The Journal of Portfolio Management Spring 2018, 44 (5) 21-35; 模拟投资组合 作者:Richard Roll (California Institute of Technology), Akshay Srivastava(California Institute of Technology) 摘要:模拟投资组合在金融实践中有许多应用
Financial Analyst Journal, Volume 69, Issue5, 2013 大学捐赠基金能赚到阿尔法吗? 作者:Brad M. Barber (University of California) Guojun Wang (University of California) 摘要:作者采用风格归因模型分析了美国教育捐赠基金的收益。对于这些捐赠,只有公开发行的股票和债券基准
Pacific-Basin Finance Journal, 51, October 2018 董事会成员的个人特征和内部控制缺陷:来自中国的证据 作者:Yu Lu (Hunan University, China) Yue Cao (Beijing Technology and Business University, China) 摘要:本研究利用中国上市公司2007 - 2015年的数据
Financial Analyst Journal, Volume 70, Issue1, 2014 对套利的限制和低波动异象 作者:Xi Li (Hong Kong University of Science and Technology), Rodney N. Sullivan (CFA Institute) Luis Garcia-Feijóo (Florida Atlantic
Journal of Financial Economics·Volume 129, Issue 1·July 2018 股市如何吸收冲击? 作者:Murray Z. Frank(Carlson School of Management, University of Minnesota) Ali Sanati(Kogod School of Business, American
Journal of Financial Markets·Volume 38·March 2018 认知参考点、机构投资者的买价和IPO定价:来自中国IPO拍卖的证据 作者:Shenghao Gao(School of Economics and Management, Beijing Jiaotong University) Qingbin Meng(School of Business
Journal of Banking and Finance ·Volume 92, pp 100–114· JULY 2018 会说话的数字:技术与基本面投资建议 作者:Doron Avramov (Chinese University of Hong Kong; The Hebrew University of Jerusalem) Guy Kaplanski (School