The (Mis)Behavior of Hedge Fund Strategies: A Network-Based Analysis(中文)
投資人藉由投資不同類別的標的以達到分散風 … Continue Reading The (Mis)Behavior of Hedge Fund Strategies: A Network-Based Analysis(中文)
Application of Portfolio Decisions Within a Generalized Funding Ratio Framework(中文)
調控資產配置是市場之熱門議題，無論是 … Continue Reading Application of Portfolio Decisions Within a Generalized Funding Ratio Framework(中文)
Quant Investing :Inflation Hedge Improvement 中文
本文藉中期及長期純通膨策略的波動率之差， … Continue Reading Quant Investing :Inflation Hedge Improvement 中文
Quant Investing: Pure Alpha 2022 中文
高曼量化策略兩大主軸之一的 Pure A … Continue Reading Quant Investing: Pure Alpha 2022 中文