Passive strategies
- Strategic Allocation to Premiums in the Equity MarketDavid BlitzThe Journal of Index Investing February 2012, 2 (4) 42-49; DOI: https://doi.org/10.3905/jii.2012.2.4.042
- Editor’s LetterBrian R. BruceThe Journal of Index Investing February 2012, 2 (4) 1; DOI: https://doi.org/10.3905/jii.2012.2.4.001
- 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
- Editor’s LetterBrian R. BruceThe Journal of Index Investing August 2011, 2 (2) 1; DOI: https://doi.org/10.3905/jii.2011.2.2.001
- Better Beta Explained: Demystifying Alternative Equity
Index StrategiesRobert D. ArnottThe Journal of Index Investing May 2011, 2 (1) 51-58; DOI: https://doi.org/10.3905/jii.2011.2.1.051 - A Statistical Analysis of Mutual Fund Performance Measures: The Relevance of IRs, Betas, and Sharpe RatiosHery RazafitomboThe Journal of Index Investing August 2010, 1 (2) 89-106; DOI: https://doi.org/10.3905/jii.2010.1.2.089
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