Style investing
- Dynamic Strategy Migration and the Evolution of Risk PremiaDavid E. KuenziThe Journal of Portfolio Management October 2019, 46 (1) 74-90; DOI: https://doi.org/10.3905/jpm.2019.1.110
- An Alternative Method to Construct Levered IndexesSalvatore Bruno, Ludwig Chincarini and Robert WhitelawThe Journal of Index Investing August 2014, 5 (2) 34-47; DOI: https://doi.org/10.3905/jii.2014.5.2.034
- Reading Tomorrow’s Newspaper: Predictability in ETF ReturnsJon Fulkerson and Bradford D. JordanThe Journal of Index Investing May 2013, 4 (1) 23-31; DOI: https://doi.org/10.3905/jii.2013.4.1.023
- Integrating Factors in Market Indexes and Active PortfoliosDimitris Melas, Zoltán Nagy, Navneet Kumar and Peter ZangariThe Journal of Portfolio Management August 2019, 45 (6) 16-29; DOI: https://doi.org/10.3905/jpm.2019.1.096
- The Capacity of Factor StrategiesDavid Blitz and Thom MarchesiniThe Journal of Portfolio Management August 2019, 45 (6) 30-38; DOI: https://doi.org/10.3905/jpm.2019.1.089
- On the Theory and Practice of Multifactor PortfoliosAshley LesterThe Journal of Portfolio Management February 2019, 45 (3) 87-100; DOI: https://doi.org/10.3905/jpm.2019.45.3.087
- Active Risk-Based InvestingEmmanuel Jurczenko and Jérôme TeiletcheThe Journal of Portfolio Management January 2018, 44 (3) 56-65; DOI: https://doi.org/10.3905/jpm.2018.44.3.056
- Mind the Gap: On the Importance of Understanding and Controlling Market Risk in Smart Beta StrategiesNoël Amenc, Felix Goltz and Ashish LodhThe Journal of Portfolio Management March 2018, 44 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2018.44.4.060
- Style Investing in Fixed IncomeJordan Brooks, Diogo Palhares and Scott RichardsonThe Journal of Portfolio Management March 2018, 44 (4) 127-139; DOI: https://doi.org/10.3905/jpm.2018.44.4.127
- 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
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