Todos os livros

Profissional

Apps Sobre Coach Entrar Começar a ler

Quantitative Finance · Glossário

O que é Membership prediction?

Definition 10.2 Strategies I: Equities and Futures · Capítulo 10 — Index Rebalancing

Membership prediction estimates, before the rank day, the probability that each stock will be in the index after the reconstitution, by applying the index’s rules to the stock’s characteristics projected forward.

Ler no capítulo →