目录

Alice’s Adventures in Factorland: Three Blunders That PlagueFactor Investing

爱丽丝梦游因子岛：三个错误对因素投资造成的影响

Stocks, Bonds, andCausality

股票，债券和因果性

What Do Humans Perceivein Asset Returns?

人们对资产回报有什么看法？

A Guide to ESGPortfolio Construction

ESG组合构建指南

Integrating ESG inPortfolio Construction

在投资组合的构建中综合ESG

Portfolio Scoring byExpected Risk Premium

按预期风险溢价进行投资组合评分

Uncertainty, Momentum,and Profitability

不确定性，动量和盈利能力

Performance Sharing inRisky Portfolios: The Case of Hedge Fund Returns and Fees

风险投资组合中的绩效分享：以对冲基金回报和费用为例

P/E Ratios, RiskPremiums, and the g* Adjustment

市盈率、风险溢价和g*调整

When Short Sellers andCorporate Insiders Agree on Stock Pricing

当卖空者和公司内部人员在股票定价上保持一致时

ReturnPredictability: Evidence from the US–China Supply Chain

在中美供应链中收益可预测性的证据

原文链接：https://jpm.iijournals.com/content/45/4

翻译者：邵丹