Style investing
- Value Investing for CommoditiesThijs Markwat, Jelmer Quist and Casper ZomerdijkThe Journal of Alternative Investments August 2020, jai.2020.1.107; DOI: https://doi.org/10.3905/jai.2020.1.107
- A Network Approach to Analyzing Hedge Fund ConnectivityGueorgui S. Konstantinov and Joseph SimonianThe Journal of Financial Data Science July 2020, 2 (3) 55-72; DOI: https://doi.org/10.3905/jfds.2020.1.036
- Carry and Time-Series Momentum: A Match Made in HeavenMarat Molyboga, Junkai Qian and Chaohua HeThe Journal of Alternative Investments August 2020, jai.2020.1.106; DOI: https://doi.org/10.3905/jai.2020.1.106
- The Case for Factor Investing in China A SharesDaniel Fang and Diana Olteanu-VeermanThe Journal of Index Investing July 2020, jii.2020.1.093; DOI: https://doi.org/10.3905/jii.2020.1.093
- Carry Strategies and the US Dollar Risk of US and Global BondsGueorgui S. Konstantinov and Frank J. FabozziThe Journal of Fixed Income July 2020, jfi.2020.1.100; DOI: https://doi.org/10.3905/jfi.2020.1.100
- Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?Noël Amenc, Felix Goltz and Ben LuytenThe Journal of Portfolio Management June 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
- Factor Performance 2010–2019: A Lost Decade?David BlitzThe Journal of Index Investing June 2020, jii.2020.1.090; DOI: https://doi.org/10.3905/jii.2020.1.090
- Rates Factors and Global Asset AllocationJoshua Kothe, Harald Lohre and Carsten RotherThe Journal of Fixed Income June 2020, jfi.2020.1.098; DOI: https://doi.org/10.3905/jfi.2020.1.098
- Manager Characteristics and Hedge Fund Returns, Liquidity, and SurvivalHyuna ParkThe Journal of Alternative Investments June 2020, jai.2020.1.102; DOI: https://doi.org/10.3905/jai.2020.1.102
- Strategic RebalancingSandy Rattray, Nick Granger, Campbell R. Harvey and Otto Van HemertThe Journal of Portfolio Management May 2020, 46 (6) 10-31; DOI: https://doi.org/10.3905/jpm.2020.1.150
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