Style investing
- Benchmarking the Performance of Private Equity Portfolios of the World’s Largest Institutional Investors: A View from CEM BenchmarkingAlexander Beath and Christopher FlynnThe Journal of Investing November 2020, 30 (1) 67-87; DOI: https://doi.org/10.3905/joi.2020.1.155
- Asset Pricing: Trouble in Value LandPeter Johansson and Ulrika Drax JohanssonThe Journal of Index Investing November 2020, 11 (3) 63-80; DOI: https://doi.org/10.3905/jii.2020.1.099
- Active Factor Completion StrategiesHubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten RotherThe Journal of Portfolio Management November 2020, jpm.2020.1.193; DOI: https://doi.org/10.3905/jpm.2020.1.193
- Implementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisThe Journal of Portfolio Management November 2020, jpm.2020.1.190; DOI: https://doi.org/10.3905/jpm.2020.1.190
- Short-Term Trend: A Jewel Hidden in Daily ReturnsMarat Molyboga, Larry Swedroe and Junkai QianThe Journal of Portfolio Management October 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186
- Different in Nature, Common in Style: View Commonality of Single Hedge Funds and Funds of Hedge FundsGueorgui Konstantinov and Jonas RebmannThe Journal of Alternative Investments September 2020, 23 (2) 49-66; DOI: https://doi.org/10.3905/jai.2020.1.110
- Value Investing for CommoditiesThijs Markwat, Jelmer Quist and Casper ZomerdijkThe Journal of Alternative Investments September 2020, 23 (2) 127-140; DOI: https://doi.org/10.3905/jai.2020.1.107
- Carry and Time-Series Momentum: A Match Made in HeavenMarat Molyboga, Junkai Qian and Chaohua HeThe Journal of Alternative Investments September 2020, 23 (2) 84-93; DOI: https://doi.org/10.3905/jai.2020.1.106
- Manager Characteristics and Hedge Fund Returns, Liquidity, and SurvivalHyuna ParkThe Journal of Alternative Investments September 2020, 23 (2) 67-83; DOI: https://doi.org/10.3905/jai.2020.1.102
- Factor Timing in Fixed-Income StrategiesAndrew Chin and Wenxuan TangThe Journal of Fixed Income September 2020, 30 (2) 62-75; DOI: https://doi.org/10.3905/jfi.2020.1.092
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