Style investing
- Style Rotation RevisitedJohn Galakis, Ioannis Vrontos and Spyridon VrontosThe Journal of Financial Data Science April 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059
- 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
- Craftsmanship Alpha: An Application to Style InvestingRonen Israel, Sarah Jiang and Adrienne RossThe Journal of Portfolio Management December 2017, 44 (2) 23-39; DOI: https://doi.org/10.3905/jpm.2018.44.2.023
- 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
- 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
- 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
- Relative Strength over Investment Horizons and Stock ReturnsZhaobo Zhu, Xinrui Duan and Jun TuThe Journal of Portfolio Management October 2019, 46 (1) 91-105; DOI: https://doi.org/10.3905/jpm.2019.1.111
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