Table of Contents
Fall 2014; Volume 5,Issue 2
B
Biktimirov, Ernest N.
- You have accessMarket Reactions to Changes in the S&P/TSX SmallCap IndexErnest N. Biktimirov and Boya LiThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 57-64; DOI: https://doi.org/10.3905/jii.2014.5.2.057
Bruce, Brian R.
- Open AccessEditor’s LetterBrian R. BruceThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 2; DOI: https://doi.org/10.3905/jii.2014.5.2.002
Bruno, Salvatore
- You have accessAn Alternative Method to Construct Levered IndexesSalvatore Bruno, Ludwig Chincarini and Robert WhitelawThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 34-47; DOI: https://doi.org/10.3905/jii.2014.5.2.034
C
Chincarini, Ludwig
- You have accessAn Alternative Method to Construct Levered IndexesSalvatore Bruno, Ludwig Chincarini and Robert WhitelawThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 34-47; DOI: https://doi.org/10.3905/jii.2014.5.2.034
D
de Boer, Sanne
- You have accessTo Hedge or Not to Hedge: The Slings and Arrows of Currency Risk in Minimum-Volatility InvestingSanne de Boer and James NormanThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 21-33; DOI: https://doi.org/10.3905/jii.2014.5.2.021
Du, Daphne Yan
- You have accessEquity ETFs versus Index Futures: A Comparison for Fully Funded InvestorsAnanth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan DuThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066
F
Fassas, Athanasios P.
- You have accessTracking Ability of ETFs: Physical versus Synthetic ReplicationAthanasios P. FassasThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 9-20; DOI: https://doi.org/10.3905/jii.2014.5.2.009
I
Ith, Hero
- You have accessMarket Microstructure of Precious Metal ETFsMichael J. Naylor, Udomsak Wongchoti and Hero IthThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 48-56; DOI: https://doi.org/10.3905/jii.2014.5.2.048
J
Johnson, William F.
- You have accessDoes Modern Portfolio Theory Need an Update? Analyzing Single-Country ETFs During Extreme Market MovementsWilliam F. Johnson and Qin LianThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 85-97; DOI: https://doi.org/10.3905/jii.2014.5.2.085
L
Li, Boya
- You have accessMarket Reactions to Changes in the S&P/TSX SmallCap IndexErnest N. Biktimirov and Boya LiThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 57-64; DOI: https://doi.org/10.3905/jii.2014.5.2.057
Li, Wei
- You have accessEquity ETFs versus Index Futures: A Comparison for Fully Funded InvestorsAnanth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan DuThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066
Lian, Qin
- You have accessDoes Modern Portfolio Theory Need an Update? Analyzing Single-Country ETFs During Extreme Market MovementsWilliam F. Johnson and Qin LianThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 85-97; DOI: https://doi.org/10.3905/jii.2014.5.2.085
M
Madhavan, Ananth
- You have accessEquity ETFs versus Index Futures: A Comparison for Fully Funded InvestorsAnanth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan DuThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066
Marchioni, Ursula
- You have accessEquity ETFs versus Index Futures: A Comparison for Fully Funded InvestorsAnanth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan DuThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066
N
Naylor, Michael J.
- You have accessMarket Microstructure of Precious Metal ETFsMichael J. Naylor, Udomsak Wongchoti and Hero IthThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 48-56; DOI: https://doi.org/10.3905/jii.2014.5.2.048
Norman, James
- You have accessTo Hedge or Not to Hedge: The Slings and Arrows of Currency Risk in Minimum-Volatility InvestingSanne de Boer and James NormanThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 21-33; DOI: https://doi.org/10.3905/jii.2014.5.2.021
R
Rose, Gordon
- You have accessETF-Managed Portfolios Landscape Report—Germany, Austria, and SwitzerlandGordon RoseThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 76-84; DOI: https://doi.org/10.3905/jii.2014.5.2.076
W
Whitelaw, Robert
- You have accessAn Alternative Method to Construct Levered IndexesSalvatore Bruno, Ludwig Chincarini and Robert WhitelawThe Journal of Beta Investment Strategies Fall 2014, 5 (2) 34-47; DOI: https://doi.org/10.3905/jii.2014.5.2.034
Wongchoti, Udomsak
- You have accessMarket Microstructure of Precious Metal ETFsMichael J. Naylor, Udomsak Wongchoti and Hero IthThe 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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The Journal of Beta Investment Strategies
Vol. 5, Issue 2
Fall 2014