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Passive strategies

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  • Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles
    Libor Pospisil and Jing Zhang
    The Journal of Fixed Income September 2010, 20 (2) 101-115; DOI: https://doi.org/10.3905/jfi.2010.20.2.101
  • Fallen Angels and Price Pressure
    Brent W. Ambrose, Kelly N. Cai and Jean Helwege
    The Journal of Fixed Income December 2011, 21 (3) 74-86; DOI: https://doi.org/10.3905/jfi.2012.21.3.074
  • The Performance of Simple Dynamic
    Commodity Strategies
    Devraj Basu and Joëlle Miffre
    The Journal of Alternative Investments June 2013, 16 (1) 9-18; DOI: https://doi.org/10.3905/jai.2013.16.1.009
  • Passive Hedge Fund Replication
    Noël Amenc, Walter Géhin, Lionel Martellini and Jean-Christophe Meyfredi
    The Journal of Alternative Investments September 2008, 11 (2) 69-83; DOI: https://doi.org/10.3905/jai.2008.712598
  • The Relative Merits of Alternative Investments in Passive Portfolios
    Jacques Pézier and Anthony White
    The Journal of Alternative Investments March 2008, 10 (4) 37-49; DOI: https://doi.org/10.3905/jai.2008.705531
  • Premiums-Discounts and Exchange Traded Funds
    Robert F Engle and Debojyoti Sarkar
    The Journal of Derivatives May 2006, 13 (4) 27-45; DOI: https://doi.org/10.3905/jod.2006.635418
  • A Solution for Overdiversification: Low Tracking Error Active Strategies
    Kishore Karunakaran and Rob Shapiro
    The Journal of Investing May 2019, 28 (4) 75-82; DOI: https://doi.org/10.3905/joi.2019.1.083
  • Editor’s Letter
    Brian Bruce
    The Journal of Investing May 2019, 28 (4) 1-2; DOI: https://doi.org/10.3905/joi.2019.28.4.001
  • Commentary: Passive Investing and Market Efficiency
    Bradford Cornell
    The Journal of Investing August 2017, 26 (3) 7-9; DOI: https://doi.org/10.3905/joi.2017.26.3.007
  • The Role of Investor Sentiment in the
    IPO Aftermarket
    Sanjiv Jaggia and Satish Thosar
    The Journal of Investing November 2012, 21 (4) 99-110; DOI: https://doi.org/10.3905/joi.2012.21.4.099

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