Jennifer Bender
State Street Global Advisors
57 Papers
202 Citations
Jennifer Bender is an academic researcher from State Street Global Advisors. The author has contributed to research in topics: Portfolio & Smart beta. The author has an hindex of 11, co-authored 55 publications. Previous affiliations of Jennifer Bender include MSCI.
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Papers
Can the Whole Be More Than the Sum of the Parts? Bottom-Up versus Top-Down Multifactor Portfolio Construction
Jennifer Bender,Taie Wang +1 more
TL;DR: In this article, the authors analyze the effect of cross-sectional interaction between the factors at the security level and find that these interaction effects can have a significant impact on portfolio performance.
55
Reinventing climate investing: building equity portfolios for climate risk mitigation and adaptation
TL;DR: The material financial risks associated with global warming and the impacts of climate change on corporate financial performance and security are increasingly concerned with the material financial risk associated with Global Warming as mentioned in this paper.
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The Promises and Pitfalls of Factor Timing
TL;DR: In this article, the authors revisit the promises of factor timing, documenting the historical linkages between equity factor performance and different groupings of predictors: sentiment, valuation, trend, economic conditions, and financial conditions.
35
•Posted Content
A Blueprint for Integrating ESG into Equity Portfolios
TL;DR: In this paper, the authors provide an overview of the current data landscape and several popular methods for integrating ESG, and provide a path for any investment manager seeking to understand how ESG fits into their investment process.
31
Deploying Multi-Factor Index Allocations in Institutional Portfolios
TL;DR: The second in a three-part series focusing on factor investing as discussed by the authors introduces a new framework for how institutional investors might consider implementing factor allocations through a passive mandate replicating a single multi-factor index allocation.
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