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Journal of Investment Strategies最新文献

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Pricing options using expected profit and loss measures 使用预期损益衡量的定价选项
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2023-01-01 DOI: 10.21314/jois.2022.014
J. Venter, P. D. de Jongh
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引用次数: 0
Dynamic rebalancing of a risk parity investment portfolio 风险平价投资组合的动态再平衡
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2023-01-01 DOI: 10.21314/jois.2022.012
Yixi Ning, Sean Yang, Wangzhi Zheng
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引用次数: 0
Sherman ratio optimization: constructing alternative ultrashort sovereign bond portfolios 谢尔曼比率优化:构建替代性超短主权债券投资组合
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2023-01-01 DOI: 10.21314/jois.2023.001
Karim Henide
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引用次数: 0
The realized local volatility surface 实现的局部波动面
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2023-01-01 DOI: 10.21314/jois.2023.003
Yuming Ma, S. Sengoku, K. Nakata
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引用次数: 0
Trading robots and financial markets trading solutions: the role of experimental economics 交易机器人与金融市场交易解决方案:实验经济学的作用
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2023-01-01 DOI: 10.21314/jois.2023.002
B. Benedicto, M. Madaleno, A. Botelho
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引用次数: 0
A practitioner’s view of the long-term and recent performance of multifactor investment strategies 从业者对多因素投资策略的长期和近期表现的看法
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2022-01-01 DOI: 10.21314/jois.2021.015
Ding Liu
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引用次数: 0
Exploring the equity–bond relationship in a low-rate environment with unsupervised learning 用无监督学习方法探讨低利率环境下的股票-债券关系
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2022-01-01 DOI: 10.21314/jois.2022.006
Lucas Baynes, Giulio Renzi-Ricci
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引用次数: 0
Is factor momentum greater than stock momentum? 因子动量大于股票动量吗?
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2022-01-01 DOI: 10.21314/jois.2021.16
A. Falck, Adam Rej, D. Thesmar
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引用次数: 2
Dynamic signal selection strategies 动态信号选择策略
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2022-01-01 DOI: 10.21314/jois.2022.013
D. Madan, Y. Sharaiha, P. Sundsøy
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引用次数: 0
Islamic mutual funds: contracts, structures, screening and pricing mechanisms 伊斯兰共同基金:合同、结构、筛选和定价机制
IF 0.2 Q4 BUSINESS, FINANCE Pub Date : 2022-01-01 DOI: 10.21314/jois.2022.009
A. Suleiman, Burhan Uluyol, Metin Toprak
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引用次数: 0
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Journal of Investment Strategies
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