[图书][B] Intermediate Futures and Options: An Active Learning Approach

CF Lee, JC Lee, AC Lee - 2023 - books.google.com
Futures and Options are concerned with the valuation of derivatives and their application to
hedging and speculating investments. This book contains 22 chapters and is divided into …

Does prior stock return correlation predict future stock return correlation?

J Ross - SN Business & Economics, 2023 - Springer
Using the sample time period 1950–2020, the historical average stock return correlation of a
portfolio of firms is a strong positive predictor of that same portfolio's future average stock …

The Future of Risk Management in Finance: An Algorithmic Approach to Portfolio Optimization

P Murugan, KS Suresh… - 2024 15th International …, 2024 - ieeexplore.ieee.org
Risk management in finance has undergone significant changes with the growing need for
better portfolio optimization. This has given rise to algorithmic approaches in managing risks …