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[1] Omega Performance Measure under non-Gaussian Environments
非高斯环境下的Omega性能度量
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[2] Unjust and Unreasonable: Misuse of the Dividend Growth Model in Public Utility Rate Setting
不公正与不合理:公用事业费率设定中股利增长模型的误用
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[3] Do Images Provide Relevant Information to Investors? An Exploratory Study
图像是否向投资者提供相关信息?探索性研究
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[4] Payment Risk and Bank Lending
支付风险与银行贷款
出处:Fisher College of Business Working Paper No. 2021-03-017 Charles A. Dice Center Working Paper No. 2021-17
[5] Married CEOs and Stock Price Crash Risk
已婚CEO与股价暴跌风险
出处:QMS Research Paper 2021-09
[6] Audit Partner Individualism and Financial Reporting Comparability: Evidence from the U.S.
审计合伙人个人主义与财务报告可比性:来自美国的证据。
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[7] Effect of stock basket trading on the liquidity of underlying stocks: Evidence from a market with short-sale constraints
股票篮子交易对标的股票流动性的影响:来自卖空约束市场的证据
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[8] The Effciency vs. Pricing Accuracy Trade-Off in GMM Estimation of Multifactor Linear Asset Pricing Models
多因素线性资产定价模型GMM估计中效率与定价精度的权衡
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[9] Alternatives to Deep Neural Networks for Function Approximations in Finance
金融学中函数逼近的深度
神经网络替代方法
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[10] Flying below the radar: Insider trading by executives below the top
雷达以下飞行:高层以下高管的内幕交易
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[11] Measuring the dynamic lead-lag relationship between the cash market and stock index futures market
现货市场与股指期货市场动态超前滞后关系的测度
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[12] Lost in Translation: Language Barriers to Global Investment
迷失在翻译中:全球投资的语言障碍
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[13] FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance
FinRL:自动化定量金融交易的深度强化学习框架
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[14] Factor Timing with Portfolio Characteristics
具有投资组合特征的因素择时
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[15] Factorization Asset Pricing
因子分解资产定价
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