目录
Introduction: Quantitative Strategies: Factor Investing
简介：量化策略：因子投资
A Closer Look at the Factor-to-Specific Risk Ratio in Factor Portfolios
对因子投资中“因子值与特异性风险”比率的细致研究
Value by Design?
“价值”投资风格如何设计？
The Volatility Effect Revisited
再谈波动性效应
The Effects of Portfolio Construction on the Performance of Style Factor ETFs or How to Build a Style Factor ETF That Does What It Says on the Tin
投资组合结构对风格因子ETF效益的影响，或论如何按质按量实现产品说明中的风格因子ETF
Consistent and Efficient Dynamic Portfolio Replication with Many Factors
一致且有效的多因子动态投资组合复制
The Market Risk of Corporate Bonds
公司债券的市场风险
Sources of Excess Return and Implications for Active Fixed-Income Portfolio Construction
超额收益的来源及其对主动固定收益投资组合构建的启示
Factor Investing in US Sovereign Bond Markets: A New Generation of Conditional Carry Strategies with Applications in Asset-Only and Asset-Liability Management
美国主权债券中的因子投资：新一代条件套利策略及其在纯资产管理/资产负债管理中的应用
Factor Investing in Currency Markets: Does It Make Sense?
货币市场中的因子投资：这能行得通吗？
Detecting Factor Risk in Private Asset Returns
检测私有资产收益中的因子风险 

原文链接：https://jpm.pm-research.com/content/46/2

翻译者：谭丰林