Passive strategies
- Momentum and Reversal Effects in Corporate Bond Prices and Credit CyclesLibor Pospisil and Jing ZhangThe 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 PressureBrent W. Ambrose, Kelly N. Cai and Jean HelwegeThe 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 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 - Passive Hedge Fund ReplicationNoël Amenc, Walter Géhin, Lionel Martellini and Jean-Christophe MeyfrediThe 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 PortfoliosJacques Pézier and Anthony WhiteThe Journal of Alternative Investments March 2008, 10 (4) 37-49; DOI: https://doi.org/10.3905/jai.2008.705531
- Premiums-Discounts and Exchange Traded FundsRobert F Engle and Debojyoti SarkarThe 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 StrategiesKishore Karunakaran and Rob ShapiroThe Journal of Investing May 2019, 28 (4) 75-82; DOI: https://doi.org/10.3905/joi.2019.1.083
- Editor’s LetterBrian BruceThe 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 EfficiencyBradford CornellThe 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 AftermarketSanjiv Jaggia and Satish ThosarThe Journal of Investing November 2012, 21 (4) 99-110; DOI: https://doi.org/10.3905/joi.2012.21.4.099
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