量化前沿速递：CTA[20241027]

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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] Risk Premia in the Bitcoin Market 比特币市场的风险溢价 来源:ARXIV_20241022 [2] Stochastic Loss Reserving 随机损失准备金 来源:ARXIV_20241022 [3] Long time behavior of semi Markov modulated perpetuity and some related processes 半马尔可夫调制恒等性的长时间行为及相关过程 来源:ARXIV_20241022 [4] Inferring Option Movements Through Residual Transactions 通过剩余交易推断期权变动 来源:ARXIV_20241023 [5] Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint 放宽基准跟踪和消费缩减约束下的最优消费 来源:ARXIV_20241023 [1] Risk Premia in the Bitcoin Market 标题:比特币市场的风险溢价 作者:Caio Almeida, Maria Grith, Ratmir Miftachov, Zijin Wang 来 ………………………………