量化金融每日论文速递[08.07]

q-fin 方向，今日共计5篇

[q-fin]：

【1】 Risk-Control Strategies
标题：风险控制策略
作者： Patrice Gaillardetz, Saeb Hachem
链接：https://arxiv.org/abs/1908.02228

【2】 Dynamic Optimal Portfolios for Multiple Co-Integrated Assets
标题：多个共同集成资产的动态最优投资组合
作者： T. N. Li, A. Papanicolaou
链接：https://arxiv.org/abs/1908.02164

【3】 Global Fixed Income Portfolios: A Macroeconomic Invariant Solution
标题：全球固定收益投资组合：一个宏观经济不变的解决方案
作者： Bruno Scalzo Dees
链接：https://arxiv.org/abs/1908.02101

【4】 Stochastic ordering of Gini indexes for multivariate elliptical random variables
标题：多元椭圆随机变量Gini指数的随机排序
作者： Chuancun Yin
链接：https://arxiv.org/abs/1908.01943

【5】 Evaluating Pest Management Strategies: A Robust Method and its Application to Strawberry Disease Management
标题：害虫治理策略评价：一种稳健的方法及其在草莓病害治理中的应用
作者： Ariel Soto-Caro, Zhengfei Guan
备注：Selected Paper prepared for presentation at the 2019 Agricultural & Applied Economics Association Annual Meeting, Atlanta, GA, July 21-23. Copyright 2019 by Soto-Caro, Wu, Guan. All rights reserved. Readers may make verbatim copies of this document for non-commercial purposes by any means, provided that this copyright notice appears on all such copies
链接：https://arxiv.org/abs/1908.01808

翻译：腾讯翻译君

量化金融每日论文速递[08.07]