semivariance专题

tsm2_2_Leverage_index_Sharpe Treynor Calmar semivariance_beta_Probability_Markov_Direct Linear_suppl

Leveraged Long or Short Index Funds杠杆多头或空头指数基金      As index markets have become more popular, fi nancial engineering has created a wide range of innovative trading vehicles. Mutual funds, such as Ry