Index by author

Summer 2016; Volume 7,Issue 1

A

  1. Amenc, Noël

    1. Who Cares about Purity of Factor Indexes? A Comment on “Evaluating the Efficiency of ‘Smart Beta’ Indexes”
      Noël Amenc and Felix Goltz
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 10-13; DOI: https://doi.org/10.3905/jii.2016.7.1.010

B

  1. Berger, Adam

    1. The Last Smart Beta Paper You’ll Ever (Have to) Read: Nuggets of Hope beneath the Hype
      Adam Berger and Conor McCarthy
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 116-123; DOI: https://doi.org/10.3905/jii.2016.7.1.116

  2. Bioy, Hortense

    1. Assessing the True Cost of Strategic-Beta ETFs
      Ben Johnson, Hortense Bioy and Dimitar Boyadzhiev
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 35-48; DOI: https://doi.org/10.3905/jii.2016.7.1.035

  3. Blitzer, David M.

    1. Commentary: Aligning Strategies with Benchmarks
      David M. Blitzer
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 8-9; DOI: https://doi.org/10.3905/jii.2016.7.1.008

  4. Boer, Sanne de

    1. A Taxonomy of Beta Based on Investment Outcomes
      Sanne de Boer, Michael LaBella and Sarah Reifsteck
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 92-115; DOI: https://doi.org/10.3905/jii.2016.7.1.092

  5. Boyadzhiev, Dimitar

    1. Assessing the True Cost of Strategic-Beta ETFs
      Ben Johnson, Hortense Bioy and Dimitar Boyadzhiev
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 35-48; DOI: https://doi.org/10.3905/jii.2016.7.1.035

  6. Bruce, Brian R.

    1. Open Access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 1; DOI: https://doi.org/10.3905/jii.2016.7.1.001

C

  1. Corsi, Marco

    1. Influencing Retirement Saving: Smart Beta in Defined Contribution Default Options
      Manuela Sperandeo, Marco Corsi and Sara Shores
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 25-34; DOI: https://doi.org/10.3905/jii.2016.7.1.025

D

  1. Dekhayser, Jordan

    1. Investors Care about the Purity of Factor Indexes: A Reply
      Michael Hunstad and Jordan Dekhayser
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 14-16; DOI: https://doi.org/10.3905/jii.2016.7.1.014

F

  1. Franco, Carmine De

    1. Factor Exposure of Alternative Beta Strategies
      across Market Regimes
      Carmine De Franco, Bruno Monnier and Ksenya Rulik
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 78-91; DOI: https://doi.org/10.3905/jii.2016.7.1.078

G

  1. Ge, Wei

    1. Incorporating Smart Beta into Portfolios:
      A Case Study with the Volatility Risk Premium
      Wei Ge
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 17-24; DOI: https://doi.org/10.3905/jii.2016.7.1.017

  2. Goltz, Felix

    1. Who Cares about Purity of Factor Indexes? A Comment on “Evaluating the Efficiency of ‘Smart Beta’ Indexes”
      Noël Amenc and Felix Goltz
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 10-13; DOI: https://doi.org/10.3905/jii.2016.7.1.010

H

  1. Hunstad, Michael

    1. Investors Care about the Purity of Factor Indexes: A Reply
      Michael Hunstad and Jordan Dekhayser
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 14-16; DOI: https://doi.org/10.3905/jii.2016.7.1.014

J

  1. Johnson, Ben

    1. Assessing the True Cost of Strategic-Beta ETFs
      Ben Johnson, Hortense Bioy and Dimitar Boyadzhiev
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 35-48; DOI: https://doi.org/10.3905/jii.2016.7.1.035

L

  1. LaBella, Michael

    1. A Taxonomy of Beta Based on Investment Outcomes
      Sanne de Boer, Michael LaBella and Sarah Reifsteck
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 92-115; DOI: https://doi.org/10.3905/jii.2016.7.1.092

  2. Luk, Priscilla

    1. What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis
      Daniel Ung and Priscilla Luk
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 49-77; DOI: https://doi.org/10.3905/jii.2016.7.1.049

M

  1. McCarthy, Conor

    1. The Last Smart Beta Paper You’ll Ever (Have to) Read: Nuggets of Hope beneath the Hype
      Adam Berger and Conor McCarthy
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 116-123; DOI: https://doi.org/10.3905/jii.2016.7.1.116

  2. Monnier, Bruno

    1. Factor Exposure of Alternative Beta Strategies
      across Market Regimes
      Carmine De Franco, Bruno Monnier and Ksenya Rulik
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 78-91; DOI: https://doi.org/10.3905/jii.2016.7.1.078

R

  1. Reifsteck, Sarah

    1. A Taxonomy of Beta Based on Investment Outcomes
      Sanne de Boer, Michael LaBella and Sarah Reifsteck
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 92-115; DOI: https://doi.org/10.3905/jii.2016.7.1.092

  2. Rulik, Ksenya

    1. Factor Exposure of Alternative Beta Strategies
      across Market Regimes
      Carmine De Franco, Bruno Monnier and Ksenya Rulik
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 78-91; DOI: https://doi.org/10.3905/jii.2016.7.1.078

S

  1. Shores, Sara

    1. Influencing Retirement Saving: Smart Beta in Defined Contribution Default Options
      Manuela Sperandeo, Marco Corsi and Sara Shores
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 25-34; DOI: https://doi.org/10.3905/jii.2016.7.1.025

  2. Sperandeo, Manuela

    1. Influencing Retirement Saving: Smart Beta in Defined Contribution Default Options
      Manuela Sperandeo, Marco Corsi and Sara Shores
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 25-34; DOI: https://doi.org/10.3905/jii.2016.7.1.025

U

  1. Ung, Daniel

    1. What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis
      Daniel Ung and Priscilla Luk
      The Journal of Beta Investment Strategies Summer 2016, 7 (1) 49-77; DOI: https://doi.org/10.3905/jii.2016.7.1.049
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