Table of Contents

Winter 2022; Volume 13,Issue 4

A

  1. Alighanbari, Mehdi

    1. Value’s Lost Decade: Learning from Value Strategies’ Behavior over Two Contrasting Decades
      Mehdi Alighanbari, Arihant Jain, Saurabh Katiyar and Waman Virgaonkar
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 181-199; DOI: https://doi.org/10.3905/jbis.2022.1.020

B

  1. Bruce, Brian R.

    1. 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

D

  1. de Longis, Alessio

    1. Measuring Sector Cyclicality: A Factor-Based Approach
      Alessio de Longis, Daniel Zanin and Dianne Ellis
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 147-162; DOI: https://doi.org/10.3905/jbis.2022.1.014

E

  1. Ellis, Dianne

    1. Measuring Sector Cyclicality: A Factor-Based Approach
      Alessio de Longis, Daniel Zanin and Dianne Ellis
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 147-162; DOI: https://doi.org/10.3905/jbis.2022.1.014

  2. Ertl, Marvin

    1. ESG Equity Index Investing: Don’t Forget about Factor Exposures
      Jan-Carl Plagge, Marvin Ertl and Douglas M. Grim
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 163-180; DOI: https://doi.org/10.3905/jbis.2022.13.4.163

F

  1. French, Ross

    1. Redefining Growth: Using Analyst Forecasts to Transcend the Value–Growth Dichotomy (Part 1)
      Ross French
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 32-53; DOI: https://doi.org/10.3905/jbis.2022.1.019

G

  1. Grim, Douglas M.

    1. ESG Equity Index Investing: Don’t Forget about Factor Exposures
      Jan-Carl Plagge, Marvin Ertl and Douglas M. Grim
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 163-180; DOI: https://doi.org/10.3905/jbis.2022.13.4.163

  2. Gupta, Tarun

    1. 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

H

  1. Hsu, Jason

    1. When Smart Beta Meets Machine Learning and Portfolio Optimization
      Jason Hsu, Xiaoyang Liu, Vivek Viswanathan and Yingfan Xia
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 123-146; DOI: https://doi.org/10.3905/jbis.2022.1.015

J

  1. Jain, Arihant

    1. Value’s Lost Decade: Learning from Value Strategies’ Behavior over Two Contrasting Decades
      Mehdi Alighanbari, Arihant Jain, Saurabh Katiyar and Waman Virgaonkar
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 181-199; DOI: https://doi.org/10.3905/jbis.2022.1.020

K

  1. Katiyar, Saurabh

    1. Value’s Lost Decade: Learning from Value Strategies’ Behavior over Two Contrasting Decades
      Mehdi Alighanbari, Arihant Jain, Saurabh Katiyar and Waman Virgaonkar
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 181-199; DOI: https://doi.org/10.3905/jbis.2022.1.020

L

  1. Liu, Xiaoyang

    1. When Smart Beta Meets Machine Learning and Portfolio Optimization
      Jason Hsu, Xiaoyang Liu, Vivek Viswanathan and Yingfan Xia
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 123-146; DOI: https://doi.org/10.3905/jbis.2022.1.015

P

  1. Plagge, Jan-Carl

    1. ESG Equity Index Investing: Don’t Forget about Factor Exposures
      Jan-Carl Plagge, Marvin Ertl and Douglas M. Grim
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 163-180; DOI: https://doi.org/10.3905/jbis.2022.13.4.163

R

  1. Raol, Jay

    1. 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

  2. Roscovan, Viorel

    1. 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

V

  1. Virgaonkar, Waman

    1. Value’s Lost Decade: Learning from Value Strategies’ Behavior over Two Contrasting Decades
      Mehdi Alighanbari, Arihant Jain, Saurabh Katiyar and Waman Virgaonkar
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 181-199; DOI: https://doi.org/10.3905/jbis.2022.1.020

  2. Viswanathan, Vivek

    1. When Smart Beta Meets Machine Learning and Portfolio Optimization
      Jason Hsu, Xiaoyang Liu, Vivek Viswanathan and Yingfan Xia
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 123-146; DOI: https://doi.org/10.3905/jbis.2022.1.015

  3. Vogel, Jack

    1. Long-Only Value Investing: Does Size Matter?
      Jack Vogel
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 107-121; DOI: https://doi.org/10.3905/jbis.2022.1.018

W

  1. Wolle, Scott

    1. Special Section Editor’s Introduction for 2022 Special Issue on Factor Investing
      Scott Wolle
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 2-3; DOI: https://doi.org/10.3905/jbis.2022.1.022

X

  1. Xia, Yingfan

    1. When Smart Beta Meets Machine Learning and Portfolio Optimization
      Jason Hsu, Xiaoyang Liu, Vivek Viswanathan and Yingfan Xia
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 123-146; DOI: https://doi.org/10.3905/jbis.2022.1.015

Z

  1. Zanin, Daniel

    1. Measuring Sector Cyclicality: A Factor-Based Approach
      Alessio de Longis, Daniel Zanin and Dianne Ellis
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 147-162; DOI: https://doi.org/10.3905/jbis.2022.1.014

  2. Zeissler, Tom Oskar Karl

    1. Forecasting Long-Horizon Factor Volatility
      Tom Oskar Karl Zeissler
      The Journal of Beta Investment Strategies Winter 2022, 13 (4) 54-106; DOI: https://doi.org/10.3905/jbis.2022.1.017
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