Xiaole Sun

State Street Global Advisors

Vice President

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 47,210

SSRN RANKINGS

Top 47,210

in Total Papers Downloads

1,150

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (5)

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
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 1,072 (24,773)
Citation 4

Abstract:

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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 78 (371,414)

Abstract:

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Smart Beta, Factor Portfolios, Portfolio Construction

3.

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

Posted: 22 May 2019
Jennifer Bender, Xiaole Sun and Taie Wang
State Street Global Advisors, State Street Global Advisors and State Street Global Advisors

Abstract:

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Smart Beta, Factor Portfolios

4.

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

Posted: 22 May 2019
Jennifer Bender, Xiaole Sun and Taie Wang
State Street Global Advisors, State Street Global Advisors and State Street Global Advisors

Abstract:

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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
State Street Global Advisors, State Street Corporate - State Street Global Advisors and State Street Global Advisors

Abstract:

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