波动定价校准:使用ETF推断共同基金的波动因素

IF 3.4 3区 经济学 Q1 BUSINESS, FINANCE
Kenechukwu Anadu, John-Clark Levin, Victoria Liu, N. Tanner, Antoine Malfroy-Camine, Sean Baker
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引用次数: 1

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Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds
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来源期刊
Financial Analysts Journal
Financial Analysts Journal BUSINESS, FINANCE-
CiteScore
5.40
自引率
7.10%
发文量
31
期刊介绍: The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.
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