wx"量化前沿速递"
文献汇总
[1] Compact Smooth Sigmoids with Closed Form Anti-Derivatives
具有闭式反导数的紧致光滑sigmoid
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[2] Earnings Virality
收益率
出处:Journal of Accounting & Economics (JAE), Vol. 74, No. 1, 2022
[3] This Time is Different: Investing in the Age of Robinhood
这次不同了:投资罗宾汉时代
出处:-
[4] Predicting the Equity Premium with Combination Forecasts: A Reappraisal
用组合预测预测股票溢价:一个重新评估
出处:-
[5] A Computationally Feasible Approximate Solution to the Investor Multi – Period Portfolio Optimization Problem – with Transaction Costs
具有交易费用的投资者多期投资组合优化问题的计算可行近似解
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