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Style investing

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  • Boosting the Liquidity of the Market Engine: Horsepower
    versus Torque
    Robert A. Jaeger
    The Journal of Trading December 2012, 8 (1) 6-7; DOI: https://doi.org/10.3905/jot.2012.8.1.006
  • The Performance Characteristics of Minimum Variance Portfolios
    Mahesh Pritamani, Sean Smith and Aran Murphy
    The Journal of Trading December 2011, 7 (1) 74-77; DOI: https://doi.org/10.3905/jot.2012.7.1.074
  • Transaction Costs, Trading Volume and Momentum Strategies
    Xiafei Li, Chris Brooks and Joëlle Miffre
    The Journal of Trading December 2009, 5 (1) 66-81; DOI: https://doi.org/10.3905/JOT.2010.5.1.066
  • Asset Pricing: Trouble in Value Land
    Peter Johansson and Ulrika Drax Johansson
    The Journal of Index Investing November 2020, 11 (3) 63-80; DOI: https://doi.org/10.3905/jii.2020.1.099
  • The Case for Factor Investing in China A Shares
    Daniel Fang and Diana Olteanu-Veerman
    The Journal of Index Investing August 2020, 11 (2) 76-91; DOI: https://doi.org/10.3905/jii.2020.1.093
  • Factor Performance 2010–2019: A Lost Decade?
    David Blitz
    The Journal of Index Investing August 2020, 11 (2) 57-65; DOI: https://doi.org/10.3905/jii.2020.1.090
  • Editor’s Letter
    Brian Bruce
    The Journal of Index Investing August 2020, 11 (2) 1; DOI: https://doi.org/10.3905/jii.2020.11.2.001
  • Factor Investing in Credit
    Harald Henke, Hendrik Kaufmann, Philip Messow and Jieyan Fang-Klingler
    The Journal of Index Investing May 2020, 11 (1) 33-51; DOI: https://doi.org/10.3905/jii.2020.1.085
  • Size Factor in Multifactor Portfolios: Does the Size Factor Still Have Its Place in Multifactor Portfolios?
    Mikheil Esakia, Felix Goltz, Ben Luyten and Marcel Sibbe
    The Journal of Index Investing November 2019, 10 (3) 38-57; DOI: https://doi.org/10.3905/jii.2019.1.078
  • Focused Value
    Deepika Sharma, Muling Si and Josephine Smith
    The Journal of Index Investing August 2019, 10 (2) 63-79; DOI: https://doi.org/10.3905/jii.2019.10.2.063

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