Jun He
Post
Research
Note
Data
Bergen
🌞
Robert F. Dittmar
← Papers reviewed on this blog
[2017 JFE]
理论最美、却没人用的模型:把「消费风险」反推回每一家公司
Firm Characteristics, Consumption Risk, and Firm-level Risk Exposures
Jun 2026
[2003 RFS]
换一把尺子,一半的动量利润就消失了
Risk Adjustment and Trading Strategies
Jun 2026
[2002 RFS]
利率为什么「跌不破零」却又能「负相关」——二次型期限结构模型的破局
Quadratic Term Structure Models: Theory and Evidence
Jun 2026