Passive strategies
- An Empirical Analysis of Exchange-Traded FundsGerald W. Buetow and Brian J. HendersonThe Journal of Portfolio Management July 2012, 38 (4) 112-127; DOI: https://doi.org/10.3905/jpm.2012.38.4.112
- Invited Editorial CommentHarold BiermanThe Journal of Portfolio Management October 2010, 37 (1) 5-6; DOI: https://doi.org/10.3905/jpm.2010.37.1.005
- Invited Editorial CommentAndrew W. LoThe Journal of Portfolio Management April 2010, 36 (3) 4; DOI: https://doi.org/10.3905/jpm.2010.36.3.004
- The Impact of Securities Lending on Index Fund PerformanceLee M. Dunham and Thuy H. SimpsonThe Journal of Investing May 2012, 21 (2) 9-16; DOI: https://doi.org/10.3905/joi.2012.21.2.009
- Investors Care about the Purity of Factor Indexes: A ReplyMichael Hunstad and Jordan DekhayserThe Journal of Index Investing May 2016, 7 (1) 14-16; DOI: https://doi.org/10.3905/jii.2016.7.1.014
- Abnormal Returns in Gold and Silver Exchange-Traded
FundsMichael J. Naylor, Udomsak Wongchoti and Chris GianottiThe Journal of Index Investing August 2011, 2 (2) 96-103; DOI: https://doi.org/10.3905/jii.2011.2.2.096 - Does Finance Theory Make the Case for
Capitalization-Weighted Indexing?Felix Goltz and Véronique Le SourdThe Journal of Index Investing August 2011, 2 (2) 59-75; DOI: https://doi.org/10.3905/jii.2011.2.2.059 - Measuring Alpha Potential in the MarketPaul Bouchey, Mary Fjelstad and Hemambara VadlamudiThe Journal of Index Investing August 2011, 2 (2) 40-47; DOI: https://doi.org/10.3905/jii.2011.2.2.040
- Equity Index ConstructionDaniel BrobyThe Journal of Index Investing August 2011, 2 (2) 36-39; DOI: https://doi.org/10.3905/jii.2011.2.2.036
- The FTSE StableRisk IndicesJeremiah H. Chafkin, Andrew W. Lo and Robert W. SinnottThe Journal of Index Investing August 2011, 2 (2) 12-35; DOI: https://doi.org/10.3905/jii.2011.2.2.012
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