The Journal of Index Investing

Latest Articles

You have access
Volatility Managed Indexes: The Importance of Intraday Data
Ryan Poirier

The Journal of Index Investing Winter 2021, 12 (3) 15-31; DOI: https://doi.org/10.3905/jii.2021.1.112
You have access
Betting against Quant: Examining the Factor Exposures of Thematic Indexes
David Blitz

The Journal of Index Investing Winter 2021, 12 (3) 5-14; DOI: https://doi.org/10.3905/jii.2021.1.111
You have access
ESG Rating Divergence: Beauty Is in the Eye of the Beholder
Linda Zhang

The Journal of Index Investing Winter 2021, 12 (3) 53-63; DOI: https://doi.org/10.3905/jii.2021.1.113
Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Index Investing Winter 2021, 12 (3) 1; DOI: https://doi.org/10.3905/jii.2021.12.3.001
You have access
Factor Model Index for Commodity Investment
Daniel Broby, Andrew McKenzie and Olivier Bautheac

The Journal of Index Investing Winter 2021, 12 (3) 33-52; DOI: https://doi.org/10.3905/jii.2021.1.110
Open Access
Editor’s Letter
Brian Bruce

The Journal of Index Investing Fall 2021, 12 (2) 1-2; DOI: https://doi.org/10.3905/jii.2021.12.2.001
You have access
Are All Capture Ratios Created Equal?
Jeffrey M. Coy and Eric J. Robbins

The Journal of Index Investing Fall 2021, 12 (2) 60-83; DOI: https://doi.org/10.3905/jii.2021.1.109
You have access
Private Equity Benchmarking for Asset Owners and Investment Managers
Emilian Belev and Dan DiBartolomeo

The Journal of Index Investing Fall 2021, 12 (2) 6-27; DOI: https://doi.org/10.3905/jii.2021.1.106
You have access
Is Tactical Allocation a Winning Strategy?
Srinidhi Kanuri, James Malm and D. K. Malhlotra

The Journal of Index Investing Fall 2021, 12 (2) 47-59; DOI: https://doi.org/10.3905/jii.2021.1.105
You have access
Factor Investing in Emerging Market Credits
Lennart Dekker, Patrick Houweling and Frederik Muskens

The Journal of Index Investing Fall 2021, 12 (2) 28-46; DOI: https://doi.org/10.3905/jii.2021.1.107

Main menu

User menu

Search

The Journal of Index Investing

Latest Articles

Pages

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Latest Articles

Pages

Stay Connected