目录

Portfolio Factory
投资组合的工厂
Fund Concentration: A Magnifier of Manager Skill
资金集中度：经理技能的放大镜
Shared Experience in Top Management Team and Mutual Fund Performance
最高管理团队共享经验和共同基金的性能
Sector Rotation in Times of Crises
危机时期的行业轮动
Is Incorporating ESG Considerations Costly?
纳入 ESG 考虑是否成本高昂？
The Impact of Intangible Capital on Factor Performance Efficacy
无形资本的影响因素性能功效
Expected Stock Returns When Interest Rates Are Low
低利率时的预期股票回报
Consumer Spending and the Cross-Section of Stock Returns
消费者支出和股票收益的横截面
Understanding the Stable Components of Seasonality in the Size Effect
了解规模效应中季节性的稳定成分
How Have ETFs Changed Market Macro Efficiency and Risk Structure?
市场宏观效率和风险结构etf发生了怎样的变化?
Predicting Stock Index Changes
预测股票指数变化
Alternative Risk Premium Fund Analysis
另类风险溢价基金分析

原文链接：https://jpm.pm-research.com/content/48/7

翻译：有道翻译
整理者：杨璐