Style investing
- Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplénie and Raul Leote de CarvalhoThe Journal of Fixed Income October 2019, jfi.2019.1.074; DOI: https://doi.org/10.3905/jfi.2019.1.074
- Defining and Exploiting Value in US Treasury BondsRiccardo Rebonato, Jean-Michel Maeso and Lionel MartelliniThe Journal of Fixed Income September 2019, 29 (2) 6-25; DOI: https://doi.org/10.3905/jfi.2019.1.071
- Seeking Alpha from Share RepurchasesAtreya Chakraborty, James L. Grant, Emery A. Trahan and Bhakti VarmaThe Journal of Investing September 2019, joi.2019.1.104; DOI: https://doi.org/10.3905/joi.2019.1.104
- Relative Strength over Investment Horizons and Stock ReturnsZhaobo Zhu, Xinrui Duan and Jun TuThe Journal of Portfolio Management September 2019, jpm.2019.1.111; DOI: https://doi.org/10.3905/jpm.2019.1.111
- Dynamic Strategy Migration and the Evolution of Risk PremiaDavid E. KuenziThe Journal of Portfolio Management September 2019, jpm.2019.1.110; DOI: https://doi.org/10.3905/jpm.2019.1.110
- Integrating Factors in Market Indexes and Active PortfoliosDimitris Melas, Zoltán Nagy, Navneet Kumar and Peter ZangariThe Journal of Portfolio Management August 2019, 45 (6) 16-29; DOI: https://doi.org/10.3905/jpm.2019.1.096
- The Capacity of Factor StrategiesDavid Blitz and Thom MarchesiniThe Journal of Portfolio Management August 2019, 45 (6) 30-38; DOI: https://doi.org/10.3905/jpm.2019.1.089
- Focused ValueDeepika Sharma, Muling Si and Josephine SmithThe Journal of Index Investing August 2019, 10 (2) 63-79; DOI: https://doi.org/10.3905/jii.2019.10.2.063
- When Should Investors Short the Stocks of Acquiring Firms? Big-Data Insights from Joining CAR and EVA Style AnalysisAtreya Chakraborty, James L. Grant, Emery A. Trahan and Bhakti VarmaThe Journal of Investing January 2019, 28 (1) 17-29; DOI: https://doi.org/10.3905/joi.2019.28.1.017
- Superstar InvestorsJordan Brooks, Severin Tsuji and Daniel VillalonThe Journal of Investing January 2019, 28 (1) 124-135; DOI: https://doi.org/10.3905/joi.2019.28.1.124
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