Volatility measures
- The Performance of Currency Value-Adjusted Stock IndicesTerrance JalbertThe Journal of Index Investing August 2012, 3 (2) 34-48; DOI: https://doi.org/10.3905/jii.2012.3.2.034
- Dow Jones Credit Suisse Hedge Fund Broad Indexes:
Returns Analysis and Maximizing the Coefficient
of DeterminationManu Sharma and Rajnish AggarwalThe Journal of Index Investing November 2011, 2 (3) 64-80; DOI: https://doi.org/10.3905/jii.2011.2.3.064 - Indexing Institutional FundsLarry J. Prather, Ting-Heng Chu, M. Imtiaz Mazumder and Che-Chun LinThe Journal of Index Investing November 2011, 2 (3) 58-63; DOI: https://doi.org/10.3905/jii.2011.2.3.058
- Editor’s LetterBrian R. BruceThe Journal of Index Investing November 2011, 2 (3) 1; DOI: https://doi.org/10.3905/jii.2011.2.3.001
- Dow Jones U.S. Select Dividend Index:
Returns Analysis and Maximizing the
Coefficient of DeterminationManu Sharma and Rajnish AggarwalThe Journal of Index Investing February 2012, 2 (4) 56-59; DOI: https://doi.org/10.3905/jii.2012.2.4.056 - Option Theory, Time Diversification, and Index FundsKeith Redhead and Jacek NiklewskiThe Journal of Index Investing August 2011, 2 (2) 48-58; DOI: https://doi.org/10.3905/jii.2011.2.2.048
- Measuring Alpha Potential in the MarketPaul Bouchey, Mary Fjelstad and Hemambara VadlamudiThe Journal of Index Investing August 2011, 2 (2) 40-47; DOI: https://doi.org/10.3905/jii.2011.2.2.040
- The FTSE StableRisk IndicesJeremiah H. Chafkin, Andrew W. Lo and Robert W. SinnottThe Journal of Index Investing August 2011, 2 (2) 12-35; DOI: https://doi.org/10.3905/jii.2011.2.2.012
- Implied Volatility and Market Factor Sensitivities: The
Case of REITs Added to the S&P 500 IndexVaneesha BoneyThe Journal of Index Investing February 2011, 1 (4) 31-38; DOI: https://doi.org/10.3905/jii.2011.1.4.031 - Fundamental Indexation: Rebalancing Assumptions and PerformanceDavid Blitz, Bart van der Grient and Pim van VlietThe Journal of Index Investing August 2010, 1 (2) 82-88; DOI: https://doi.org/10.3905/jii.2010.1.2.082
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