Analysis of individual factors/risk premia
- Smart Beta Is Not Monkey BusinessNoël Amenc, Felix Goltz and Ashish LodhThe Journal of Index Investing February 2016, 6 (4) 12-29; DOI: https://doi.org/10.3905/jii.2016.6.4.012
- Where Have All the Utilities Gone? Financials Now Dominate a Crowded Low Volatility WorldAnthony A. RenshawThe Journal of Index Investing November 2015, 6 (3) 58-66; DOI: https://doi.org/10.3905/jii.2015.6.3.058
- The Cross-Section of Liquid Absolute Return FundsJoachim KlementThe Journal of Index Investing November 2015, 6 (3) 21-32; DOI: https://doi.org/10.3905/jii.2015.6.3.021
- Editor’s LetterBrian R. BruceThe Journal of Index Investing November 2015, 6 (3) 2; DOI: https://doi.org/10.3905/jii.2015.6.3.002
- Decomposing Fundamental IndexationGregg S. Fisher, Ronnie Shah and Sheridan TitmanThe Journal of Index Investing November 2015, 6 (3) 10-19; DOI: https://doi.org/10.3905/jii.2015.6.3.010
- The Smart Beta Indexing PuzzleZélia Cazalet, Pierre Grison and Thierry RoncalliThe Journal of Index Investing May 2014, 5 (1) 97-119; DOI: https://doi.org/10.3905/jii.2014.5.1.097
- No Silver Bullets in Investing (Just Old Snake Oil
in New Bottles)James MontierThe Journal of Index Investing May 2014, 5 (1) 77-96; DOI: https://doi.org/10.3905/jii.2014.5.1.077 - The Latest Wave in Advanced Beta: Combining Value,
Low Volatility, and QualityJennifer Bender, Eric Brandhorst and Taie WangThe Journal of Index Investing May 2014, 5 (1) 67-76; DOI: https://doi.org/10.3905/jii.2014.5.1.067 - Expect More from Your Smart BetaDan DraperThe Journal of Index Investing May 2014, 5 (1) 64-66; DOI: https://doi.org/10.3905/jii.2014.5.1.064
- Smart Beta: Building Low-Volatility
Portfolios of ETFsVincent DenoiseuxThe Journal of Index Investing May 2014, 5 (1) 127-135; DOI: https://doi.org/10.3905/jii.2014.5.1.127
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