The Journal of Index Investing

Table of Contents

Summer 2019; Volume 10,Issue 1

Editor’s Letter

Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Beta Investment Strategies Summer 2019, 10 (1) 1; DOI: https://doi.org/10.3905/jii.2019.10.1.001

COMMENTARY: Active Indexing with ETFs: Disruption and Implications

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COMMENTARY: Active Indexing with ETFs: Disruption and Implications
Joanne M. Hill

The Journal of Beta Investment Strategies Summer 2019, 10 (1) 7-15; DOI: https://doi.org/10.3905/jii.2019.10.1.007

Emerging Market Funds: They May Not Enhance Asset Allocation

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Emerging Market Funds: They May Not Enhance Asset Allocation
Todd Feldman

The Journal of Beta Investment Strategies Summer 2019, 10 (1) 16-26; DOI: https://doi.org/10.3905/jii.2019.1.068

Rebalance Timing Luck: The Difference between Hired and Fired

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Rebalance Timing Luck: The Difference between Hired and Fired
Corey Hoffstein, Daniel “Justin” Sibears and Nathan Faber

The Journal of Beta Investment Strategies Summer 2019, 10 (1) 27-36; DOI: https://doi.org/10.3905/jii.2019.1.070

European ETF Factor Exposures: Evidence from a Regression- and Holdings-Based Analysis

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European ETF Factor Exposures: Evidence from a Regression- and Holdings-Based Analysis
Philipp Alexander Dirkx

The Journal of Beta Investment Strategies Summer 2019, 10 (1) 37-50; DOI: https://doi.org/10.3905/jii.2019.1.067

Divergent Influence of Beta Slippage on Leveraged ETPs: A Simulation Approach

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Divergent Influence of Beta Slippage on Leveraged ETPs: A Simulation Approach
Fatollah Salimian, Robert Winder, Herman Manakyan and Kashi Khazeh

The Journal of Beta Investment Strategies Summer 2019, 10 (1) 51-59; DOI: https://doi.org/10.3905/jii.2019.10.1.051

Country and Sector Bets: Should They Be Neutralized in Global Factor Portfolios?

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Country and Sector Bets: Should They Be Neutralized in Global Factor Portfolios?
Jennifer Bender, Rehan Mohamed and Xiaole Sun

The Journal of Beta Investment Strategies Summer 2019, 10 (1) 60-74; DOI: https://doi.org/10.3905/jii.2019.1.069

Return Orthogonality and True Diversification Benefits of BRIC Securities

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Return Orthogonality and True Diversification Benefits of BRIC Securities
Javier Rodríguez

The Journal of Beta Investment Strategies Summer 2019, 10 (1) 75-79; DOI: https://doi.org/10.3905/jii.2019.10.1.075