Style investing
- 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
- 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
- Long-Only Style Investing: Don’t Just Mix, IntegrateShaun Fitzgibbons, Jacques Friedman, Lukasz Pomorski and Laura SerbanThe Journal of Investing November 2017, 26 (4) 153-164; DOI: https://doi.org/10.3905/joi.2017.26.4.153
- Fair Value Indexation: A Holistic Factor Approach to Asset Pricing, Smart-Beta Value Premium 2.0Peter Johansson and Ulrika JohanssonThe Journal of Index Investing August 2017, 8 (2) 6-22; DOI: https://doi.org/10.3905/jii.2017.8.2.006
- Classifying Single-Manager Hedge Funds: Some New InsightsFlorian Böhlandt, Eon Smit and Niel KrigeThe Journal of Alternative Investments September 2016, 19 (2) 38-61; DOI: https://doi.org/10.3905/jai.2016.19.2.038
- A Taxonomy of Beta Based on Investment OutcomesSanne de Boer, Michael LaBella and Sarah ReifsteckThe Journal of Index Investing May 2016, 7 (1) 92-115; DOI: https://doi.org/10.3905/jii.2016.7.1.092
- Understanding Style PremiaRonen Israel and Thomas MaloneyThe Journal of Investing November 2014, 23 (4) 15-22; DOI: https://doi.org/10.3905/joi.2014.23.4.015
- Hedge Fund Replication Using Shrinkage MethodologiesJiaqi Chen and Michael L. TindallThe Journal of Alternative Investments September 2014, 17 (2) 26-49; DOI: https://doi.org/10.3905/jai.2014.17.2.026
- Growth/Value, Market Cap, and MomentumJun Wang, Robert Brooks, Xing Lu and Hunter M. HolzhauerThe Journal of Investing February 2014, 23 (1) 33-42; DOI: https://doi.org/10.3905/joi.2014.23.1.033
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