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Journal of Index Investing

S&P Global

ABDC C
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
Betting against Quant: Examining the Factor Exposures of Thematic Indexes
David Blitz
202115 citations
Factor Investing in Emerging Market Credits
Lennart Dekker et al.
20218 citations
ESG Rating Divergence: Beauty Is in the Eye of the Beholder
Linda Zhang
20214 citations
Static Indexing Beats Tactical Asset Allocation
Joseph McCarthy & Edward Tower
20213 citations
Is Tactical Allocation a Winning Strategy?
Srinidhi Kanuri et al.
20212 citations
Active vs. Smart Beta ETFs: Two Sides of Active Management
Rajnish Kumar
20211 citations
Are All Capture Ratios Created Equal?
Jeffrey M. Coy & Eric J. Robbins
20211 citations
Private Equity Benchmarking for Asset Owners and Investment Managers
Emilian Belev & Dan diBartolomeo
20211 citations
The Error of Tracking Error: Why Active Indexing Makes Sense
Daphne Du & Curt Overway
20211 citations
Should Index Providers Be Regulated as Investment Advisers under the US Investment Advisers Act of 1940
Kathleen H. Moriarty
20211 citations
“An Index Isn’t a Fiduciary” and What That Means for Active Management
Adam Berger
20210 citations
How a New Benchmark Adds to the Evaluation of a Defensive Equity Strategy
John A. Cardinali & Richard Yasenchak
20210 citations
Editor’s Letter
Brian R. Bruce
20210 citations
Factor Model Index for Commodity Investment
Daniel Broby et al.
20210 citations
Editor’s Letter
Brian R. Bruce
20210 citations
Editor’s Letter
Brian R. Bruce
20210 citations
Volatility Managed Indexes: The Importance of Intraday Data
Ryan Poirier
20210 citations
Risk and Return Characteristics of Environmental, Social, and Governance (ESG) Equity ETFs
Srinidhi Kanuri
202029 citations
Factor Investing in Credit
Harald Henke et al.
202018 citations
Factor Performance 2010–2019: <i>A Lost Decade?</i>
David Blitz
202012 citations

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