Factor-based models
- Adverse Selection vs. Opportunistic Savings in Dark AggregatorsSerhan Altunata, Dmitry Rakhlin and Henri WaelbroeckThe Journal of Trading December 2009, 5 (1) 16-28; DOI: https://doi.org/10.3905/JOT.2010.5.1.016
- Factor Model Index for Commodity InvestmentDaniel Broby, Andrew McKenzie and Olivier BautheacThe Journal of Index Investing November 2021, 12 (3) 33-52; DOI: https://doi.org/10.3905/jii.2021.1.110
- 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
- Factor Performance 2010–2019: A Lost Decade?David BlitzThe Journal of Index Investing August 2020, 11 (2) 57-65; DOI: https://doi.org/10.3905/jii.2020.1.090
- Cross-Sectional Equity Correlations and the Value of Active ManagementGregg S. Fisher, Michael B. McDonald and Steven E. KozlowskiThe Journal of Index Investing May 2020, 11 (1) 52-66; DOI: https://doi.org/10.3905/jii.2020.1.089
- Factor Investing in CreditHarald Henke, Hendrik Kaufmann, Philip Messow and Jieyan Fang-KlinglerThe Journal of Index Investing May 2020, 11 (1) 33-51; DOI: https://doi.org/10.3905/jii.2020.1.085
- Editor’s LetterBrian BruceThe Journal of Index Investing May 2020, 11 (1) 1; DOI: https://doi.org/10.3905/jii.2020.11.1.001
- Size Factor in Multifactor Portfolios: Does the Size Factor Still Have Its Place in Multifactor Portfolios?Mikheil Esakia, Felix Goltz, Ben Luyten and Marcel SibbeThe Journal of Index Investing November 2019, 10 (3) 38-57; DOI: https://doi.org/10.3905/jii.2019.1.078
- Active vs. Smart Beta ETFs: Two Sides of Active ManagementRajnish KumarThe Journal of Index Investing May 2021, 11-12 (4-1) 25-40; DOI: https://doi.org/10.3905/jii.2021.1.101
- Static Indexing Beats Tactical Asset AllocationJoseph E. McCarthy and Edward TowerThe Journal of Index Investing May 2021, 11-12 (4-1) 41-52; DOI: https://doi.org/10.3905/jii.2021.1.100
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