Style investing
- 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
- Contrarian Factor Timing is Deceptively DifficultClifford Asness, Swati Chandra, Antti Ilmanen and Ronen IsraelThe Journal of Portfolio Management March 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072
- Smart Beta is the Gateway Drug to Risk Factor InvestingEugene PodkaminerThe Journal of Portfolio Management March 2017, 43 (5) 130-134; DOI: https://doi.org/10.3905/jpm.2017.43.5.130
- Volatility Wisdom of Social Media CrowdsAhmet K. Karagozoglu and Frank J. FabozziThe Journal of Portfolio Management January 2017, 43 (2) 136-151; DOI: https://doi.org/10.3905/jpm.2017.43.2.136
- A Trustee Guide to Factor InvestingKees Koedijk, Alfred Slager and Philip StorkThe Journal of Portfolio Management July 2016, 42 (5) 28-38; DOI: https://doi.org/10.3905/jpm.2016.42.5.028
- INVITED EDITORIAL COMMENTClifford S. AsnessThe Journal of Portfolio Management July 2016, 42 (5) 1-6; DOI: https://doi.org/10.3905/jpm.2016.42.5.001
- Market Diversity and the Performance of Actively
Managed PortfoliosAnna Agapova, Robert Ferguson and Jason GreeneThe Journal of Portfolio Management October 2011, 38 (1) 48-59; DOI: https://doi.org/10.3905/jpm.2011.38.1.048 - On the Persistence of Style ReturnsStan Beckers and Jolly Ann ThomasThe Journal of Portfolio Management October 2010, 37 (1) 15-30; DOI: https://doi.org/10.3905/jpm.2010.37.1.015
- A Style-Based Market Risk Model for Hedge Fund PortfoliosXuelong Zhou, Adam Litke and Michael MclaughlinThe Journal of Portfolio Management July 2010, 36 (4) 124-131; DOI: https://doi.org/10.3905/jpm.2010.36.4.124
- Invited Editorial CommentRonald N KahnThe Journal of Portfolio Management January 2010, 36 (2) 5-6; DOI: https://doi.org/10.3905/JPM.2010.36.2.005
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