The Journal of Investing

Rise of the Machines: Factor Investing with Artificial Neural Networks and the Cross–Section of Expected Stock Returns
Edward N. W. Aw, Joshua Jiang and John Q. Jiang
Fundamental Factors That Improve Your Investments: A Practical Guide
Pim Lausberg, Alfred Slager and Philip Stork
Be Wary of Black-Box Trading Algorithms
Gary Smith
Demography, Asset Allocation, and Investment Horizon: Enduring Lessons from Long History
Ali Nejadmalayeri
Cryptocurrencies in the Global Economy
Julapa Jagtiani, Michael G. Papaioannou and George Tsetsekos
Glide Paths Based on a Retirement Goal and Depleting Human Capital
Peter Mladina and Charles Grant

Latest Articles

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Returns to Option Strategies Following Class Action Lawsuits
Dean Diavatopoulos, Andy Fodor and Kevin Krieger

The Journal of Investing December 2019, 29 (1) 119-131; DOI: https://doi.org/10.3905/joi.2019.1.109
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Diversification Benefits of European Small-Cap Stocks after the Global Financial Crisis and Brexit
Tien D. Nguyen and Lorne N. Switzer

The Journal of Investing December 2019, 29 (1) 95-118; DOI: https://doi.org/10.3905/joi.2019.1.107
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How to Increase the Odds of Owning the Few Stocks that Drive Returns
Chris Tidmore, Francis M. Kinniry, Giulio Renzi-Ricci and Edoardo Cilla

The Journal of Investing December 2019, 29 (1) 43-60; DOI: https://doi.org/10.3905/joi.2019.1.103
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Seeking Alpha from Share Repurchases
Atreya Chakraborty, James L. Grant, Emery A. Trahan and Bhakti Varma

The Journal of Investing December 2019, 29 (1) 61-79; DOI: https://doi.org/10.3905/joi.2019.1.104
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Capture Ratios: Seizing Market Gains, Avoiding Losses, and Attracting Investors’ Funds
Timothy Marlo and Jeffrey R. Stark

The Journal of Investing December 2019, 29 (1) 80-94; DOI: https://doi.org/10.3905/joi.2019.1.100
Open Access
Editor’s Letter
Brian Bruce

The Journal of Investing December 2019, 29 (1) 1; DOI: https://doi.org/10.3905/joi.2019.29.1.001

DISCOVER RESEARCH FROM OUR AUTHORS

In our series of videos, the authors of research published in The Journal of Investing, discuss the findings of their article, offering more in-depth analysis around it and explain how the conclusions can be implemented in practice.


John B. Guerard and Harry Markowitz	Erin Bigley AllianceBernstein Fixed Income	Ronen Israel AQR Capital Management

ABOUT THE JOURNAL OF INVESTING

The Journal of Investing (JOI) offers practical analysis and leading-edge investment strategies used in the investment profession today. Articles lay out implementable models and critical insights on a range of current investment topics. JOI focuses on easy-to-read analysis that is applicable across many markets, including practical information on emerging markets, asset allocation, retirement planning, and rebalancing portfolios.