【出版时间及名称】：2010年4月澳大利亚证券市场因素分析
        【作者】：摩根大通
        【文件格式】：pdf
        【页数】：60
        【目录或简介】：

Table of Contents
Table of Contents .....................................................................2
The Style Environment.............................................................3
What does PE Contraction mean for the Performance of
Value?........................................................................................5
Part 1 Composite Factors ........................................................7
Part 2 Price Momentum Factors............................................13
Part 3 Earnings Momentum Factors .....................................19
Part 4 Value Factors...............................................................26
Part 5 Quality Factors ............................................................34
Part 6 Risk Factors.................................................................39
Part 7 J.P.Morgan Quant Services – Back-Testing..............50
Viewing the Results................................................................53
Universe & Factor Construction............................................57