Table of Contents

Winter 2017; Volume 26,Issue 4

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Investing Winter 2017, 26 (4) 1-2; DOI: https://doi.org/10.3905/joi.2017.26.4.001

Information Flow and Expected Inflation: An Empirical Analysis

Is Beta Dead for Commodities?

  • Is Beta Dead for Commodities?
    Sjur Westgaard and Marie Steen
    The Journal of Investing Winter 2017, 26 (4) 16-26; DOI: https://doi.org/10.3905/joi.2017.26.4.016

Is Limited Attention Universal? Evidence from Surprising Earnings News among Economically Linked Firms

Value and Growth Stock Price Behavior during Stock Market Declines

Enhancing Risk Parity by Including Views

  • Enhancing Risk Parity by Including Views
    Daniel Haesen, Winfried G. Hallerbach, Thijs Markwat and Roderick Molenaar
    The Journal of Investing Winter 2017, 26 (4) 53-68; DOI: https://doi.org/10.3905/joi.2017.26.4.053

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

Idiosyncratic Kurtosis and Expected Returns

The Attractiveness of Investments in Listed German Family Firms: Reality or Deception Caused by Indexes Applying Backtest Data?

Value without HML

  • Value without HML
    Wai Mun Fong
    The Journal of Investing Winter 2017, 26 (4) 105-121; DOI: https://doi.org/10.3905/joi.2017.26.4.105

INVITED EDITORIAL COMMENT: An Introduction to Active Quant

For Style Factors, One Size Does Not Fit All

Active Quant: Applied Investment Research in Emerging Markets

Long-Only Style Investing: Don’t Just Mix, Integrate

Outliers: The Dangers of Not Being One of the Pack

Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Investing: 26 (4)
The Journal of Investing
Vol. 26, Issue 4
Winter 2017
Sign up for alerts