The Journal of Portfolio Management Spring 2018, 44 (5) 103-112 对冲基金收益的持续性和收费意识投资组合建设 作者:Alexander Rudin(State Street Global Advisors in Stamford, CT.) 摘要:本文对股票多空和宏观/管理期货这两个核心对冲基金类别的基金经理收益率的持续性进行了
JOURNAL OF EMPIRICAL FINANCE,VOL47 ,JUNE 2018 石油和股票收益波动的短期可预测性 作者:Yudong Wang (Nanjing University of Science and Technology) Yu Wei (Yunnan University of Finance and Economics) Chongfeng Wu (Shanghai
Financial Management · 16 May 2018 解雇CEO是否值得? 作者:George Alexandridis (ICMA Centre, Henley Business School, University of Reading, UK) John A. Doukas (Strome College of Business, Old Dominion
Journal of Financial & Quantitative Analysis. Volume 50, Issue 6 December 2015 信念差异与波动率尾部行为 作者:Gurdip Bakshi (University of Maryland, Smith School of Business) Dilip Madan (University of Maryland
Financial Management · 11 May 2018 衡量主权风险:CDS价差是否比主权信用评级更好? 作者: Iván M. Rodríguez (Eastern Michigan University in Ypsilanti, MI) Krishnan Dandapani (Florida International University in Miami, FL
Journal of Financial Economics·Volume 128, Issue 3·June 2018 实验成本与风险投资的演变 作者:Michael Ewens(California Institute of Technology) Ramana Nanda(Harvard University) Matthew Rhodes-Kropf(Massachusetts