Volatility measures
- Online Search Frequency, Information Asymmetry, and Market LiquidityXing Lu, Hunter M. Holzhauer and Jun WangThe Journal of Index Investing February 2016, 6 (4) 71-81; DOI: https://doi.org/10.3905/jii.2016.6.4.071
- The Latest Wave in Advanced Beta: Combining Value,
Low Volatility, and QualityJennifer Bender, Eric Brandhorst and Taie WangThe Journal of Index Investing May 2014, 5 (1) 67-76; DOI: https://doi.org/10.3905/jii.2014.5.1.067 - Editor’s LetterBrian R. BruceThe Journal of Index Investing May 2014, 5 (1) 2; DOI: https://doi.org/10.3905/jii.2014.5.1.002
- Stock Price Volatility of Banks and Other Financials
Emanating from the Inception of
Leveraged, Inverse, and Traditional ETFsRichard J. Curcio, Randy I. Anderson and Hany GuirguisThe Journal of Index Investing May 2014, 5 (1) 12-31; DOI: https://doi.org/10.3905/jii.2014.5.1.012 - Factor Investing RevisitedDavid BlitzThe Journal of Index Investing August 2015, 6 (2) 7-17; DOI: https://doi.org/10.3905/jii.2015.6.2.007
- A Framework for Assessing Factors and Implementing Smart Beta StrategiesJason Hsu, Vitali Kalesnik and Vivek ViswanathanThe Journal of Index Investing May 2015, 6 (1) 89-97; DOI: https://doi.org/10.3905/jii.2015.6.1.089
- Tradability versus Performance: The Role of Liquidity in Minimum Variance Smart Beta ProductsFrank SiuThe Journal of Index Investing May 2015, 6 (1) 79-88; DOI: https://doi.org/10.3905/jii.2015.6.1.079
- Custom Liability Index: The Proper BenchmarkRonald J. RyanThe Journal of Index Investing February 2015, 5 (4) 49-56; DOI: https://doi.org/10.3905/jii.2015.5.4.049
- Managing the Volatility Risk of Investment Portfolios with Minimum-Volatility ETFs: A Long-Term Approach or a Period-Specific Investment Strategy?A. Seddik MezianiThe Journal of Index Investing February 2015, 5 (4) 17-32; DOI: https://doi.org/10.3905/jii.2015.5.4.017
- The Benefits of a Precious-Metals BasketMcGlone MikeThe Journal of Index Investing November 2014, 5 (3) 94-97; DOI: https://doi.org/10.3905/jii.2014.5.3.094
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