Taie Wang

State Street Global Advisors

Vice President

68/F, Two International Finance Centre

8 Finance Street, Central

Hong Kong, Hong Kong

Hong Kong

SCHOLARLY PAPERS

8

DOWNLOADS

318

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Scholarly Papers (8)

1.

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 146 (196,422)

Abstract:

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2.

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 125 (222,185)

Abstract:

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Factor Portfolios, Smart Beta, Multi Factor

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 47 (391,728)

Abstract:

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Smart Beta, Factor Portfolios, Portfolio Construction

4.

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

Posted: 22 May 2019
State Street Global Advisors, State Street Corporate - State Street Global Advisors and State Street Global Advisors

Abstract:

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6.

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

7.

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

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Factor Portfolios, Bottom-Up Construction, Blending Portfolios