金融/银行/投资
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对冲基金 及CTA的表现评估Greg N. Gregoriou, Joe Zhu 著Introducing Data Envelopment Analysis (DEA) : a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors.Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu.
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养老目标基金研究罗忠洲在人口老龄化问题日趋严重,未富先老、未备先老的严峻局面下,我国养老保障体系安全及居民退休后的经济保障受到严重挑战。完善养老保障模式,大力发展养老金融,是满足我国居民养老需求的必经之路。养老目标基金主要包括目标风险基金和目标日期基金,是重要的养老金融产品。 本书首先分析了我国养老产品的发展现状,实证研究了海外养老型基金产品的影响因素。基于此,本书设计了调查问卷,通过问卷调查研究我国养老产品需求及其影响因素。然后,通过策略模型构建与实证数据回测,研究养老目标风险基金的风险控制策略、目标风险策略和风险平价策略,以及目标日期基金的最优下滑轨道策略在中国市场的有效性。最后,通过分析海外养老产品法规政策演变,探究我国养老产品发展路径及制度建设方向。
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晨星交易型开放式指数基金100Morningstar Inc 著Exclusive Price/Fair Value Ratio Determine whether an ETF is overpriced or undervalued using this new measure—available only from Morningstar. Management Know the qualifications and strategies of the managers running the portfolio. Risk ProfileQuickly see how volatile an ETF has been. Morningstar Rating Quickly see how well an ETF has balanced risk and return Tax Analysis Tax information reveals just how tax-efficient an ETF really is. Morningstar's Take Get independent insight into how and why an ETF is a good choice—or a poor one. Expenses, Fees, Addresses,Phone Numbers Find everything you need to obtain more information before you invest in an ETF. Over 30 CategoriesCompare the strategies, risks, and returns of an ETF with its peers' using our investment categories. Historical Market Price and NAV Performance Use up to 10 years' worth of data to easily evaluate an ETF's performance relative to its peers' and index's. Investment Style Box Determine with a glance what general part of the market an ETF favors.52-Week High/Low See how wide-ranging an ETF's price has been during the past year. Sector Weightings Discover which parts of the economy an ETF targets—and which parts it shuns. Let our new ETF research help you refine your portfolio Explosive growth in the ETF market has led investors to question how to profit from these relatively new investment vehicles. Morningstar, the global leader in investment research, helps investors answer that question. This annual guide includes full-page reports on the 150 largest and most popular ETFs. In addition, investors will find dozens of pages of editorial guidance dedicated to revealing the advantages and disadvantages of ETFs, explaining how to use ETFs in a portfolio, gauging which ETFs track the slice of the market they want to track, and much more.
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对冲基金大师Ari Kiev 著Discover the psychological strategies that hedge fund traders use to maximize their success in Hedge Fund Masters. Author Ari Kiev interviewed over 80 hedge fund traders, including some of the most successful hedge fund operators in the world, to illustrate the principles of success. Filled with in-depth insights and practical advice, the book explores the pressures felt by professional hedge fund traders as they manage enormous sums of their clients' money and shows you how to maintain emotional balance, focus on targets and goals, overcome deep-seated psychological obstacles, and trade with consistency and discipline.
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利率债投资策略城成,吴凯斌本书是基于笔者从事固定收益投资与研究工作多年的自身实际体会,对自己过往的债券投资交易生涯所做的一个系统性思考。 银行自营部门对信用债的投资限制有很多,尤其是资本充足率与授信额度的约束,导致很多投资标的无法入库。而一旦信用债发生实质性违约,会对表内债券的估值产生很大冲击,进而可能造成资产减值损失,直接影响银行利润。因此,作为银行间市场主流的利率品种一直是自营部门的核心资产,本书将详细论述利率品种的研究方法。 身处市场中的我们每天都在不断学习、反思和成长。而每一次认知或投资能力上的阶梯式突破实际上都是由量变到质变的积累过程。截至目前,笔者总结自身有三次比较大的认知能力提升,每一次均是从内心深处对投资认知所产生的蜕变,在此与读者分享自己的心路历程。
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中国顶级私募访谈录好买基金研究中心暂缺简介...
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上海证券期货监管年度报告上海证监局是中国证监会派驻上海的派出机构《上海证券期货监管年度报告(2022年)》从监管、服务和发展的角度出发,全面收录了2022年上海资本市场主体发展情况,上海资本市场在服务实体经济、对外开放、支持绿色发展和上海证券期货行业文化建设等方面的情况,监管机构履行一线监管职责、加强投资者保护以及自律组织建设等内容,全书共计11章。本书还收录了对于市场参与者具有学习参考价值的典型案例和政策法规等内容,如2022年上海具有示范意义的IPO、并购重组案例,监管工作案例以及相关地方政策法规等,是一本针对性强、实用价值高又具有地方特色的金融监管工具类书籍,对普及金融监管知识、加强投资者教育、引导企业规范参与资本市场等方面具有较高现实意义。
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期权交易王勇本书是一本深入浅出地介绍期权策略的参考书,作者力求把概念讲清楚,把策略说透彻,不罗列模型,不堆砌公式,以指导实战为最终目的,技巧解读入木三分。全书内容包括基本策略积木、期权价差策略、牛市交易策略、熊市交易策略、大波动交易策略、小波动交易策略、期权套利策略、期权套期保值策略、波动率等。对于每一种策略,都通过举例分析了适用场景、风险收益特征、损益平衡点、优点与缺点、希腊字母特征、执行过程的注意事项,以及与其他策略的对比和转换,将策略全面细致地呈现出来。另外,本书还附有期权策略选择框架及常见策略简表,可帮助读者形成自己的期权交易系统。
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高效期货交易规则[美]贾森·艾伦·扬科夫斯基作为交易者,我们经常接受别人教给我们的各种规则。适当地运用这些规则有助于我们取得持续的交易成功,违反规则会让我们损失金钱。那为什么有人不遵守规则呢?关键的问题是找到一种个人运用规则的独特方式,这种方式对你有用。本书的宗旨是帮助交易者更好地定义自己的个人交易方法,以一种适合自己交易风格的方式来解释和应用这些规则,让交易规则为你服务。
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原油短线交易的24堂精品课魏强斌 吴进 陈杰 文梅 著暂缺简介...