Passive strategies
- Managing the Downside of Active and Passive Strategies—Part 1: Convexity and FragilitiesRaphael DouadyThe Journal of Portfolio Management September 2019, jpm.2019.1.112; DOI: https://doi.org/10.3905/jpm.2019.1.112
- Is Commodity Index Investing Profitable?Tobias Fethke and Marcel ProkopczukThe Journal of Index Investing November 2018, 9 (3) 37-71; DOI: https://doi.org/10.3905/jii.2018.1.064
- When Indexing Wins and When It Doesn’t in US Equities: Updating and Extending the Purity HypothesisWilliam ThatcherThe Journal of Index Investing November 2018, 9 (3) 18-23; DOI: https://doi.org/10.3905/jii.2018.9.3.018
- 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
- 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
- Commentary: Passive Investing and Market EfficiencyBradford CornellThe Journal of Investing August 2017, 26 (3) 7-9; DOI: https://doi.org/10.3905/joi.2017.26.3.007
- Implementing a Smart Beta Index: The Implications of a Dual Performance Objective and Limited LiquidityAndrew W. Alford and Dmitry A. RakhlinThe Journal of Portfolio Management March 2017, 43 (5) 135-146; DOI: https://doi.org/10.3905/jpm.2017.43.5.135
- Pick Your Battles: The Intersection of Investment Strategy, Tax, and Compounding ReturnsStuart Lucas and Alejandro SanzThe Journal of Wealth Management July 2016, 19 (2) 9-16; DOI: https://doi.org/10.3905/jwm.2016.19.2.009
- 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
- The Performance of Simple Dynamic
Commodity StrategiesDevraj Basu and Joëlle MiffreThe Journal of Alternative Investments June 2013, 16 (1) 9-18; DOI: https://doi.org/10.3905/jai.2013.16.1.009
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