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Analysis of individual factors/risk premia

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  • Study of Dynamic Multifactor Model Application In China A-Shares
    Ying Lan
    The Journal of Investing July 2022, 31 (5) 28-53; DOI: https://doi.org/10.3905/joi.2022.1.223
  • Practical Applications of China A-Shares: Strategic Allocation to Market and Factor Premiums
    Wilma de Groot, Laurens Swinkels and Weili Zhou
    Practical Applications July 2022, pa.2022.pa504; DOI: https://doi.org/10.3905/pa.2022.pa504
  • Combining Value and Profitability Factors to Improve Performance
    Andrew L. Berkin and Larry E. Swedroe
    The Journal of Beta Investment Strategies July 2022, jbis.2022.1.002; DOI: https://doi.org/10.3905/jbis.2022.1.002
  • Editor’s Letter
    Brian Bruce
    The Journal of Investing September 2019, 28 (6) 1; DOI: https://doi.org/10.3905/joi.2019.28.6.001
  • Carry Strategies and the US Dollar Risk of US and Global Bonds
    Gueorgui S. Konstantinov and Frank J. Fabozzi
    The Journal of Fixed Income December 2020, 30 (3) 26-46; DOI: https://doi.org/10.3905/jfi.2020.1.100
  • How Investors Use Passive for Active
    Jan-Carl Plagge, Haifeng Wang and James J. Rowley
    The Journal of Beta Investment Strategies March 2022, 13 (1) 41-55; DOI: https://doi.org/10.3905/jbis.2022.13.1.041
  • An Empirical Examination of Lifestyle Mutual Funds
    Srinidhi Kanuri
    The Journal of Retirement January 2022, 9 (3) 72-87; DOI: https://doi.org/10.3905/jor.2021.1.098
  • Systematic ESG Risk and Passive ESG Investing
    Ick Jin
    The Journal of Portfolio Management March 2022, 48 (5) 71-86; DOI: https://doi.org/10.3905/jpm.2022.1.344
  • Factor Investing with Classification-Based Supervised Machine Learning
    Edward N. W. Aw, Joshua Jiang and John Q. Jiang
    The Journal of Investing March 2022, 31 (3) 62-72; DOI: https://doi.org/10.3905/joi.2022.1.220
  • Mass Customization of Asset Allocation
    Tarek Issaoui, Romain Perchet, Olivier Retière, François Soupé, Chenyang Yin and Raul Leote de Carvalho
    The Journal of Investing March 2022, 31 (3) 73-97; DOI: https://doi.org/10.3905/joi.2021.1.217

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