Volume 25; Issue 3

The Journal of Investing

Volume 25; Issue 3
1

Editorial Introduction: New Mathematical Tools in the Quant Arsenal

López de Prado, Marcos
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 105 KB
english, 2016
2

Investing in the Beta Space

Pereiro, Luis E
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 1.74 MB
english, 2016
3

Risk and the Volatility Anomaly

De Jong, Jack, Palkar, Darshana D
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 1.71 MB
english, 2016
5

Triage in a Global Financial Crisis: Countries, Sectors, or Stocks?

Stocker, Marshall L
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 1.28 MB
english, 2016
6

A Survey of Three Derivative-Based Methods to Harvest the Volatility Premium in Equity Markets

Ge, Wei
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 803 KB
english, 2016
7

Why Shouldn’t You Invest in Companies with Revolving Door Lobbyists?

Kuvvet, Emre
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 679 KB
english, 2016
9

Quantum Computing: Implications for Portfolio Managers

Goddard, Phil
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 628 KB
english, 2016
10

News Beta: Factoring Sentiment Risk into Quant Models

Hafez, Peter, Xie, Junqiang
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 1.81 MB
english, 2016
12

Risk-Constrained Kelly Gambling

Busseti, Enzo, Ryu, Ernest K, Boyd, Stephen
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 1.98 MB
english, 2016
14

Kinetic Component Analysis

López de Prado, Marcos, Rebonato, Riccardo
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 2.58 MB
english, 2016
15

Commentary: Will Banks Go the Way of Newspapers? Is There a Survival Strategy?

Clippinger, John Henry
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 91 KB
english, 2016
16

Editor’s Letter

Bruce, Brian R
Journal:
The Journal of Investing
Year:
2016
Language:
english
File:
PDF, 87 KB
english, 2016