ssrn
size: 9.64 MB
|- The Strategy Approval Decision_ A Sharpe Ratio Indifference Curve Approach.pdf - 358.00 kB
|- The Relationship between Return Fractality and Bipower Variation.pdf - 264.00 kB
|- The Design and Performance of the Adaptive Stock Market Index.pdf - 2.40 MB
|- Stock Chatter_ Using Stock Sentiment to Predict Price Direction.pdf - 785.00 kB
|- Sparse, Mean Reverting Portfolio Selection Using Simulated Annealing.pdf - 826.00 kB
|- Optimizing Sparse Mean Reverting Portfolios.pdf - 1.80 MB
|- Jump-Diffusion Models with Inverse Normal Gaussian.pdf - 354.00 kB
|- Fast Recursive Portfolio Optimization.pdf - 346.00 kB
|- Dynamic Allocation Strategies for Absolute and Relative Loss Control.pdf - 812.00 kB
|- A Big Data Approach to Analyzing Market Volatility.pdf - 1.70 MB