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

Long-Term Equity Investing with Leveraged Exchange-Traded Funds

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

Interest Rate Exposure of Volatility Portfolios

Managing Risks Beyond Volatility

  • 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

Less Volatile Portfolios: Strength through Simplicity

A Tale of Two Low Volatility Indexes

  • 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
Back to top

Explore our content to discover more relevant research

In this issue