目录
PERSPECTIVES: Are Passive Investing Techniques Efficient for Active Strategies?
视角:对主动型策略而言被动投资的技术也是有效的吗?
Smart Beta: The Good, the Bad, and the Muddy
Smart Beta:好家伙、坏家伙和把事情搅浑的家伙
Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?
不可知分配法投资组合:在基于风险的投资组合中鹤立鸡群
Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step
对主动、被动、因子的投资组合优化处理:移除专设步骤
You Can’t Always Trend When You Want
你不能总是得偿所愿地追随趋势
Enhanced Scenario Analysis
强化版的情景分析
Escaping the Backtesting Illusion
逃离回测的幻象
Measuring Portfolio Rebalancing Benefits in Equity Markets
在权益市场中测量投资组合的再平衡溢价
One Institutional Investor’s Approach to Integrating ESG in the Investment Process
一种能将ESG整合到投资流程中的机构投资方法
The Sustainability Conundrum
可持续性投资难题
Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than Ten
极简化的席勒CAPE模型:只用股票市场收益一年期的数据如何预测得比十年数据更好
Medallion Fund: The Ultimate Counterexample?
大奖章是一个终极反例吗?
原文链接:https://jpm.pm-research.com/content/46/4
翻译者:谭丰林