【出版时间及名称】：2009年12月亚太证券市场因素分析报告
        【作者】：摩根大通
        【文件格式】：PDF
        【页数】：64
        【目录或简介】：
Table of Contents
Two swallows a summer make? .............................................3
The Style Environment.............................................................6
Part 1 Composite Factors ........................................................8
Part 2 Price Momentum Factors............................................14
Part 3 Earnings Momentum Factors .....................................20
Part 4 Value Factors...............................................................27
Part 5 Quality Factors ............................................................35
Part 6 Risk Factors.................................................................41
Part 7 J.P.Morgan Quant Services – Back-Testing..............52
Viewing the Results................................................................55
Universe & Factor Construction............................................59