目录 Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation 一些借款人比其他借款人更平等:银行资金冲击和信贷重新分配 Specification Analysis of Structural Credit Risk Models 结构性信用风险模型的规范分析
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
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
目录 Introduction: Special Issue on Ethical Investing 简介:道德投资特刊 ESG as Waving Banners and as Pulling Plows 坐而论道和起而行之的ESG Strategies for Responsible Investing: Emerging Academic Evidence 关于社会责任投资策略的新兴
目录 Price discovery in stock and options markets 股票和期权市场的价格发现 Trading aggressiveness and market efficiency 交易主动性与市场有效性 The network nature of over-the-counter interest rates 场外利率的网络性 Too much of a good