Factor-based models
- Tilted and Anti-Tilted Portfolios: A Coherent Framework for Advanced Beta Portfolio ConstructionJennifer Bender and Taie WangThe Journal of Index Investing May 2015, 6 (1) 51-64; DOI: https://doi.org/10.3905/jii.2015.6.1.051
- Practical Considerations for Factor-Based Asset AllocationDaniel Ung and Xiaowei KangThe Journal of Index Investing February 2015, 5 (4) 33-47; DOI: https://doi.org/10.3905/jii.2015.5.4.033
- Smart Beta 2.0Noël Amenc and Felix GoltzThe Journal of Index Investing November 2013, 4 (3) 15-23; DOI: https://doi.org/10.3905/jii.2013.4.3.015
- European Indexes and the Four-Factor ModelBruce A. Costa, Keith Jakob and Lee TangedahlThe Journal of Index Investing May 2013, 4 (1) 82-89; DOI: https://doi.org/10.3905/jii.2013.4.1.082
- Factor Risk Model and Portfolio Construction with a Focus
on Surplus RiskChunlan Wang, Elaine Su, Dmitry Pevzner and Artan AjazajThe Journal of Index Investing May 2013, 4 (1) 62-69; DOI: https://doi.org/10.3905/jii.2013.4.1.062 - Passive Implementation of Factor Diversification StrategiesKhalid (Kal) Ghayur, Ronan Heaney and Stephen PlattThe Journal of Index Investing May 2013, 4 (1) 52-61; DOI: https://doi.org/10.3905/jii.2013.4.1.052
- Editor’s LetterBrian R. BruceThe Journal of Index Investing May 2013, 4 (1) 2; DOI: https://doi.org/10.3905/jii.2013.4.1.002
- An Investment Strategy in Active ETFsSharon Garyn-TalThe Journal of Index Investing May 2013, 4 (1) 12-22; DOI: https://doi.org/10.3905/jii.2013.4.1.012
- An Investor’s Low Volatility StrategyLi-Lan Kuo and Feifei LiThe Journal of Index Investing February 2013, 3 (4) 8-22; DOI: https://doi.org/10.3905/jii.2013.3.4.008
- Better Beta Explained: Demystifying Alternative Equity
Index StrategiesRobert D. ArnottThe Journal of Index Investing May 2011, 2 (1) 51-58; DOI: https://doi.org/10.3905/jii.2011.2.1.051
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