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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

Fall 2017; Volume 8,Issue 2

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 1; DOI: https://doi.org/10.3905/jii.2017.8.2.001

Fair Value Indexation: A Holistic Factor Approach to Asset Pricing, Smart-Beta Value Premium 2.0

  • You have access
    Fair Value Indexation: A Holistic Factor Approach to Asset Pricing, Smart-Beta Value Premium 2.0
    Peter Johansson and Ulrika Johansson
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 6-22; DOI: https://doi.org/10.3905/jii.2017.8.2.006

Long-Term Equity Investing with Leveraged Exchange-Traded Funds

  • You have access
    Long-Term Equity Investing with Leveraged Exchange-Traded Funds
    Richard J. Curcio and Drake R. Dickerson
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 23-37; DOI: https://doi.org/10.3905/jii.2017.8.2.023

U.S. Low and Minimum Volatility Indexes: An Empirical Analysis of Factor Exposure

  • You have access
    U.S. Low and Minimum Volatility Indexes: An Empirical
    Analysis of Factor Exposure
    Dana M. D’Auria and John B. McDermott
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 39-52; DOI: https://doi.org/10.3905/jii.2017.8.2.039

Interest Rate Exposure of Volatility Portfolios

  • You have access
    Interest Rate Exposure of Volatility Portfolios
    Carmine De Franco, Bruno Monnier and Ksenya Rulik
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 53-67; DOI: https://doi.org/10.3905/jii.2017.8.2.053

Managing Risks Beyond Volatility

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    Managing Risks Beyond Volatility
    Mehdi Alighanbari, Stuart Doole and Dimitris Melas
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 68-76; DOI: https://doi.org/10.3905/jii.2017.8.2.068

What Is Missing in Common Minimum Volatility Strategies? The Ignored Impact of Currency Risk

  • You have access
    What Is Missing in Common Minimum Volatility
    Strategies? The Ignored Impact of Currency Risk
    Nick Alonso and Mark Barnes
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 77-88; DOI: https://doi.org/10.3905/jii.2017.8.2.077

Less Volatile Portfolios: Strength through Simplicity

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    Less Volatile Portfolios: Strength through Simplicity
    Joe Staines, Steven (Yegang) Wu, Wei (Victor) Li and Yazann Romahi
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 89-94; DOI: https://doi.org/10.3905/jii.2017.8.2.089

A Tale of Two Low Volatility Indexes

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    A Tale of Two Low Volatility Indexes
    Phillip Brzenk and Aye M. Soe
    The Journal of Beta Investment Strategies Fall 2017, 8 (2) 95-107; DOI: https://doi.org/10.3905/jii.2017.8.2.095
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The Journal of Index Investing: 8 (2)
The Journal of Beta Investment Strategies
Vol. 8, Issue 2
Fall 2017
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