The Journal of Index Investing

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

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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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