The Journal of Index Investing

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Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Beta Investment Strategies Fall 2017, 8 (2) 1; DOI: https://doi.org/10.3905/jii.2017.8.2.001
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U.S. Low and Minimum Volatility Indexes: An Empirical
Analysis of Factor Exposure
Dana M. D’Auria and John B. McDermott

The Journal of Beta Investment Strategies Fall 2017, 8 (2) 39-52; DOI: https://doi.org/10.3905/jii.2017.8.2.039
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What Is Missing in Common Minimum Volatility
Strategies? The Ignored Impact of Currency Risk
Nick Alonso and Mark Barnes

The Journal of Beta Investment Strategies Fall 2017, 8 (2) 77-88; DOI: https://doi.org/10.3905/jii.2017.8.2.077
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A Tale of Two Low Volatility Indexes
Phillip Brzenk and Aye M. Soe

The Journal of Beta Investment Strategies Fall 2017, 8 (2) 95-107; DOI: https://doi.org/10.3905/jii.2017.8.2.095
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Interest Rate Exposure of Volatility Portfolios
Carmine De Franco, Bruno Monnier and Ksenya Rulik

The Journal of Beta Investment Strategies Fall 2017, 8 (2) 53-67; DOI: https://doi.org/10.3905/jii.2017.8.2.053
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Managing Risks Beyond Volatility
Mehdi Alighanbari, Stuart Doole and Dimitris Melas

The Journal of Beta Investment Strategies Fall 2017, 8 (2) 68-76; DOI: https://doi.org/10.3905/jii.2017.8.2.068
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Fair Value Indexation: A Holistic Factor Approach to Asset Pricing, Smart-Beta Value Premium 2.0
Peter Johansson and Ulrika Johansson

The Journal of Beta Investment Strategies Fall 2017, 8 (2) 6-22; DOI: https://doi.org/10.3905/jii.2017.8.2.006
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Less Volatile Portfolios: Strength through Simplicity
Joe Staines, Steven (Yegang) Wu, Wei (Victor) Li and Yazann Romahi

The Journal of Beta Investment Strategies Fall 2017, 8 (2) 89-94; DOI: https://doi.org/10.3905/jii.2017.8.2.089
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Adaptation of the S&P 500 Index Effect
Chan Wung Kim, Xiao Li and Timothy T. Perry

The Journal of Beta Investment Strategies Summer 2017, 8 (1) 29-36; DOI: https://doi.org/10.3905/jii.2017.8.1.029
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Performance of Dividend Exchange-Traded Funds during Bull and Bear Markets
Srinidhi Kanuri, Davinder Malhotra and Robert McLeod

The Journal of Beta Investment Strategies Summer 2017, 8 (1) 19-28; DOI: https://doi.org/10.3905/jii.2017.8.1.019

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