量化前沿速递：CTA[20240818]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Portfolio and reinsurance optimization under unknown market price of risk 未知风险市场价格下的投资组合与再保险优化 来源:ARXIV_20240815 [2] Stylized facts in Web3 Web3中的风格化事实 来源:ARXIV_20240815 [3] Modeling of Measurement Error in Financial Returns Data 财务收益数据计量误差建模 来源:ARXIV_20240815 [1] Portfolio and reinsurance optimization under unknown market price of risk 标题:未知风险市场价格下的投资组合与再保险优化 作者:Claudia Ceci, Katia Colaneri 来源:ARXIV_20240815 Abstract : We investigate the optimal investment reinsurance problem for insurance company with partial information on the market price of the risk. Through the use of filtering techniques we convert the original op ………………………………