Portfolio theory
- Warren Buffett versus Zvi Bodie: Should You Buy Or Sell Put Options?Steen Koekebakker and Valeriy ZakamulinThe Journal of Wealth Management July 2021, 24 (2) 65-81; DOI: https://doi.org/10.3905/jwm.2021.1.137
- Betting against Quant: Examining the Factor Exposures of Thematic IndexesDavid BlitzThe Journal of Index Investing November 2021, 12 (3) 5-14; DOI: https://doi.org/10.3905/jii.2021.1.111
- Should You Have More China in Your Portfolio? Putting Common Arguments for Increased China Exposure to the TestJason Hsu, Xiang Liu and Phillip WoolThe Journal of Index Investing November 2020, 11 (3) 48-61; DOI: https://doi.org/10.3905/jii.2020.1.095
- Country and Sector Bets: Should They Be Neutralized in Global Factor Portfolios?Jennifer Bender, Rehan Mohamed and Xiaole SunThe Journal of Index Investing May 2019, 10 (1) 60-74; DOI: https://doi.org/10.3905/jii.2019.1.069
- Fair Value Indexation: A Holistic Factor Approach to Asset Pricing, Smart-Beta Value Premium 2.0Peter Johansson and Ulrika JohanssonThe Journal of Index Investing August 2017, 8 (2) 6-22; DOI: https://doi.org/10.3905/jii.2017.8.2.006
- Factor Exposure of Alternative Beta Strategies
across Market RegimesCarmine De Franco, Bruno Monnier and Ksenya RulikThe Journal of Index Investing May 2016, 7 (1) 78-91; DOI: https://doi.org/10.3905/jii.2016.7.1.078 - Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDXVadim Konstantinovsky, Stephen A. Laipply and Bruce D. PhelpsThe Journal of Index Investing February 2016, 6 (4) 88-102; DOI: https://doi.org/10.3905/jii.2016.6.4.088
- Does Modern Portfolio Theory Need an Update? Analyzing Single-Country ETFs During Extreme Market MovementsWilliam F. Johnson and Qin LianThe Journal of Index Investing August 2014, 5 (2) 85-97; DOI: https://doi.org/10.3905/jii.2014.5.2.085
- How to Choose a Strategic Multifactor Equity Portfolio?James Barber, Scott Bennett and Evgenia GvozdevaThe Journal of Index Investing August 2015, 6 (2) 34-45; DOI: https://doi.org/10.3905/jii.2015.6.2.034
- Editor’s LetterBrian R. BruceThe Journal of Index Investing August 2015, 6 (2) 1; DOI: https://doi.org/10.3905/jii.2015.6.2.001
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