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全部话题 - 话题: mackinlay
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l****z
发帖数: 29846
1
by Jammie
We’re still not sure what this guy was trying to prove with this stunt, as
his story has changed so many times it’s hard to keep track. If he was
trying to demonstrate how easy it was for a law-abiding citizen with no
criminal record to buy a weapon, then he did so. He also had to wait three
weeks to take possession and apparently the owner of the gun shop tired of
all the attention. Good for him. Now we’ll probably see the anti-gun left
complain about him having to wait so long to ta... 阅读全帖
l****z
发帖数: 29846
2
Gun Shop Owner Says Mark Kelly Has Not Completed Background Check For AR-15
by AWR Hawkins 13 Mar 2013, 5:07 AM PDT
Why did Mark Kelly pick a rifle for which he has yet to do a background
check?
Kelly, a gun regulation advocate and husband of former Rep. Gabrielle
Giffords, has explained that he bought an AR-15 rifle last week because he
wanted to show how "easy" it was to buy an "assault weapon."
Yet if that were really his purpose, why did he purchase a traded-in rifle
for which he must wait ... 阅读全帖
w********t
发帖数: 530
3
图书馆里的被借走了,哪位有电子版的可否分享以下,
站内联系
多谢
f**********1
发帖数: 36
4
Hayashi's Econometrics and Hamilton's Time Series Analysis are two very nice
econometrics books.
If you want to do sth finance, I also suggest The Econometrics of Financial
Markets by John Campbell ,Andrew Lo and Craig MacKinlay
x**********6
发帖数: 36
5
I am not sure if all good, but some are very recommended.
Top Ten Books for a Financial Engineer- -
(1) Options, Futures and Other Derivatives John C. Hull Prentice Hall
College Div; 5th edition
(2) Handbook of Fixed Income Securities Frank J. Fabozzi (editor) McGr
aw-Hill Trade; 6th edition
(3) The Complete Guide to Option Pricing Formulas Espen Gaarder Haug
(4) A Non Random Walk Down Wall Street Andrew Lo, A. Craig MacKinlay P
rinceton University Press
(5) RiskMetrics Docu
c*******e
发帖数: 150
6
two recs
R. Grinold
Campbell, Lo & MacKinlay
I'm not saying you must finish these two books. But some decent familiarity
with these is analogous to knowing J. Hull and Shreve vol II for a
professional in the derivatives space. (I wouldn't say either reaches the
equivalent to Karatzas & Shreve)
w******e
发帖数: 142
7
准确说他只是推导了一下如果contrarian要赚钱那么理论利润来源是啥
"When Are Contrarian Profits Due To Stock Market Overreaction?" Lo, Andrew W
. and A. Craig MacKinlay. Review of Financial Studies Vol. 3 No. 2 (1990):
175–206. (1990)
http://www.nber.org/papers/w2977.pdf
直接也就可以用到momentum上比如AQR的paper.至于自己想怎么用那就是看个人喜好了.
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