Jun He
Post
Research
Note
Data
Bergen
🌞
Andrew Ang
← Papers reviewed on this blog
[2007 RFS]
股利收益率真能预测收益吗?——一桩被「标准误」改写的旧公案
Stock Return Predictability: Is it There?
Jun 2026
[2006 RFS]
跌的时候才显形:被 CAPM 漏掉的那半个 beta
Downside Risk
Jun 2026
[2002 RFS]
分散投资的『退潮时刻』:当相关性在熊市里抱成一团
International Asset Allocation with Regime Shifts
Jun 2026
[2002 JFE]
你以为分散了风险,可一到崩盘那天,它们全抱成了团
Asymmetric Correlations of Equity Portfolios
Jun 2026