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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
Journal of Investment Strategies 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
Journal of Investment Strategies 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
Journal of Investment Strategies 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
Journal of Investment Strategies Pub Date : 2023-01-01 DOI: 10.21314/jois.2023.003
Yuming Ma, S. Sengoku, K. Nakata
{"title":"The realized local volatility surface","authors":"Yuming Ma, S. Sengoku, K. Nakata","doi":"10.21314/jois.2023.003","DOIUrl":"https://doi.org/10.21314/jois.2023.003","url":null,"abstract":"","PeriodicalId":42279,"journal":{"name":"Journal of Investment Strategies","volume":"364 1","pages":""},"PeriodicalIF":0.2,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80323361","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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
Journal of Investment Strategies Pub Date : 2023-01-01 DOI: 10.21314/jois.2023.002
B. Benedicto, M. Madaleno, A. Botelho
{"title":"Trading robots and financial markets trading solutions: the role of experimental economics","authors":"B. Benedicto, M. Madaleno, A. Botelho","doi":"10.21314/jois.2023.002","DOIUrl":"https://doi.org/10.21314/jois.2023.002","url":null,"abstract":"","PeriodicalId":42279,"journal":{"name":"Journal of Investment Strategies","volume":"5 1","pages":""},"PeriodicalIF":0.2,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83662198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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
Journal of Investment Strategies Pub Date : 2022-01-01 DOI: 10.21314/jois.2021.015
Ding Liu
{"title":"A practitioner’s view of the long-term and recent performance of multifactor investment strategies","authors":"Ding Liu","doi":"10.21314/jois.2021.015","DOIUrl":"https://doi.org/10.21314/jois.2021.015","url":null,"abstract":"","PeriodicalId":42279,"journal":{"name":"Journal of Investment Strategies","volume":"33 1","pages":""},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67706832","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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
Journal of Investment Strategies Pub Date : 2022-01-01 DOI: 10.21314/jois.2022.006
Lucas Baynes, Giulio Renzi-Ricci
{"title":"Exploring the equity–bond relationship in a low-rate environment with unsupervised learning","authors":"Lucas Baynes, Giulio Renzi-Ricci","doi":"10.21314/jois.2022.006","DOIUrl":"https://doi.org/10.21314/jois.2022.006","url":null,"abstract":"","PeriodicalId":42279,"journal":{"name":"Journal of Investment Strategies","volume":"28 1","pages":""},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86769262","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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
Journal of Investment Strategies Pub Date : 2022-01-01 DOI: 10.21314/jois.2021.16
A. Falck, Adam Rej, D. Thesmar
{"title":"Is factor momentum greater than stock momentum?","authors":"A. Falck, Adam Rej, D. Thesmar","doi":"10.21314/jois.2021.16","DOIUrl":"https://doi.org/10.21314/jois.2021.16","url":null,"abstract":"","PeriodicalId":42279,"journal":{"name":"Journal of Investment Strategies","volume":"1 1","pages":""},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67706890","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Dynamic signal selection strategies 动态信号选择策略
IF 0.2
Journal of Investment Strategies Pub Date : 2022-01-01 DOI: 10.21314/jois.2022.013
D. Madan, Y. Sharaiha, P. Sundsøy
{"title":"Dynamic signal selection strategies","authors":"D. Madan, Y. Sharaiha, P. Sundsøy","doi":"10.21314/jois.2022.013","DOIUrl":"https://doi.org/10.21314/jois.2022.013","url":null,"abstract":"","PeriodicalId":42279,"journal":{"name":"Journal of Investment Strategies","volume":"107 1","pages":""},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80688396","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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
Journal of Investment Strategies Pub Date : 2022-01-01 DOI: 10.21314/jois.2022.009
A. Suleiman, Burhan Uluyol, Metin Toprak
{"title":"Islamic mutual funds: contracts, structures, screening and pricing mechanisms","authors":"A. Suleiman, Burhan Uluyol, Metin Toprak","doi":"10.21314/jois.2022.009","DOIUrl":"https://doi.org/10.21314/jois.2022.009","url":null,"abstract":"","PeriodicalId":42279,"journal":{"name":"Journal of Investment Strategies","volume":"14 1","pages":""},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75225802","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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