战术性资产配置的宏观经济仪表盘(13)_来源：XYQUANT导读1、作为西学东渐--海

【11】Haghani, V., and R. Dewey. “A Case Study for Using Value and Momentum at the Asset Class Level.” The Journal of Portfolio Management, Vol. 42, No. 3 (2016), pp. 101-113.

【12】Jensen, G.R., R. Johnson, and J. Mercer. “New Evidence on Size and Price-to-Book Effects in Stock Returns.” Financial Analysts Journal, Vol. 53, No. 6 (November/December 1997), pp. 34-42.

【13】Kritzman, M., D. Turkington, and S. Page. “Regime Shifts: Implications for Dynamic Strategies.” Financial Analysts Journal, Vol. 68, No. 3 (May/June 2012), pp. 22-39.

【14】Lettau, M., and S. Ludvigson. “Consumption, Aggregate Wealth, and Expected Stock Returns.” The Journal of Finance, Vol. 56, No. 3 (June 2001), pp. 815-849.

【15】Ludvigson, S.C., and S. Ng. “Macro Factors and bond Risk Premia.” The Review of Financial Studies, Vol. 22, No. 12 (2009), pp. 5027-5067.