Table of Contents

Winter 2022; Volume 13,Issue 4

Editor’s Letter

  • Editor’s Letter
    Brian R. Bruce
    The Journal of Beta Investment Strategies Winter 2022, 13 (4) 1; DOI: https://doi.org/10.3905/jbis.2022.13.4.001

Special Section Editor’s Introduction for 2022 Special Issue on Factor Investing

Factor Investing: From Theory to Practice

  • Factor Investing: From Theory to Practice
    Tarun Gupta, Jay Raol and Viorel Roscovan
    The Journal of Beta Investment Strategies Winter 2022, 13 (4) 10-31; DOI: https://doi.org/10.3905/jbis.2022.1.016

Redefining Growth: Using Analyst Forecasts to Transcend the Value–Growth Dichotomy (Part 1)

Forecasting Long-Horizon Factor Volatility

Long-Only Value Investing: Does Size Matter?

When Smart Beta Meets Machine Learning and Portfolio Optimization

Measuring Sector Cyclicality: A Factor-Based Approach

ESG Equity Index Investing: Don’t Forget about Factor Exposures

Value’s Lost Decade: Learning from Value Strategies’ Behavior over Two Contrasting Decades

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