Tail risk and asset prices.pdf
stocks with high tail risk (downside loss risk) can earn higher returns than stocks with low tail risk (see e.g. Ang, Chen, & Xing, 2006; Kelly & Jiang, 2014 ).
用户评论
推荐下载
-
Online Risk源码
网上风险 Naro Prak的项目( ) 这个项目是一个棋盘游戏,可以使用物理棋盘在互联网上玩冒险游戏。这样做的目的是,当您不能与朋友或家人一起出现时,不会失去一起玩物理棋盘游戏的经验。
18 2021-04-23 -
Risk_Checklist
IT Risk Assessment Checklist
47 2018-12-25 -
Risk_AssessmentStrategies
Risk-Assessment Strategies
25 2019-01-07 -
Financial Risk ManagerHandbook
FRM考试参考书籍：Financial Risk ManagerHandbook 第六版
43 2018-12-29 -
matlab开发Risk
matlab开发-Risk。确定进攻性或防守性骰子在流行的棋盘游戏中获胜。
15 2020-08-17 -
Theory of Financial Risk_From Statistical Physics to Risk Management
中文版金融风险理论，从统计物理到风险管理
38 2019-05-28 -
Empirical Asset Pricing via Machine Learning.pdf
使用深度学习算法和机器学习算法在金融资产定价领域中的应用,本文重点偏重于算法的实证研究,Empirical Asset Pricing via Machine Learning
11 2020-09-11 -
the capital asset pricing model theory and evidence.pdf
Fama, E. F., & French, K. R. (2004). The Capital Asset Pricing Model: Theory and Evidence. Journ
18 2020-09-20 -
stable distributions in BL approach to asset allocation.pdf
Fabozzi, F.J., Giacometti, R., Bertocchi, M. and Rachev, S.T. (2007) ‘Stable distributions in the Bl
9 2020-10-14 -
A robust asset liability man agement framework.pdf
Gulpinar, N. , Pachamanova, D. , & Canakoglu, E. (2016). A robust asset-liability man- agement f
10 2020-09-27
暂无评论