The Journal of Index Investing

Latest Articles

Article Type

You have access
Smart Beta Multifactor Construction Methodology: Mixing versus Integrating
Tzee-Man Chow, Feifei Li and Yoseop Shim

The Journal of Beta Investment Strategies Spring 2018, 8 (4) 47-60; DOI: https://doi.org/10.3905/jii.2018.8.4.047
You have access
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 Beta Investment Strategies Spring 2018, 8 (4) 93-111; DOI: https://doi.org/10.3905/jii.2018.1.057
You have access
Returning to the Silk Road: Should Global Portfolios Replace BRICS?
Sulaiman T. Al-Abduljader

The Journal of Beta Investment Strategies Spring 2018, 8 (4) 7-21; DOI: https://doi.org/10.3905/jii.2018.8.4.007
Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Beta Investment Strategies Spring 2018, 8 (4) 1; DOI: https://doi.org/10.3905/jii.2018.8.4.001
You have access
Capacity of Smart Beta Strategies from a Transaction Cost Perspective
Ronald Ratcliffe, Paolo Miranda and Andrew Ang

The Journal of Beta Investment Strategies Winter 2017, 8 (3) 39-50; DOI: https://doi.org/10.3905/jii.2017.8.3.039
You have access
The Robustness of the Volatility Factor: Linear versus Nonlinear Factor Model
Carmine De Franco, Massimo Guidolin and Bruno Monnier

The Journal of Beta Investment Strategies Winter 2017, 8 (3) 75-88; DOI: https://doi.org/10.3905/jii.2017.8.3.075
You have access
An Index Methodology for Diversifying Business Risk
Rory Riggs, Jonathan Chandler and Mark T. Finn

The Journal of Beta Investment Strategies Winter 2017, 8 (3) 21-37; DOI: https://doi.org/10.3905/jii.2017.8.3.021
You have access
Leadership Matters: Crafting a Smart Beta Portfolio with a Founder-CEO Twist
Joel M. Shulman

The Journal of Beta Investment Strategies Winter 2017, 8 (3) 51-74; DOI: https://doi.org/10.3905/jii.2017.8.3.051
You have access
Thematic Indexing, Meet Smart Beta! Merging ESG into Factor Portfolios
Jennifer Bender, Xiaole Sun and Taie Wang

The Journal of Beta Investment Strategies Winter 2017, 8 (3) 89-101; DOI: https://doi.org/10.3905/jii.2017.8.3.089
Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Beta Investment Strategies Winter 2017, 8 (3) 1; DOI: https://doi.org/10.3905/jii.2017.8.3.001

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