Passive strategies
- How Long Is Long Enough?Gerald W. Buetow and Bernd HankeThe Journal of Retirement October 2020, 8 (2) 39-48; DOI: https://doi.org/10.3905/jor.2020.1.072
- Active Management in Defined Contribution PlansGerald W. Buetow, Bernd Hanke and Maxim ZagonovThe Journal of Retirement April 2020, 7 (4) 61-79; DOI: https://doi.org/10.3905/jor.2019.1.061
- Editor’s LetterBrett HammondThe Journal of Retirement January 2020, 7 (3) 1-2; DOI: https://doi.org/10.3905/jor.2019.7.3.001
- 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
- Managing the Downside of Active and Passive Strategies—Part 1: Convexity and FragilitiesRaphael DouadyThe Journal of Portfolio Management October 2019, 46 (1) 25-37; DOI: https://doi.org/10.3905/jpm.2019.1.112
- The Past, Present, and Future of the Index EffectJennifer Bender, Rohit Nagori and Mitesh TankThe Journal of Index Investing November 2019, 10 (3) 15-37; DOI: https://doi.org/10.3905/jii.2019.1.076
- The Performance of Exchange-Traded FundsDavid Blitz and Milan VidojevicThe Journal of Alternative Investments December 2020, 23 (3) 81-99; DOI: https://doi.org/10.3905/jai.2020.1.116
- 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
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (32)
- In Markets (20)
- In Wealth Management (57)
- Derivatives
- Options (275)
- Credit default swaps (67)
- Counterparty risk (10)
- Other (124)
- Factors, risk premia
- Factor-based models (241)
- Style investing (92)
- Other (23)
- Fixed income and structured finance
- Project finance (79)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (296)
- Retirement (338)
- Social security (68)
- Pension funds (98)
- Other (35)
- Mutual funds/passive investing/indexing
- Mutual fund performance (121)
- Passive strategies (28)
- Other (133)
- Performance measurement
- Volatility measures (86)
- Performance measurement (716)
- Portfolio management/multi-asset allocation
- Portfolio theory (286)
- Portfolio construction (693)
- ESG investing (189)
- Manager selection (97)
- Other (94)
- Quantitative methods
- Statistical methods (518)
- Simulations (166)
- Quantitative methods (318)
- Real assets/alternative investments/private equity
- Real estate (87)
- Commodities (87)
- Other real assets (72)
- Currency (92)
- Private equity (218)
- Risk management
- Credit risk management (184)
- Tail risks (64)
- Risk management (345)
- Security analysis and valuation
- Technical analysis (39)