Passive strategies
- Practical Applications of “An Index Isn’t a Fiduciary” and What That Means for Active ManagementAdam L. BergerPractical Applications October 2022, pa.2022.pa519; DOI: https://doi.org/10.3905/pa.2022.pa519
- The Historical Record on Active versus Passive Mutual Fund PerformanceDavid NanigianThe Journal of Investing March 2022, 31 (3) 10-22; DOI: https://doi.org/10.3905/joi.2021.1.212
- Practical Applications of Active Management in Defined Contribution PlansGerald W. Buetow, Bernd Hanke and Maxim ZagonovPractical Applications October 2020, 8 (2) 1-4; DOI: https://doi.org/10.3905/pa.8.2.395
- Practical Applications of How Long Is Long Enough?Gerald W. Buetow and Bernd HankePractical Applications January 2021, 8 (2) 1-6; DOI: https://doi.org/10.3905/pa.8.2.425
- When Less Is More: Passive Volume Algos for Enhanced PerformancePaul Besson and Matthieu LasnierThe Journal of Trading March 2018, 13 (2) 20-34; DOI: https://doi.org/10.3905/jot.2018.13.2.020
- The Market Impact of Passive TradingMichael Aked and Max MorozThe Journal of Trading June 2015, 10 (3) 5-12; DOI: https://doi.org/10.3905/jot.2015.10.3.005
- Noise Trading and Market EfficiencyDamir TokicThe Journal of Trading June 2007, 2 (3) 37-44; DOI: https://doi.org/10.3905/jot.2007.688946
- The Argument for Bonds in Strategic Asset AllocationAron Gottesman and Matthew MoreyThe Journal of Wealth Management October 2021, 24 (3) 43-57; DOI: https://doi.org/10.3905/jwm.2021.1.150
- Proactive Indexing: Index Funds and IPOsJennifer Bender, Robert Pozen and Mitesh TankThe Journal of Index Investing August 2020, 11 (2) 21-41; DOI: https://doi.org/10.3905/jii.2020.1.094
- The Weakening Index EffectAnthony A. RenshawThe Journal of Index Investing May 2020, 11 (1) 17-31; DOI: https://doi.org/10.3905/jii.2020.1.086
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