Taie Wang

State Street Global Advisors

Vice President

68/F, Two International Finance Centre

8 Finance Street, Central

Hong Kong, Hong Kong

Hong Kong

  • State Street Global Advisors

SCHOLARLY PAPERS

8

DOWNLOADS

685

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Multi-Factor Portfolio Construction for Passively Managed Factor Portfolios

Number of pages: 16 Posted: 05 Dec 2017
Jennifer Bender and Taie Wang
State Street Global Advisors and State Street Global Advisors
Downloads 322 (173,124)

Abstract:

Loading...

Factor Portfolios, Smart Beta, Multi Factor

2.

Extending Rules-Based Factor Portfolios to a Long-Short Framework

Number of pages: 18 Posted: 03 Apr 2016 Last Revised: 05 May 2016
Jennifer Bender and Taie Wang
State Street Global Advisors and State Street Global Advisors
Downloads 227 (246,359)

Abstract:

Loading...

3.

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 136 (384,493)

Abstract:

Loading...

Smart Beta, Factor Portfolios, Portfolio Construction

4.

The Latest Wave in Advanced Beta: Combining Value, Low Volatility, and Quality

https://doi.org/10.3905/jii.2014.5.1.067
Posted: 22 May 2019
Jennifer Bender, Eric Brandhorst and Taie Wang
State Street Global Advisors, State Street Corporate - State Street Global Advisors and State Street Global Advisors

Abstract:

Loading...

Abstract:

Loading...

6.

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

Abstract:

Loading...

Smart Beta, Factor Portfolios

7.

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

Abstract:

Loading...

ESG, Smart Beta, Thematic Investing, Portfolio Integration

Abstract:

Loading...

Factor Portfolios, Bottom-Up Construction, Blending Portfolios