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参考资料和延伸资源
本章引用的书籍和论文:
Black, Fischer, and Myron Scholes. 1973. “The Pricing of Options and Corporate
Liabilities.”
Journal of Political Economy
81 (3): 638-659.
Chan, Ernest. 2013.
Algorithmic Trading: Winning Strategies and Their Rationale
.
Hoboken et al: John Wiley & Sons.
Dorn, Anne, Daniel Dorn, and Paul Sengmueller. 2008. “Why Do People Trade?”
Journal of Applied Finance
(Fall/Winter): 37-50.
Harvey, Campbell, Sandy Rattray, Andrew Sinclair, and Otto Van Hemert. 2016. “Man
vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance.”
The Journal of Portfolio Management
White Paper, Man ...