Table of Contents

Summer 2017; Volume 8,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Beta Investment Strategies Summer 2017, 8 (1) 1; DOI: https://doi.org/10.3905/jii.2017.8.1.001

Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency Ratio

Performance of Dividend Exchange-Traded Funds during Bull and Bear Markets

Adaptation of the S&P 500 Index Effect

  • Adaptation of the S&P 500 Index Effect
    Chan Wung Kim, Xiao Li and Timothy T. Perry
    The Journal of Beta Investment Strategies Summer 2017, 8 (1) 29-36; DOI: https://doi.org/10.3905/jii.2017.8.1.029

Stress-Testing Volatility Risk Premium Harvesting Strategies Based on S&P 500 Index Options

Style Comparison of U.S. Islamic Equity Market Indexes

A Global Country Allocation Framework: A New Paradigm for Constructing an International Fund-of-Funds ETF

Tracking the VIX

  • Tracking the VIX
    Athanasios Fassas
    The Journal of Beta Investment Strategies Summer 2017, 8 (1) 76-91; DOI: https://doi.org/10.3905/jii.2017.8.1.076
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