Analysis of individual factors/risk premia
- Study of Dynamic Multifactor Model Application In China A-SharesYing LanThe 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 PremiumsWilma de Groot, Laurens Swinkels and Weili ZhouPractical Applications July 2022, pa.2022.pa504; DOI: https://doi.org/10.3905/pa.2022.pa504
- Combining Value and Profitability Factors to Improve PerformanceAndrew L. Berkin and Larry E. SwedroeThe Journal of Beta Investment Strategies July 2022, jbis.2022.1.002; DOI: https://doi.org/10.3905/jbis.2022.1.002
- Editor’s LetterBrian BruceThe 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 BondsGueorgui S. Konstantinov and Frank J. FabozziThe 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 ActiveJan-Carl Plagge, Haifeng Wang and James J. RowleyThe 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 FundsSrinidhi KanuriThe 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 InvestingIck JinThe 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 LearningEdward N. W. Aw, Joshua Jiang and John Q. JiangThe Journal of Investing March 2022, 31 (3) 62-72; DOI: https://doi.org/10.3905/joi.2022.1.220
- Mass Customization of Asset AllocationTarek Issaoui, Romain Perchet, Olivier Retière, François Soupé, Chenyang Yin and Raul Leote de CarvalhoThe Journal of Investing March 2022, 31 (3) 73-97; DOI: https://doi.org/10.3905/joi.2021.1.217
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