wx“量化前沿速递”
文献汇总
[1] The Limits of Limitless Debt
无限债务的限度
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[2] There Exists a Limiting Pareto Dominant Sequence for Listings of New Technologies in Stock Markets
新技术在股票市场上市存在一个限制性的帕累托主导序列
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[3] Quantifying ‘Quantitative Tightening’ (QT): How Many Rate Hikes Is QT Equivalent To?
量化“量化紧缩”（QT）：QT相当于多少次加息？
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[4] Algorithmic Adjoint Differentiation (AAD) for Swap Pricing and DV01 Risk
掉期定价和DV01风险的算法伴随微分（AAD）
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[5] Valuation in Corporate Finance: A New Look
企业财务估值：一种新的视角
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[6] Gearing the Gravity of Gamma. Utilizing Gamma Positioning of Dynamic Hedgers to Improve Market Quality
利用伽马引力。利用动态套期保值的Gamma定位提高市场质量
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[7] The Economics of ETF Redemptions: Liquidity and Fire Sale Risks
ETF赎回的经济学：流动性和抛售风险
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[8] Monetary Policy and Stock Prices
货币政策与股票价格
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[9] Substribing to Transparency
替换为透明度
出处:Journal of Banking and Finance, Vol. 44, 2014
[10] Divesting Under Pressure: U.S. Firms' Exit in Response to Russia's War Against Ukraine
压力下的资产剥离：美国公司退出以应对俄罗斯对乌克兰的战争
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[11] Wisdom of Crowds and Commodity Pricing
群体智慧与商品定价
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