{"version":"1.0","height":"190","title":"\u58f2\u8cb7\u9ad8\u30a2\u30eb\u30d5\u30a1","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08ungated(SSRN)\u7248\uff09\u3002\u539f\u984c\u306f\u300cTrading Volume Alpha\u300d\u3067\u3001\u8457\u8005\u306fRuslan Goyenko\uff08\u30de\u30ae\u30eb\u5927\uff09\u3001Bryan T. Kelly\uff08\u30a4\u30a7\u30fc\u30eb\u5927\uff09\u3001Tobias J. Moskowitz\uff08\u540c\uff09\u3001Yinan Su\uff08\u30b8\u30e7\u30f3\u30ba\u30db\u30d7\u30ad\u30f3\u30ba\u5927\uff09\u3001Chao Zhang\uff08\u9999\u6e2f\u79d1\u6280\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 Portfolio optimization focuses on risk and return prediction, yet implementation costs critically matter. Predicting tradi\u2026","categories":["\u7d4c\u6e08"],"image_url":null,"html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20241009%2FTrading_Volume_Alpha\" title=\"\u58f2\u8cb7\u9ad8\u30a2\u30eb\u30d5\u30a1 - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","type":"rich","url":"https://himaginary.hatenablog.com/entry/20241009/Trading_Volume_Alpha","blog_title":"himaginary\u2019s diary","blog_url":"https://himaginary.hatenablog.com/","provider_name":"Hatena Blog","provider_url":"https://hatena.blog","width":"100%","author_name":"himaginary","published":"2024-10-09 23:59:00","author_url":"https://blog.hatena.ne.jp/himaginary/"}