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Shawn Shen
CICC Asset Management
Quantitative Portfolio Manager
Hong Kong
Hong Kong
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CICC Asset Management
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SCHOLARLY PAPERS
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Fixed Income Value Factor
The Journal of Fixed Income Summer 2019, jfi.2019.1.067
Posted: 25 Dec 2018
Last Revised: 19 Jun 2019
Shawn Shen,
Arom Pathammavong
and
Alex Chen
CICC Asset Management, FTSE Russell and FTSE Russell
Abstract:
Factor Investing, Fixed Income, Smart Beta, Risk Premium
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