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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Three Pillars of Modern Responsible Investment
Lloyd Kurtz

The Journal of Investing ESG Special Issue 2020, joi.2020.1.116; DOI: https://doi.org/10.3905/joi.2020.1.116
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Warning: SRI Need Not Kill Your Sharpe and Information Ratios-Forecasting of Earnings and Efficient SRI and ESG Portfolios
Christopher C. Geczy, John B. Guerard and Mikhail Samonov

The Journal of Investing ESG Special Issue 2020, joi.2020.1.115; DOI: https://doi.org/10.3905/joi.2020.1.115
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To Divest or to Engage? A Case Study of Investor Responses to Climate Activism
David Chambers, Elroy Dimson and Ellen Quigley

The Journal of Investing ESG Special Issue 2020, joi.2020.1.114; DOI: https://doi.org/10.3905/joi.2020.1.114
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Risk-Adjusted Returns of Socially Responsible Mutual Funds II: How Do They Stack Up in Australia?
Scott J. Niblock, Bruce A. Costa, Keith Jakob and Elisabeth Sinnewe

The Journal of Investing ESG Special Issue 2020, joi.2019.1.113; DOI: https://doi.org/10.3905/joi.2019.1.113
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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

The Journal of Investing December 2019, 29 (1) 6-17; DOI: https://doi.org/10.3905/joi.2019.1.108
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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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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.