Volume 26; Issue 4

The Journal of Investing

Volume 26; Issue 4
1

Enhancing Risk Parity by Including Views

Haesen, Daniel, Hallerbach, Winfried G., Markwat, Thijs, Molenaar, Roderick
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 1.58 MB
english, 2017
2

Idiosyncratic Kurtosis and Expected Returns

Blau, Benjamin M., Whitby, Ryan J.
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 810 KB
english, 2017
4

Outliers: The Dangers of Not Being One of the Pack

Nayar, Vis, Kampouris, Ioannis, Sivitos, Stamatis
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 2.71 MB
english, 2017
5

Information Flow and Expected Inflation: An Empirical Analysis

Cornell, Bradford
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 569 KB
english, 2017
6

Is Beta Dead for Commodities?

Westgaard, Sjur, Steen, Marie
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 1.50 MB
english, 2017
8

Value and Growth Stock Price Behavior during Stock Market Declines

Folkinshteyn, Daniel, Meric, Gulser, Meric, Ilhan
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 2.59 MB
english, 2017
9

Do Long–Short and Market Neutral Mutual Funds Sail on an Even Keel?

Adams, John, Ahmed, Parvez, Nanda, Sudhir
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 1.22 MB
english, 2017
11

Value without HML

Fong, Wai Mun
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 1.87 MB
english, 2017
12

INVITED EDITORIAL COMMENT: An Introduction to Active Quant

Guerard, John B.
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 182 KB
english, 2017
13

For Style Factors, One Size Does Not Fit All

Brown, Melissa R.
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 2.68 MB
english, 2017
14

Active Quant: Applied Investment Research in Emerging Markets

Guerard, John B., Chettiappan, Sundaram
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 2.45 MB
english, 2017
15

Editor’s Letter

Bruce, Brian R.
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 189 KB
english, 2017