
    • [PAPR] 26_Review The Unions and the Cities_by Harry H_Wellington_Ralph K_Winter_Jr_Review by_Irving R_Markowitz Industrial and Labor Relations Review_Vol_27_No_2 (Jan_1974)_pp_295-296.pdf
    • [PAPR] 27_Review Mean-Variance Analysis in Portfolio Choice and Capital Markets by Harry M_MarkowitzReview by_William F_SharpeThe Journal of Finance_Vol_44_No_2 (Jun_1989)_pp_531-535.pdf
    • [PAPR] 28_ReviewStudiesinProcessAnalysis_Economy-WideProductionCapabilities_byAlanS_Manne_HarryM_MarkowitzRevi.pdf
    • [PAPR] 29_ReviewPortfolioSelection_EfficientDiversificationofInvestments_byHarryM_MarkowitzReviewby_HendrikS_H.pdf
  • 5.23 MB
  • 2012-8-9
  • 258895.pdf
       西南证券-融资融券及long-short策略杠杆率计算

  • 237.66 KB
  • 2008-10-23
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