Quantitative Investing
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9

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Published By Springer International Publishing

9783030472016, 9783030472023

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Quantitative Investing with Tail Behavior—A Distributional Approach

Quantitative Investing ◽

10.1007/978-3-030-47202-3_8 ◽

2020 ◽

pp. 339-403

Author(s):

Lingjie Ma

Keyword(s):

Tail Behavior

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Portfolio Construction: From Alpha/Risk to Portfolio Weights

Quantitative Investing ◽

10.1007/978-3-030-47202-3_7 ◽

2020 ◽

pp. 285-337

Author(s):

Lingjie Ma

Keyword(s):

Portfolio Construction ◽

Alpha Risk

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More on Stock Selection Strategy: Alpha Hunting, Risk Adjustment, and Nonparametric Diagnostics

Quantitative Investing ◽

10.1007/978-3-030-47202-3_5 ◽

2020 ◽

pp. 181-227

Author(s):

Lingjie Ma

Keyword(s):

Risk Adjustment ◽

Selection Strategy ◽

Stock Selection

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What Is the Relationship Between the Chinese and US Stock Markets? Bivariate Analysis

Quantitative Investing ◽

10.1007/978-3-030-47202-3_3 ◽

2020 ◽

pp. 69-109

Author(s):

Lingjie Ma

Keyword(s):

Stock Markets ◽

Bivariate Analysis ◽

The Relationship

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How to Forecast Commodity Price Movements: Time Series Models

Quantitative Investing ◽

10.1007/978-3-030-47202-3_6 ◽

2020 ◽

pp. 229-283

Author(s):

Lingjie Ma

Keyword(s):

Time Series ◽

Commodity Price ◽

Time Series Models ◽

Price Movements

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Is the Current US Stock Market Overvalued? Univariate Analysis

Quantitative Investing ◽

10.1007/978-3-030-47202-3_2 ◽

2020 ◽

pp. 27-68

Author(s):

Lingjie Ma

Keyword(s):

Stock Market ◽

Univariate Analysis

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Introduction

Quantitative Investing ◽

10.1007/978-3-030-47202-3_1 ◽

2020 ◽

pp. 1-25

Author(s):

Lingjie Ma

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Quantamental Investment

Quantitative Investing ◽

10.1007/978-3-030-47202-3_9 ◽

2020 ◽

pp. 405-451

Author(s):

Lingjie Ma

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How to Construct a Stock Selection Strategy: Multi-Factor Analysis

Quantitative Investing ◽

10.1007/978-3-030-47202-3_4 ◽

2020 ◽

pp. 111-179

Author(s):

Lingjie Ma

Keyword(s):

Factor Analysis ◽

Selection Strategy ◽

Stock Selection

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