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The Journal of Index Investing
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The Journal of Index Investing

The Journal of Index Investing

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Table of Contents

Summer 2017; Volume 8,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Index Investing 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

  • You have access
    Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency Ratio
    Daniel Ung
    The Journal of Index Investing Summer 2017, 8 (1) 6-18; DOI: https://doi.org/10.3905/jii.2017.8.1.006

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

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    Performance of Dividend Exchange-Traded Funds during Bull and Bear Markets
    Srinidhi Kanuri, Davinder Malhotra and Robert McLeod
    The Journal of Index Investing Summer 2017, 8 (1) 19-28; DOI: https://doi.org/10.3905/jii.2017.8.1.019

Adaptation of the S&P 500 Index Effect

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    Adaptation of the S&P 500 Index Effect
    Chan Wung Kim, Xiao Li and Timothy T. Perry
    The Journal of Index Investing 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

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    Stress-Testing Volatility Risk Premium Harvesting Strategies Based on S&P 500 Index Options
    Wei Ge
    The Journal of Index Investing Summer 2017, 8 (1) 37-46; DOI: https://doi.org/10.3905/jii.2017.8.1.037

Style Comparison of U.S. Islamic Equity Market Indexes

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    Style Comparison of U.S. Islamic Equity Market Indexes
    Muhammad Shariq and Mohd Edil Bin Abd Sukor
    The Journal of Index Investing Summer 2017, 8 (1) 47-58; DOI: https://doi.org/10.3905/jii.2017.8.1.047

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

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    A Global Country Allocation Framework: A New Paradigm for Constructing an International Fund-of-Funds ETF
    Sailesh S. Radha
    The Journal of Index Investing Summer 2017, 8 (1) 59-75; DOI: https://doi.org/10.3905/jii.2017.8.1.059

Tracking the VIX

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    Tracking the VIX
    Athanasios Fassas
    The Journal of Index Investing Summer 2017, 8 (1) 76-91; DOI: https://doi.org/10.3905/jii.2017.8.1.076
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The Journal of Index Investing: 8 (1)
The Journal of Index Investing
Vol. 8, Issue 1
Summer 2017
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