Analysis of individual factors/risk premia
- Factor Investing in Emerging Market CreditsLennart Dekker, Patrick Houweling and Frederik MuskensThe Journal of Index Investing August 2021, 12 (2) 28-46; DOI: https://doi.org/10.3905/jii.2021.1.107
- Editor’s LetterBrian BruceThe Journal of Index Investing August 2021, 12 (2) 1-2; DOI: https://doi.org/10.3905/jii.2021.12.2.001
- The Tracking Efficiency of Physical and Synthetic Equity Index ETFsDaniel Broby and Oliver SpenceThe Journal of Index Investing November 2020, 11 (3) 34-47; DOI: https://doi.org/10.3905/jii.2020.1.097
- The Case for Factor Investing in China A SharesDaniel Fang and Diana Olteanu-VeermanThe Journal of Index Investing August 2020, 11 (2) 76-91; DOI: https://doi.org/10.3905/jii.2020.1.093
- Consistent ESG through ESG BenchmarksGuido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura NishikawaThe Journal of Index Investing August 2019, 10 (2) 24-42; DOI: https://doi.org/10.3905/jii.2019.1.072
- Focused ValueDeepika Sharma, Muling Si and Josephine SmithThe Journal of Index Investing August 2019, 10 (2) 63-79; DOI: https://doi.org/10.3905/jii.2019.10.2.063
- Editor’s LetterBrian R. BruceThe Journal of Index Investing August 2019, 10 (2) 1; DOI: https://doi.org/10.3905/jii.2019.10.2.001
- European ETF Factor Exposures: Evidence from a Regression- and Holdings-Based AnalysisPhilipp Alexander DirkxThe Journal of Index Investing May 2019, 10 (1) 37-50; DOI: https://doi.org/10.3905/jii.2019.1.067
- Editor’s LetterBrian R. BruceThe Journal of Index Investing May 2019, 10 (1) 1; DOI: https://doi.org/10.3905/jii.2019.10.1.001
- D-Index: A Risk Measure in a New DimensionAlfred K. Ma and Lanston L. YeungThe Journal of Index Investing May 2018, 9 (1) 84-91; DOI: https://doi.org/10.3905/jii.2018.9.1.084
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