Factor-based models
- Capacity of Smart Beta Strategies from a Transaction Cost PerspectiveRonald Ratcliffe, Paolo Miranda and Andrew AngThe Journal of Index Investing November 2017, 8 (3) 39-50; DOI: https://doi.org/10.3905/jii.2017.8.3.039
- When Does Capitalization Weighting Outperform? Factor-Based ExplanationsRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Index Investing August 2018, 9 (2) 6-17; DOI: https://doi.org/10.3905/jii.2018.1.062
- Editor’s LetterBrian R. BruceThe Journal of Index Investing August 2018, 9 (2) 1-2; DOI: https://doi.org/10.3905/jii.2018.9.2.001
- Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency RatioDaniel UngThe Journal of Index Investing May 2017, 8 (1) 6-18; DOI: https://doi.org/10.3905/jii.2017.8.1.006
- A Global Country Allocation Framework: A New Paradigm for Constructing an International Fund-of-Funds ETFSailesh S. RadhaThe Journal of Index Investing May 2017, 8 (1) 59-75; DOI: https://doi.org/10.3905/jii.2017.8.1.059
- Factor Investing with Smart Beta IndicesDavid BlitzThe Journal of Index Investing November 2016, 7 (3) 43-48; DOI: https://doi.org/10.3905/jii.2016.7.3.043
- Editor’s LetterBrian R. BruceThe Journal of Index Investing November 2016, 7 (3) 1; DOI: https://doi.org/10.3905/jii.2016.7.3.001
- Smart Beta ETFs: A Bird’s-Eye
View of the Market and Analysis of Its Performance TrendsSeddik MezianiThe Journal of Index Investing May 2014, 5 (1) 146-157; DOI: https://doi.org/10.3905/jii.2014.5.1.146 - Factor Investing RevisitedDavid BlitzThe Journal of Index Investing August 2015, 6 (2) 7-17; DOI: https://doi.org/10.3905/jii.2015.6.2.007
- Editor’s LetterBrian R. BruceThe Journal of Index Investing August 2015, 6 (2) 1; DOI: https://doi.org/10.3905/jii.2015.6.2.001
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