Affiliation:
1. Trinity College; University of Cambridge; Cambridge CB2 1TQ UK
2. Finance Discipline; University of Sydney; Sydney NSW 2006 Australia
3. Scalpel Research Ltd; London 84 Brook Street W1K 5EH UK
Funder
Economic and Social Research Council
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation
Reference51 articles.
1. Generalised style analysis of hedge funds;Agarwal;Journal of Asset Management,2000
2. Optimal security design;Allen;Review of Financial Studies,1988
3. Information content of equity analyst reports;Asquith;Journal of Financial Economics,2005
4. Global portfolio optimization;Black;Financial Analysts Journal,1992
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Performance and reporting predictability of hedge funds;Journal of Forecasting;2024-04-04
2. Rainbow Deep Reinforcement Learning in the Chinese Stock Market;2024
3. A Novel Weighted Hybrid Recommendation System using Sharpe Ratio for a Profitable Diversified Investment Portfolio;Finance: Theory and Practice;2022-09-12
4. Quality of Investment Recommendation – Evidence Form Polish Capital Market, Income Approach;Information Systems Architecture and Technology: Proceedings of 38th International Conference on Information Systems Architecture and Technology – ISAT 2017;2017-09-01
5. Investment Recommendation Optimism—Results of Empirical Research on Polish Capital Market;Information Systems Architecture and Technology: Proceedings of 37th International Conference on Information Systems Architecture and Technology – ISAT 2016 – Part IV;2016-09-16