Xiaole Sun

State Street Global Advisors

Vice President

United States

  • State Street Global Advisors

SCHOLARLY PAPERS

5

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Top 32,538

in Total Papers Downloads

3,049

SSRN CITATIONS

8

CROSSREF CITATIONS

1

Scholarly Papers (5)

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1.

A Blueprint for Integrating ESG into Equity Portfolios

The Journal of Investment Management, Volume 16, No. 1, 2018
Number of pages: 20 Posted: 01 Jun 2019
Jennifer Bender, Todd Arthur Bridges, Chen He, Anna Lester and Xiaole Sun
State Street Global Advisors, State Street Global Advisors, State Street Corporate - State Street Global Advisors, State Street Global Advisors and State Street Global Advisors
Downloads 2,910 (8,780)
Citation 4

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ESG, Sustainable investing, Equities

2.

Peering Under the Hood of Rules-Based Portfolio Construction: The Impact of Security Selection and Weighting Decisions

Forthcoming in Factor Investing, From Traditional to Alternative Risk Premia, (Ed.) Emmanuel Jurczenko, Elsevier Ltd; ISBN: 978-1-78548-201-4
Number of pages: 31 Posted: 05 Dec 2017
Jennifer Bender, Xiaole Sun and Taie Wang
State Street Global Advisors, State Street Global Advisors and State Street Global Advisors
Downloads 139 (398,973)

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Smart Beta, Factor Portfolios, Portfolio Construction

3.

A New Metric for Smart Beta: Factor Exposure per Unit of Tracking Error

https://doi.org/10.3905/jii.2016.7.2.109
Posted: 22 May 2019
Jennifer Bender, Xiaole Sun and Taie Wang
State Street Global Advisors, State Street Global Advisors and State Street Global Advisors

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Smart Beta, Factor Portfolios

4.

Thematic Indexing, Meet Smart Beta! Merging ESG into Factor Portfolios

https://doi.org/10.3905/jii.2017.8.3.089
Posted: 22 May 2019
Jennifer Bender, Xiaole Sun and Taie Wang
State Street Global Advisors, State Street Global Advisors and State Street Global Advisors

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ESG, Smart Beta, Thematic Investing, Portfolio Integration

5.

Clash of the Titans: Factor Portfolios vs Alternative Weighting Schemes

The Journal of Portfolio Management Quantitative Special Issue 2019, http://jpm.pm-research.com/content/45/3/38
Posted: 20 May 2019
Jennifer Bender, Thomas Blackburn and Xiaole Sun
State Street Global Advisors, State Street Corporate - State Street Global Advisors and State Street Global Advisors

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