Style investing
- Rates Factors and Global Asset AllocationJoshua Kothe, Harald Lohre and Carsten RotherThe Journal of Fixed Income December 2020, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098
- Active Factor Completion StrategiesHubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten RotherThe Journal of Portfolio Management December 2020, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
- Implementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisThe Journal of Portfolio Management December 2020, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
- Benchmarking the Performance of Private Equity Portfolios of the World’s Largest Institutional Investors: A View from CEM BenchmarkingAlexander Beath and Christopher FlynnThe Journal of Investing November 2020, 30 (1) 67-87; DOI: https://doi.org/10.3905/joi.2020.1.155
- 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
- Practical Applications of Smart Beta: The Good, the Bad, and the MuddyJames White and Victor HaghaniPractical Applications October 2020, 8 (2) 1-7; DOI: https://doi.org/10.3905/pa.8.2.394
- Practical Applications of The Capacity of Factor StrategiesDavid Blitz and Thom MarchesiniPractical Applications October 2020, 8 (2) 1-6; DOI: https://doi.org/10.3905/pa.8.2.391
- Practical Applications of Implementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisPractical Applications October 2021, 9 (2) 1-6; DOI: https://doi.org/10.3905/pa.9.2.452
- Practical Applications of Mutual Fund Returns and Their Characteristics: A Simple Approach to Selecting Better-Performing Actively Managed FundsBurton G. Malkiel and Atanu SahaPractical Applications July 2021, 9 (1) 1-7; DOI: https://doi.org/10.3905/pa.9.1.437
- 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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