Style investing
- Boosting the Liquidity of the Market Engine: Horsepower
versus TorqueRobert A. JaegerThe 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 PortfoliosMahesh Pritamani, Sean Smith and Aran MurphyThe 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 StrategiesXiafei Li, Chris Brooks and Joëlle MiffreThe 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 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
- The Case for Factor Investing in China A SharesDaniel Fang and Diana Olteanu-VeermanThe 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 BlitzThe Journal of Index Investing August 2020, 11 (2) 57-65; DOI: https://doi.org/10.3905/jii.2020.1.090
- Editor’s LetterBrian BruceThe Journal of Index Investing August 2020, 11 (2) 1; DOI: https://doi.org/10.3905/jii.2020.11.2.001
- Factor Investing in CreditHarald Henke, Hendrik Kaufmann, Philip Messow and Jieyan Fang-KlinglerThe 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 SibbeThe Journal of Index Investing November 2019, 10 (3) 38-57; DOI: https://doi.org/10.3905/jii.2019.1.078
- 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
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
- Derivatives
- Options (549)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (465)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (617)
- Retirement (486)
- Social security (101)
- Pension funds (177)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (144)
- Other (332)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1837)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1830)
- ESG investing (335)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1365)
- Simulations (295)
- Quantitative methods (438)
- Real assets/alternative investments/private equity
- Real estate (222)
- Commodities (195)
- Other real assets (99)
- Currency (174)
- Private equity (742)
- Risk management
- Credit risk management (299)
- Tail risks (166)
- Risk management (858)
- Security analysis and valuation
- Technical analysis (113)