图 书 馆
从信号到回报：不同的建模选择From Signals to Returns: Different Modeling Choices |
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| 课程网址: | https://videolectures.net/videos/ravenpacksymposium2017_noguer_al... |
| 主讲教师: | Miquel Noguer Alonso |
| 开课单位: | RavenPack研究研讨会2017-纽约 |
| 开课时间: | 2017-11-22 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Active strategies face the challenge of combining information from different sources in order to maximize that information’s after-cost effectiveness. This challenge is evident for investors who follow a systematic, structured investment process. It is also an issue, although often unrecognized, for more traditional managers who must balance top-down views and the views of in-house and sell-side analysts. In any case, a decision is made either through default, analysis, or whimsy. This task is commonly called signal weighting, although risk budgeting can be an alternative description. The approach is based on standard methods of portfolio analysis and their extension to dynamic portfolio management. |
| 关 键 词: | 信号回报; 建模选择; 风险预算 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2024-11-28：liyq |
| 最后编审: | 2024-11-28：liyq |
| 阅读次数: | 20 |