Table of Contents

Fall 2016; Volume 7,Issue 2

A

  1. Alighanbari, Mehdi

    1. Multifactor Indexes Made Simple: A Review of Static and Dynamic Approaches
      Mehdi Alighanbari and Chin Ping Chia
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 87-99; DOI: https://doi.org/10.3905/jii.2016.7.2.087

  2. Amenc, Noël

    1. Long-Term Rewarded Equity Factors: What Can Investors Learn from Academic Research?
      Noël Amenc and Felix Goltz
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 39-56; DOI: https://doi.org/10.3905/jii.2016.7.2.039

B

  1. Bender, Jennifer

    1. A New Metric for Smart Beta: Factor Exposure per Unit of Tracking Error
      Jennifer Bender, Xiaole Sun and Taie Wang
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 109-118; DOI: https://doi.org/10.3905/jii.2016.7.2.109

  2. Bruce, Brian R.

    1. Open Access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 1; DOI: https://doi.org/10.3905/jii.2016.7.2.001

C

  1. Chia, Chin Ping

    1. Multifactor Indexes Made Simple: A Review of Static and Dynamic Approaches
      Mehdi Alighanbari and Chin Ping Chia
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 87-99; DOI: https://doi.org/10.3905/jii.2016.7.2.087

D

  1. De Franco, Carmine

    1. How Different Are Alternative Beta Strategies?
      Carmine De Franco, Bruno Monnier, Johann Nicolle and Ksenya Rulik
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 57-77; DOI: https://doi.org/10.3905/jii.2016.7.2.057

G

  1. Goltz, Felix

    1. Long-Term Rewarded Equity Factors: What Can Investors Learn from Academic Research?
      Noël Amenc and Felix Goltz
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 39-56; DOI: https://doi.org/10.3905/jii.2016.7.2.039

H

  1. Hunstad, Michael R.

    1. Choosing Factors: Not “Which?” but “When?”
      Michael R. Hunstad
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 100-108; DOI: https://doi.org/10.3905/jii.2016.7.2.100

L

  1. Li, Tianchuan

    1. Tax Management of Factor-Based Portfolios
      Rey Santodomingo, Vassilii Nemtchinov and Tianchuan Li
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 78-86; DOI: https://doi.org/10.3905/jii.2016.7.2.078

  2. Li, Wei (Victor)

    1. Dimensions of Diversification
      Joe Staines, Wei (Victor) Li and Yazann Romahi
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 119-127; DOI: https://doi.org/10.3905/jii.2016.7.2.119

M

  1. Monnier, Bruno

    1. How Different Are Alternative Beta Strategies?
      Carmine De Franco, Bruno Monnier, Johann Nicolle and Ksenya Rulik
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 57-77; DOI: https://doi.org/10.3905/jii.2016.7.2.057

N

  1. Nemtchinov, Vassilii

    1. Tax Management of Factor-Based Portfolios
      Rey Santodomingo, Vassilii Nemtchinov and Tianchuan Li
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 78-86; DOI: https://doi.org/10.3905/jii.2016.7.2.078

  2. Nicolle, Johann

    1. How Different Are Alternative Beta Strategies?
      Carmine De Franco, Bruno Monnier, Johann Nicolle and Ksenya Rulik
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 57-77; DOI: https://doi.org/10.3905/jii.2016.7.2.057

R

  1. Romahi, Yazann

    1. Dimensions of Diversification
      Joe Staines, Wei (Victor) Li and Yazann Romahi
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 119-127; DOI: https://doi.org/10.3905/jii.2016.7.2.119

  2. Rompotis, Gerasimos G.

    1. Physical versus Futures-Based Replication: The Case of Commodity ETFs
      Gerasimos G. Rompotis
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 16-37; DOI: https://doi.org/10.3905/jii.2016.7.2.016

  3. Rulik, Ksenya

    1. How Different Are Alternative Beta Strategies?
      Carmine De Franco, Bruno Monnier, Johann Nicolle and Ksenya Rulik
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 57-77; DOI: https://doi.org/10.3905/jii.2016.7.2.057

S

  1. Santodomingo, Rey

    1. Tax Management of Factor-Based Portfolios
      Rey Santodomingo, Vassilii Nemtchinov and Tianchuan Li
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 78-86; DOI: https://doi.org/10.3905/jii.2016.7.2.078

  2. Sherrill, D. Eli

    1. ETFs within a Mutual Fund’s Portfolio
      D. Eli Sherrill, Sara E. Shirley and Jeffrey R. Stark
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 6-15; DOI: https://doi.org/10.3905/jii.2016.7.2.006

  3. Shirley, Sara E.

    1. ETFs within a Mutual Fund’s Portfolio
      D. Eli Sherrill, Sara E. Shirley and Jeffrey R. Stark
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 6-15; DOI: https://doi.org/10.3905/jii.2016.7.2.006

  4. Staines, Joe

    1. Dimensions of Diversification
      Joe Staines, Wei (Victor) Li and Yazann Romahi
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 119-127; DOI: https://doi.org/10.3905/jii.2016.7.2.119

  5. Stark, Jeffrey R.

    1. ETFs within a Mutual Fund’s Portfolio
      D. Eli Sherrill, Sara E. Shirley and Jeffrey R. Stark
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 6-15; DOI: https://doi.org/10.3905/jii.2016.7.2.006

  6. Sun, Xiaole

    1. A New Metric for Smart Beta: Factor Exposure per Unit of Tracking Error
      Jennifer Bender, Xiaole Sun and Taie Wang
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 109-118; DOI: https://doi.org/10.3905/jii.2016.7.2.109

W

  1. Wang, Taie

    1. A New Metric for Smart Beta: Factor Exposure per Unit of Tracking Error
      Jennifer Bender, Xiaole Sun and Taie Wang
      The Journal of Beta Investment Strategies Fall 2016, 7 (2) 109-118; DOI: https://doi.org/10.3905/jii.2016.7.2.109
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