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- Waiting for the Next Factor Wave: Daily Rebalancing around Market Cycle TransitionsKevin Khang and Antonio PiccaThe Journal of Portfolio Management December 2020, 47 (2) 127-144; DOI: https://doi.org/10.3905/jpm.2020.47.2.127
- The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?Tony Barchetto, Razvan Pascalau and Ryan PoirierThe Journal of Portfolio Management October 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
- Is Smart Beta Still Smart under the Lens of the Diversification Return?Wenguang Lin and Gary C. SangerThe Journal of Portfolio Management October 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
- Measuring Portfolio Rebalancing Benefits in Equity MarketsJean-Michel Maeso and Lionel MartelliniThe Journal of Portfolio Management February 2020, 46 (4) 94-109; DOI: https://doi.org/10.3905/jpm.2020.1.130
- Among Dividend Indexes, It’s Still Important to Know What You OwnDavid B. MazzaThe Journal of Index Investing November 2017, 8 (3) 112-115; DOI: https://doi.org/10.3905/jii.2017.8.3.112
- 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
- An Empirical Examination of Ex Ante
Estimates of the Market Risk PremiumAustin Murphy, Liang Fu and Terry BenzschawelThe Journal of Investing May 2014, 23 (2) 51-58; DOI: https://doi.org/10.3905/joi.2014.23.2.051
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