摘要
文献来源:Markwat T., Quist J., and Zomerdijk C. Value Investing for Commodities [J].The Journal of Alternative Investments Fall 2020, 23 (2) 127-140.推荐原因:尽管价值投资在多种资产中得到了
摘要
文献来源:Richard Holowczak, Jianfeng Hu and Liuren Wu . Aggregating Information in Option Transactions [J]. The Journal of Derivatives Spring 2014, 21 (3) 9-23.推荐原因:美国期权交易市场中
商品期货市场中收益与波动的联动效应:流动性风险的影响
文献来源:Zhang Y, Ding S.Return and volatility co-movement in commodity futures markets: the effects ofliquidity risk [J]. Quantitative Finance
波动率与共同基金管理者能力
文献来源: Jordan B D , Riley T B . Volatility and mutual fund manager skill[J]. Journal of Financial Economics, 2015: 289-298.
推荐原因:在标准的四因子框架下,共同基金的