Security analysis and valuation
- Study of Dynamic Multifactor Model Application In China A-SharesYing LanThe Journal of Investing July 2022, 31 (5) 28-53; DOI: https://doi.org/10.3905/joi.2022.1.223
- Combining Value and Profitability Factors to Improve PerformanceAndrew L. Berkin and Larry E. SwedroeThe Journal of Beta Investment Strategies July 2022, jbis.2022.1.002; DOI: https://doi.org/10.3905/jbis.2022.1.002
- The Benefits of European Periodic Auctions beyond MiFID Dark Trading CapsPaul Besson, Matthieu Lasnier and Antoine FalckThe Journal of Investing September 2019, 28 (6) 91-108; DOI: https://doi.org/10.3905/joi.2019.1.096
- The Dynamics of Risk: Implications for Asset Allocation StrategiesJoanne M. HillThe Journal of Beta Investment Strategies March 2022, 13 (1) 57-68; DOI: https://doi.org/10.3905/jbis.2022.13.1.057
- Wavelet Multiscale and Spillover Analyses of Volatility and CorrelationSofiane AbouraThe Journal of Derivatives May 2022, 29 (5) 20-39; DOI: https://doi.org/10.3905/jod.2022.1.155
- The Time Dimension of Volatility: Implications for Option Strategy DesignJoanne M. HillThe Journal of Derivatives May 2022, 29 (4) 97-109; DOI: https://doi.org/10.3905/jod.2022.1.152
- Tail Risk Hedging in a Low-Rate EnvironmentRobert L. Harlow, Stefan Hubrich and Sébastien PageThe Journal of Derivatives May 2022, 29 (4) 110-120; DOI: https://doi.org/10.3905/jod.2022.1.150
- The Tax Benefits of Direct Indexing: Not a One-Size-Fits-All FormulaNathan Sosner, Michael Gromis and Stanley KrasnerThe Journal of Beta Investment Strategies May 2022, 13 (2) 28-51; DOI: https://doi.org/10.3905/jbis.2022.1.001
- Practical Applications of Interpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor InvestingDaniel Philps, David Tilles and Timothy LawPractical Applications April 2022, pa.2022.pa492; DOI: https://doi.org/10.3905/pa.2022.pa492
- Practical Applications of What Portfolio in Europe Makes Sense?Gueorgui S. KonstantinovPractical Applications April 2022, pa.2022.pa491; DOI: https://doi.org/10.3905/pa.2022.pa491
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