整顿
发表于 2025-3-30 08:14:14
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旧式步枪
发表于 2025-3-30 15:41:11
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Myelin
发表于 2025-3-30 16:38:46
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危险
发表于 2025-3-30 21:30:07
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黄油没有
发表于 2025-3-31 04:18:17
Optimal Execution of Time-Constrained Portfolio Transactionsoblem is solved approximately through a succession of quadratic programs. The ensuing strategies are then tested on real data. The model extends a recent one by accounting for liquidity differences between stocks.
针叶
发表于 2025-3-31 06:27:46
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chuckle
发表于 2025-3-31 12:41:41
ow that EE-VaR has fewer violations than historical VaR. Further, there are substantial savings in risk capital with EE-VaR at 99% as compared to historical VaR corrected by a factor of 3 to satisfy the violation bound. The efficiency of EE-VaR arises because an implied VaR estimate responds quickly
委屈
发表于 2025-3-31 16:42:38
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英寸
发表于 2025-3-31 19:07:36
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WAIL
发表于 2025-3-31 23:24:09
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