Table of Contents

Spring 2018; Volume 8,Issue 4

A

  1. Al-Abduljader, Sulaiman T.

    1. Returning to the Silk Road: Should Global Portfolios Replace BRICS?
      Sulaiman T. Al-Abduljader
      The Journal of Index Investing Spring 2018, 8 (4) 7-21; DOI: https://doi.org/10.3905/jii.2018.8.4.007

  2. Aw, Edward N.W.

    1. Implementing Smart Beta Strategies in a Globalized World: The Importance of Regions and Sectors
      Edward N.W. Aw, Sanjun Chen, Blanca Misrahi and Gregory Y. Sivin
      The Journal of Index Investing Spring 2018, 8 (4) 32-46; DOI: https://doi.org/10.3905/jii.2018.8.4.032

B

  1. Bahuguna, Manoj

    1. A Revisit to Estimation of Beta Risk and an Analysis of Stock Market through Copula Transformation and Winsorization with S&P 500 Index as Proxy
      Ravindra Khattree and Manoj Bahuguna
      The Journal of Index Investing Spring 2018, 8 (4) 61-83; DOI: https://doi.org/10.3905/jii.2018.1.058

  2. Bouchey, Paul

    1. Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based Indexes
      Paul Bouchey, Maximilian Lutz, Vassilii Nemtchinov and Mahesh Pritamani
      The Journal of Index Investing Spring 2018, 8 (4) 93-111; DOI: https://doi.org/10.3905/jii.2018.1.057

  3. Bruce, Brian R.

    1. Open Access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Index Investing Spring 2018, 8 (4) 1; DOI: https://doi.org/10.3905/jii.2018.8.4.001

C

  1. Chen, Sanjun

    1. Implementing Smart Beta Strategies in a Globalized World: The Importance of Regions and Sectors
      Edward N.W. Aw, Sanjun Chen, Blanca Misrahi and Gregory Y. Sivin
      The Journal of Index Investing Spring 2018, 8 (4) 32-46; DOI: https://doi.org/10.3905/jii.2018.8.4.032

  2. Chow, Tzee-Man

    1. Smart Beta Multifactor Construction Methodology: Mixing versus Integrating
      Tzee-Man Chow, Feifei Li and Yoseop Shim
      The Journal of Index Investing Spring 2018, 8 (4) 47-60; DOI: https://doi.org/10.3905/jii.2018.8.4.047

G

  1. Ge, Wei

    1. The Curious Case of the Mid-Cap Premium
      Wei Ge
      The Journal of Index Investing Spring 2018, 8 (4) 22-30; DOI: https://doi.org/10.3905/jii.2018.8.4.022

K

  1. Khattree, Ravindra

    1. A Revisit to Estimation of Beta Risk and an Analysis of Stock Market through Copula Transformation and Winsorization with S&P 500 Index as Proxy
      Ravindra Khattree and Manoj Bahuguna
      The Journal of Index Investing Spring 2018, 8 (4) 61-83; DOI: https://doi.org/10.3905/jii.2018.1.058

L

  1. Li, Feifei

    1. Smart Beta Multifactor Construction Methodology: Mixing versus Integrating
      Tzee-Man Chow, Feifei Li and Yoseop Shim
      The Journal of Index Investing Spring 2018, 8 (4) 47-60; DOI: https://doi.org/10.3905/jii.2018.8.4.047

  2. Li, Wei (Victor)

    1. Stacking Blocks or Mixing Paints? Modular and Integrated Approaches to Factor Portfolio Construction
      Joe Staines, Steven (Yegang) Wu, Wei (Victor) Li and Yazann Romahi
      The Journal of Index Investing Spring 2018, 8 (4) 85-92; DOI: https://doi.org/10.3905/jii.2018.8.4.085

  3. Lutz, Maximilian

    1. Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based Indexes
      Paul Bouchey, Maximilian Lutz, Vassilii Nemtchinov and Mahesh Pritamani
      The Journal of Index Investing Spring 2018, 8 (4) 93-111; DOI: https://doi.org/10.3905/jii.2018.1.057

M

  1. Misrahi, Blanca

    1. Implementing Smart Beta Strategies in a Globalized World: The Importance of Regions and Sectors
      Edward N.W. Aw, Sanjun Chen, Blanca Misrahi and Gregory Y. Sivin
      The Journal of Index Investing Spring 2018, 8 (4) 32-46; DOI: https://doi.org/10.3905/jii.2018.8.4.032

N

  1. Nemtchinov, Vassilii

    1. Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based Indexes
      Paul Bouchey, Maximilian Lutz, Vassilii Nemtchinov and Mahesh Pritamani
      The Journal of Index Investing Spring 2018, 8 (4) 93-111; DOI: https://doi.org/10.3905/jii.2018.1.057

P

  1. Pritamani, Mahesh

    1. Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based Indexes
      Paul Bouchey, Maximilian Lutz, Vassilii Nemtchinov and Mahesh Pritamani
      The Journal of Index Investing Spring 2018, 8 (4) 93-111; DOI: https://doi.org/10.3905/jii.2018.1.057

R

  1. Romahi, Yazann

    1. Stacking Blocks or Mixing Paints? Modular and Integrated Approaches to Factor Portfolio Construction
      Joe Staines, Steven (Yegang) Wu, Wei (Victor) Li and Yazann Romahi
      The Journal of Index Investing Spring 2018, 8 (4) 85-92; DOI: https://doi.org/10.3905/jii.2018.8.4.085

S

  1. Shim, Yoseop

    1. Smart Beta Multifactor Construction Methodology: Mixing versus Integrating
      Tzee-Man Chow, Feifei Li and Yoseop Shim
      The Journal of Index Investing Spring 2018, 8 (4) 47-60; DOI: https://doi.org/10.3905/jii.2018.8.4.047

  2. Sivin, Gregory Y.

    1. Implementing Smart Beta Strategies in a Globalized World: The Importance of Regions and Sectors
      Edward N.W. Aw, Sanjun Chen, Blanca Misrahi and Gregory Y. Sivin
      The Journal of Index Investing Spring 2018, 8 (4) 32-46; DOI: https://doi.org/10.3905/jii.2018.8.4.032

  3. Staines, Joe

    1. Stacking Blocks or Mixing Paints? Modular and Integrated Approaches to Factor Portfolio Construction
      Joe Staines, Steven (Yegang) Wu, Wei (Victor) Li and Yazann Romahi
      The Journal of Index Investing Spring 2018, 8 (4) 85-92; DOI: https://doi.org/10.3905/jii.2018.8.4.085

W

  1. Wu, Steven (Yegang)

    1. Stacking Blocks or Mixing Paints? Modular and Integrated Approaches to Factor Portfolio Construction
      Joe Staines, Steven (Yegang) Wu, Wei (Victor) Li and Yazann Romahi
      The Journal of Index Investing Spring 2018, 8 (4) 85-92; DOI: https://doi.org/10.3905/jii.2018.8.4.085
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