Index by author
Summer 2016; Volume 7,Issue 1
A
Amenc, Noël
- You have accessWho Cares about Purity of Factor Indexes? A Comment on “Evaluating the Efficiency of ‘Smart Beta’ Indexes”Noël Amenc and Felix GoltzThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 10-13; DOI: https://doi.org/10.3905/jii.2016.7.1.010
B
Berger, Adam
- You have accessThe Last Smart Beta Paper You’ll Ever (Have to) Read: Nuggets of Hope beneath the HypeAdam Berger and Conor McCarthyThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 116-123; DOI: https://doi.org/10.3905/jii.2016.7.1.116
Bioy, Hortense
- You have accessAssessing the True Cost of Strategic-Beta ETFsBen Johnson, Hortense Bioy and Dimitar BoyadzhievThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 35-48; DOI: https://doi.org/10.3905/jii.2016.7.1.035
Blitzer, David M.
- You have accessCommentary: Aligning Strategies with BenchmarksDavid M. BlitzerThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 8-9; DOI: https://doi.org/10.3905/jii.2016.7.1.008
Boer, Sanne de
- You have accessA Taxonomy of Beta Based on Investment OutcomesSanne de Boer, Michael LaBella and Sarah ReifsteckThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 92-115; DOI: https://doi.org/10.3905/jii.2016.7.1.092
Boyadzhiev, Dimitar
- You have accessAssessing the True Cost of Strategic-Beta ETFsBen Johnson, Hortense Bioy and Dimitar BoyadzhievThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 35-48; DOI: https://doi.org/10.3905/jii.2016.7.1.035
Bruce, Brian R.
- Open AccessEditor’s LetterBrian R. BruceThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 1; DOI: https://doi.org/10.3905/jii.2016.7.1.001
C
Corsi, Marco
- You have accessInfluencing Retirement Saving: Smart Beta in Defined Contribution Default OptionsManuela Sperandeo, Marco Corsi and Sara ShoresThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 25-34; DOI: https://doi.org/10.3905/jii.2016.7.1.025
D
Dekhayser, Jordan
- You have accessInvestors Care about the Purity of Factor Indexes: A ReplyMichael Hunstad and Jordan DekhayserThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 14-16; DOI: https://doi.org/10.3905/jii.2016.7.1.014
F
Franco, Carmine De
- You have accessFactor Exposure of Alternative Beta Strategies
across Market RegimesCarmine De Franco, Bruno Monnier and Ksenya RulikThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 78-91; DOI: https://doi.org/10.3905/jii.2016.7.1.078
G
Ge, Wei
- You have accessIncorporating Smart Beta into Portfolios:
A Case Study with the Volatility Risk PremiumWei GeThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 17-24; DOI: https://doi.org/10.3905/jii.2016.7.1.017
Goltz, Felix
- You have accessWho Cares about Purity of Factor Indexes? A Comment on “Evaluating the Efficiency of ‘Smart Beta’ Indexes”Noël Amenc and Felix GoltzThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 10-13; DOI: https://doi.org/10.3905/jii.2016.7.1.010
H
Hunstad, Michael
- You have accessInvestors Care about the Purity of Factor Indexes: A ReplyMichael Hunstad and Jordan DekhayserThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 14-16; DOI: https://doi.org/10.3905/jii.2016.7.1.014
J
Johnson, Ben
- You have accessAssessing the True Cost of Strategic-Beta ETFsBen Johnson, Hortense Bioy and Dimitar BoyadzhievThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 35-48; DOI: https://doi.org/10.3905/jii.2016.7.1.035
L
LaBella, Michael
- You have accessA Taxonomy of Beta Based on Investment OutcomesSanne de Boer, Michael LaBella and Sarah ReifsteckThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 92-115; DOI: https://doi.org/10.3905/jii.2016.7.1.092
Luk, Priscilla
- You have accessWhat Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic AnalysisDaniel Ung and Priscilla LukThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 49-77; DOI: https://doi.org/10.3905/jii.2016.7.1.049
M
McCarthy, Conor
- You have accessThe Last Smart Beta Paper You’ll Ever (Have to) Read: Nuggets of Hope beneath the HypeAdam Berger and Conor McCarthyThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 116-123; DOI: https://doi.org/10.3905/jii.2016.7.1.116
Monnier, Bruno
- You have accessFactor Exposure of Alternative Beta Strategies
across Market RegimesCarmine De Franco, Bruno Monnier and Ksenya RulikThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 78-91; DOI: https://doi.org/10.3905/jii.2016.7.1.078
R
Reifsteck, Sarah
- You have accessA Taxonomy of Beta Based on Investment OutcomesSanne de Boer, Michael LaBella and Sarah ReifsteckThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 92-115; DOI: https://doi.org/10.3905/jii.2016.7.1.092
Rulik, Ksenya
- You have accessFactor Exposure of Alternative Beta Strategies
across Market RegimesCarmine De Franco, Bruno Monnier and Ksenya RulikThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 78-91; DOI: https://doi.org/10.3905/jii.2016.7.1.078
S
Shores, Sara
- You have accessInfluencing Retirement Saving: Smart Beta in Defined Contribution Default OptionsManuela Sperandeo, Marco Corsi and Sara ShoresThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 25-34; DOI: https://doi.org/10.3905/jii.2016.7.1.025
Sperandeo, Manuela
- You have accessInfluencing Retirement Saving: Smart Beta in Defined Contribution Default OptionsManuela Sperandeo, Marco Corsi and Sara ShoresThe Journal of Beta Investment Strategies Summer 2016, 7 (1) 25-34; DOI: https://doi.org/10.3905/jii.2016.7.1.025
U
Ung, Daniel
- You have accessWhat Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic AnalysisDaniel Ung and Priscilla LukThe 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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The Journal of Beta Investment Strategies
Vol. 7, Issue 1
Summer 2016