Style investing
- Do High Frequency Trading Firms Provide Two-Sided Liquidity?Deniz Ozenbas and Robert A. SchwartzThe Journal of Portfolio Management July 2018, 44 (7) 63-74; DOI: https://doi.org/10.3905/jpm.2018.1.081
- Deconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management October 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
- Sin Stocks Revisited: Resolving the Sin Stock AnomalyDavid Blitz and Frank J. FabozziThe Journal of Portfolio Management October 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105
- A Network Approach to Analyzing Hedge Fund ConnectivityGueorgui S. Konstantinov and Joseph SimonianThe Journal of Financial Data Science July 2020, 2 (3) 55-72; DOI: https://doi.org/10.3905/jfds.2020.1.036
- Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?Noël Amenc, Felix Goltz and Ben LuytenThe Journal of Portfolio Management June 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
- Factor Investing in CreditHarald Henke, Hendrik Kaufmann, Philip Messow and Jieyan Fang-KlinglerThe Journal of Index Investing May 2020, 11 (1) 33-51; DOI: https://doi.org/10.3905/jii.2020.1.085
- Value by Design?Stephan Kessler, Bernd Scherer and Jan Philipp HarriesThe Journal of Portfolio Management December 2019, 46 (2) 25-43; DOI: https://doi.org/10.3905/jpm.2019.1.122
- A Closer Look at the Factor-to-Specific Risk Ratio in Factor PortfoliosJennifer Bender and Xiaole SunThe Journal of Portfolio Management December 2019, 46 (2) 11-23; DOI: https://doi.org/10.3905/jpm.2019.1.117
- Factor Investing in US Sovereign Bond Markets: A New Generation of Conditional Carry Strategies with Applications in Asset-Only and Asset-Liability ManagementJean-Michel Maeso, Lionel Martellini and Riccardo RebonatoThe Journal of Portfolio Management December 2019, 46 (2) 121-140; DOI: https://doi.org/10.3905/jpm.2019.1.115
- Detecting Factor Risk in Private Asset ReturnsPeter Mladina and David MooreThe Journal of Portfolio Management December 2019, 46 (2) 156-167; DOI: https://doi.org/10.3905/jpm.2019.1.113
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