Table of Contents

Fall 2014; Volume 5,Issue 2

B

  1. Biktimirov, Ernest N.

    1. Market Reactions to Changes in the S&P/TSX SmallCap Index
      Ernest N. Biktimirov and Boya Li
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 57-64; DOI: https://doi.org/10.3905/jii.2014.5.2.057

  2. Bruce, Brian R.

    1. Open Access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 2; DOI: https://doi.org/10.3905/jii.2014.5.2.002

  3. Bruno, Salvatore

    1. An Alternative Method to Construct Levered Indexes
      Salvatore Bruno, Ludwig Chincarini and Robert Whitelaw
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 34-47; DOI: https://doi.org/10.3905/jii.2014.5.2.034

C

  1. Chincarini, Ludwig

    1. An Alternative Method to Construct Levered Indexes
      Salvatore Bruno, Ludwig Chincarini and Robert Whitelaw
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 34-47; DOI: https://doi.org/10.3905/jii.2014.5.2.034

D

  1. de Boer, Sanne

    1. To Hedge or Not to Hedge: The Slings and Arrows of Currency Risk in Minimum-Volatility Investing
      Sanne de Boer and James Norman
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 21-33; DOI: https://doi.org/10.3905/jii.2014.5.2.021

  2. Du, Daphne Yan

    1. Equity ETFs versus Index Futures: A Comparison for Fully Funded Investors
      Ananth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan Du
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066

F

  1. Fassas, Athanasios P.

    1. Tracking Ability of ETFs: Physical versus Synthetic Replication
      Athanasios P. Fassas
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 9-20; DOI: https://doi.org/10.3905/jii.2014.5.2.009

I

  1. Ith, Hero

    1. Market Microstructure of Precious Metal ETFs
      Michael J. Naylor, Udomsak Wongchoti and Hero Ith
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 48-56; DOI: https://doi.org/10.3905/jii.2014.5.2.048

J

  1. Johnson, William F.

    1. Does Modern Portfolio Theory Need an Update? Analyzing Single-Country ETFs During Extreme Market Movements
      William F. Johnson and Qin Lian
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 85-97; DOI: https://doi.org/10.3905/jii.2014.5.2.085

L

  1. Li, Boya

    1. Market Reactions to Changes in the S&P/TSX SmallCap Index
      Ernest N. Biktimirov and Boya Li
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 57-64; DOI: https://doi.org/10.3905/jii.2014.5.2.057

  2. Li, Wei

    1. Equity ETFs versus Index Futures: A Comparison for Fully Funded Investors
      Ananth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan Du
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066

  3. Lian, Qin

    1. Does Modern Portfolio Theory Need an Update? Analyzing Single-Country ETFs During Extreme Market Movements
      William F. Johnson and Qin Lian
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 85-97; DOI: https://doi.org/10.3905/jii.2014.5.2.085

M

  1. Madhavan, Ananth

    1. Equity ETFs versus Index Futures: A Comparison for Fully Funded Investors
      Ananth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan Du
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066

  2. Marchioni, Ursula

    1. Equity ETFs versus Index Futures: A Comparison for Fully Funded Investors
      Ananth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan Du
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066

N

  1. Naylor, Michael J.

    1. Market Microstructure of Precious Metal ETFs
      Michael J. Naylor, Udomsak Wongchoti and Hero Ith
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 48-56; DOI: https://doi.org/10.3905/jii.2014.5.2.048

  2. Norman, James

    1. To Hedge or Not to Hedge: The Slings and Arrows of Currency Risk in Minimum-Volatility Investing
      Sanne de Boer and James Norman
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 21-33; DOI: https://doi.org/10.3905/jii.2014.5.2.021

R

  1. Rose, Gordon

    1. ETF-Managed Portfolios Landscape Report—Germany, Austria, and Switzerland
      Gordon Rose
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 76-84; DOI: https://doi.org/10.3905/jii.2014.5.2.076

W

  1. Whitelaw, Robert

    1. An Alternative Method to Construct Levered Indexes
      Salvatore Bruno, Ludwig Chincarini and Robert Whitelaw
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 34-47; DOI: https://doi.org/10.3905/jii.2014.5.2.034

  2. Wongchoti, Udomsak

    1. Market Microstructure of Precious Metal ETFs
      Michael J. Naylor, Udomsak Wongchoti and Hero Ith
      The Journal of Beta Investment Strategies Fall 2014, 5 (2) 48-56; DOI: https://doi.org/10.3905/jii.2014.5.2.048
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