Lv5
892 积分 2024-09-23 加入
Model Aggregation for Risk Evaluation and Robust Optimization
7小时前
求助中
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
21天前
已完结
Portfolio Selection and Asset Pricing—Three-Parameter Framework
23天前
已完结
Common Pricing of Decentralized Risk: A Linear Option Pricing Model
1个月前
已关闭
Index Investing and Asset Pricing Under Information Asymmetry and Ambiguity Aversion
1个月前
已完结
Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs
1个月前
已完结
Intraday Market Return Predictability Culled from the Factor Zoo
1个月前
已完结
On Generalization and Regularization via Wasserstein Distributionally Robust Optimization
3个月前
已完结
Systemic Risk-Driven Portfolio Selection
4个月前
已完结
Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty
4个月前
已完结
皖公网安备34019202002308
