必应词典为您提供Timing-Factor的释义,网络释义: 标定系数;广告时机;
This article questions the utility of employing factors to time factors by examining the issue through the lenses of both normative and positive asset pricing theory, while also shedding some light on the potential impact of crowding on factor...
This article questions the utility of employing factors to time factors by examining the issue through the lenses of both normative and positive asset pricing theory, while also shedding some light on the potential impact of crowding on factor attractiveness. The author believes that attempting to ...
factor timing和factor titling不是一个含义。 factor timing 是指因子择时。对未来因子的表现进行预测,然后选择未来收益较好的因子,这是因子择时。 factor titling翻译为因子倾斜,类似于国内的指数增强基金,总体保持和指数一致,适当增强一些收益。 ---努力的时光都是限量版,加油! 添加评论 1 0 1 回答 1 关注 524 ...
factor timing和alpha skills不是一个东西对吧 同学理解正确。 alpha skills里可以包含因子择时,也可以包含在因子内部的选股。 factor timing是factor rotation,是不同时间要调整factor的weights,有些factor bets的意思,对吧? 同学理解正确。 大致的,也可以这么理解。 不过,老师是不建议把equity里不同章节的知识点,混...
2024最新出炉-机器学习与资产定价论文解读《Multi-Factor Timing with Deep Learning》, 视频播放量 1813、弹幕量 0、点赞数 47、投硬币枚数 17、收藏人数 148、转发人数 13, 视频作者 代码解析与论文精读, 作者简介 量化小白快速上手、机器学习策略讲解,相关视频:EMD+机
In this study, we investigate the predictive power of economic policy uncertainty (EPU) on factor returns in the Chinese market. We find that EPU can significantly but negatively predict the size premium (i.e., small-minus-big returns) at short and long horizons. However, such results are ...
Size factor (small minus big) is a significant and positively priced anomaly in the Chinese stock market. Retail investors in China hold more small stocks but still under-perform the market. Institutional investors in China hold more big stocks but still outperform the market. We address this pu...
Anonymous December 02, 2008 PingBack from http://blog.a-foton.ru/index.php/2008/12/03/is-timing-a-factor-in-the-success-of-facebook/ Anonymous December 20, 2008 The latest answer? 2009! Frustrating isn’t it? The whole world seems to be waiting for that to happen...
Early puberty is a risk factor for substance use particularly among boys. Among girls, the impact of pubertal timing already tempers off during adolescence. 展开 关键词: Pubertal timing Substance use Depression Delinquency Aggression Parental monitoring ...