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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 2018; Volume 9,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Index Investing Summer 2018, 9 (1) 1; DOI: https://doi.org/10.3905/jii.2018.9.1.001

Multifactor Index Construction: A Skeptical Appraisal of Bottom-Up Approaches

  • You have access
    Multifactor Index Construction: A Skeptical Appraisal of Bottom-Up Approaches
    Noël Amenc, Felix Goltz and Sivagaminathan Sivasubramanian
    The Journal of Index Investing Summer 2018, 9 (1) 6-17; DOI: https://doi.org/10.3905/jii.2018.9.1.006

Leveraged ETFs: Are You Prepared for the Volatility Jumps? Global Perspectives on the Short-Term versus Longer-Term Risk Profiles

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    Leveraged ETFs: Are You Prepared for the Volatility Jumps? Global Perspectives on the Short-Term versus Longer-Term Risk Profiles
    Linda H. Zhang
    The Journal of Index Investing Summer 2018, 9 (1) 19-35; DOI: https://doi.org/10.3905/jii.2018.9.1.019

Following the Followers: Mutual Fund Performance When Managers Follow Analyst Coverage

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    Following the Followers: Mutual Fund Performance When Managers Follow Analyst Coverage
    Gerald Abdesaken
    The Journal of Index Investing Summer 2018, 9 (1) 36-48; DOI: https://doi.org/10.3905/jii.2018.9.1.036

A Prognostic Yield Measure for Country Selection in the Medium Term Using Shiller’s PE

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    A Prognostic Yield Measure for Country Selection in the Medium Term Using Shiller’s PE
    Sailesh S. Radha
    The Journal of Index Investing Summer 2018, 9 (1) 49-65; DOI: https://doi.org/10.3905/jii.2018.1.060

Fixed Income Index Fund Cash Flows, Yields, and Returns in Dynamic Yield Environments

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    Fixed Income Index Fund Cash Flows, Yields, and Returns in Dynamic Yield Environments
    Stephen A. Laipply and Matthew Tucker
    The Journal of Index Investing Summer 2018, 9 (1) 67-83; DOI: https://doi.org/10.3905/jii.2018.1.059

D-Index: A Risk Measure in a New Dimension

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    D-Index: A Risk Measure in a New Dimension
    Alfred K. Ma and Lanston L. Yeung
    The Journal of Index Investing Summer 2018, 9 (1) 84-91; DOI: https://doi.org/10.3905/jii.2018.9.1.084
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The Journal of Index Investing: 9 (1)
The Journal of Index Investing
Vol. 9, Issue 1
Summer 2018
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