b*********g
发帖数: 506 | 1 【 以下文字转载自 SanFrancisco 讨论区 】
发信人: bridgechang (sim), 信区: SanFrancisco
标 题: 招聘 Investment Manager
发信站: BBS 未名空间站 (Mon Sep 26 00:54:05 2016, 美东)
POSITION TITLE: Investment Manager
LOCATION: Palo Alto, US
Established in 2008, We now managers 4 USD funds and 4 RMB funds aggregating
15.5 billion RMB. We focus on early stage investment and have already more
than 300 startups. We put our attention to Internet and mobile Internet,
specifically including trading platform, enterprise service SAAS, O2O,
I... 阅读全帖 |
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b*********g
发帖数: 506 | 2 【 以下文字转载自 SanFrancisco 讨论区 】
发信人: bridgechang (sim), 信区: SanFrancisco
标 题: 招聘 Investment Manager
发信站: BBS 未名空间站 (Mon Sep 26 00:54:05 2016, 美东)
POSITION TITLE: Investment Manager
LOCATION: Palo Alto, US
Established in 2008, We now managers 4 USD funds and 4 RMB funds aggregating
15.5 billion RMB. We focus on early stage investment and have already more
than 300 startups. We put our attention to Internet and mobile Internet,
specifically including trading platform, enterprise service SAAS, O2O,
I... 阅读全帖 |
|
发帖数: 1 | 3 瀵瑰晩銆傝繖涓彧鏄悕瀛楀彨鎴恜ortfolio鑰屽凡锛屽叾瀹炲氨鏄竴涓猚
hecking锛岃瀛樻弧25000鎵嶅厤鏈堣垂銆傛垜鍓嶅嚑澶╁垰鐢宠 |
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b*********g
发帖数: 506 | 4 POSITION TITLE: Investment Manager
LOCATION: Palo Alto, US
Established in 2008, We now managers 4 USD funds and 4 RMB funds aggregating
15.5 billion RMB. We focus on early stage investment and have already more
than 300 startups. We put our attention to Internet and mobile Internet,
specifically including trading platform, enterprise service SAAS, O2O,
Internet finance, mobile healthcare, new culture, social network, etc. Our
star ortfolio includes MOMO, Cheetah Mobile, Didi Chuxing, Koudai, ele... 阅读全帖 |
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c****e
发帖数: 1842 | 5 理论上，那个effective risk aversion 你可以通过模型设定（推算）出和某某因素相
关的。这样的话，就和你的utility function设定有关了。。那个recursive的utility
好像可以吧。。
但是，这样，解出optimal portfolio大概会比较难。。
我觉得那个r虽然经常是被设定不变的，，但是往往是通过引入shocks来影响optimal p
ortfolio。或许可以参见heterogeneity portfolio choice的paper。。
Any
across |
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