Jun He
Post
Research
Note
Data
Bergen
🌞
Working Papers (SSRN)
← All research
[2026/05]
弱替代:因子动物园是从哪里冒出来的?
The Origins of the Factor Zoo: Investors Weakly Substitute Across Stocks
May 2026
[2025]
这一次,美元贬给了谁看?——从一次「反常」的贬值,读出储备货币地位的松动
Dollar Upheaval: This Time is Different
Jun 2026
[2025]
机器学习是不是在「重新发明」套利?——给神经网络的超额收益找一个经济学基准
Machine Learning as Arbitrage: Can Economics Help Explain AI?
Jun 2026
[2025]
把优化器塞进神经网络:当机器学习撞上 Markowitz
Machine Learning Meets Markowitz
Jun 2026
[2024]
把抵押品从老债主手里「抢」过来,反而是件好事?
Creditor-on-Creditor Violence and Secured Debt Dynamics
Jun 2026
[2021]
一个买卖价差,为什么越来越贵了?——把信用利差的「流动性那一块」拆给你看
The Importance of Investor Heterogeneity: An Examination of the Corporate Bond Market
Jun 2026
[2019/04]
两种市场收益的故事:当「市场组合」其实只是一小撮巨头
A Tale of Two Market Returns: The Broad Market Factor and the Idiosyncratic Financial Factor
May 2026