wx“量化前沿速递”

文献汇总
[1] Optimal growth strategies for a representative agent in a  continuous time asset market
连续时间资产市场中代表性代理的最优增长策略
[2] Optimal investment and consumption under logarithmic utility and  uncertainty model
对数效用和不确定性模型下的最优投资和消费
[3] Relative growth rate optimization under behavioral criterion
行为准则下的相对增长率优化
[4] Variance of entropy for testing time varying regimes with an application  to meme stocks
测试时变状态的熵方差及其在模因股票中的应用
[5] Graph Regularized Tensor Regression
图正则张量回归
[6] Poverty, Unemployment and Displacement in Ukraine
乌克兰的贫困、失业和流离失所
[7] Regional Disparities and Economic Growth in Ukraine
乌克兰地区差异与经济增长
[8] Optimal consumption investment with coupled constraints on consumption  and
investment strategies in a regime switching market with random  coefficients
随机系数制度转换市场中消费与投资策略耦合约束下的最优消费投资
[9] Conditional divergence risk measures
条件差异风险度量
[10] Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns
流动性成本、特有波动性和预期股票收益
[11] The Golden City on the Edge
边缘的黄金城
[12] Macroeconomic performance of oil price shocks in Russia
俄罗斯油价冲击的宏观经济表现
[13] Randomization of Short Rate Models, Analytic Pricing and Flexibility in  Controlling
Implied Volatilities
短期利率模型的随机化、分析定价和控制隐含波动的灵活性
[14] Dynamic Estimates Of The Arrow Pratt Absolute And Relative Risk Aversion  Coefficients
Arrow Pratt绝对和相对风险规避系数的动态估计
[15] Building Resilience in Cybersecurity    An Artificial Lab Approach
建立网络安全的弹性——一种人工实验室方法