Factor-based models
- Editor’s LetterBrian BruceThe Journal of Index Investing May 2021, 11-12 (4-1) 1; DOI: https://doi.org/10.3905/jii.2021.12.1.001
- 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
- Country and Sector Bets: Should They Be Neutralized in Global Factor Portfolios?Jennifer Bender, Rehan Mohamed and Xiaole SunThe Journal of Index Investing May 2019, 10 (1) 60-74; DOI: https://doi.org/10.3905/jii.2019.1.069
- Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based IndexesPaul Bouchey, Maximilian Lutz, Vassilii Nemtchinov and Mahesh PritamaniThe Journal of Index Investing February 2018, 8 (4) 93-111; DOI: https://doi.org/10.3905/jii.2018.1.057
- Stacking Blocks or Mixing Paints? Modular and Integrated Approaches to Factor Portfolio ConstructionJoe Staines, Steven (Yegang) Wu, Wei (Victor) Li and Yazann RomahiThe Journal of Index Investing February 2018, 8 (4) 85-92; DOI: https://doi.org/10.3905/jii.2018.8.4.085
- Smart Beta Multifactor Construction Methodology: Mixing versus IntegratingTzee-Man Chow, Feifei Li and Yoseop ShimThe Journal of Index Investing February 2018, 8 (4) 47-60; DOI: https://doi.org/10.3905/jii.2018.8.4.047
- The Curious Case of the Mid-Cap PremiumWei GeThe Journal of Index Investing February 2018, 8 (4) 22-30; DOI: https://doi.org/10.3905/jii.2018.8.4.022
- Editor’s LetterBrian R. BruceThe Journal of Index Investing February 2018, 8 (4) 1; DOI: https://doi.org/10.3905/jii.2018.8.4.001
- The Robustness of the Volatility Factor: Linear versus Nonlinear Factor ModelCarmine De Franco, Massimo Guidolin and Bruno MonnierThe Journal of Index Investing November 2017, 8 (3) 75-88; DOI: https://doi.org/10.3905/jii.2017.8.3.075
- Leadership Matters: Crafting a Smart Beta Portfolio with a Founder-CEO TwistJoel M. ShulmanThe Journal of Index Investing November 2017, 8 (3) 51-74; DOI: https://doi.org/10.3905/jii.2017.8.3.051
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