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The Journal of Beta Investment Strategies

Portfolio Management Research

Finance & Accounting
AJG 1
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Defined-Outcome ETFs with a Convex Payoff Profile, Part I: Motivation, Construction, Historical SimulationDefined-Outcome ETFs with a Convex Payoff Profile, Part II: The Downside-to-Upside Trade-Off
Ding Liu
20260 citations
The Incredible Structural Alpha
Andrew L. Berkin & Christine L. Wang
20260 citations
Machine Learning in Multifactor Modeling: A Critical Assessment
Jingwen Shi & Hao Yin
20260 citations
Editor’s Letter
Brian R. Bruce
20260 citations
Factor Investing in Emerging Markets: From Theory to Practice
Georg Elsaesser et al.
20260 citations
Low-Risk Equity Investing Revisited: Evidence and Insights since the Emergence of Smart Beta
Raul Leote de Carvalho et al.
20260 citations
Are Factors Fundamentally Technical or Are They Technically Fundamental?
Joe Staines & Arpit Gupta
20260 citations
Volatility Spikes and Momentum
Haim A. Mozes
20260 citations
Divide and Conquer: Active Equity Portfolio Management with Concentrated Benchmarks
S. H. Doole et al.
20260 citations
Using ETF Index Shares to Hedge Stock Market Risk Exposures
Stephen P. Ferris
20260 citations
Smarter Beta Investing: Dollar Neutral, Less Beta, and More Performance with Traditional and Sustainable Factors
Heiko Bailer
20251 citations
Volume Price Confirmation Indicator VBOT Strategy on Sector SPDR ETFs
Matthew Lutey
20250 citations
The Long Way to Cryptocurrencies Commoditization: Learning from Bitcoin ETF Prices?
Alassane Diaw
20250 citations
Performance and Diversification of Emerging Markets Unit Investment Trusts
Javier Rodríguez & Herminio Romero
20250 citations
Growing “Conservative” on High-Income Systematic Strategies
Bruno Taillardat & Hamza Bahaji
20250 citations
An Update on Risk/Return Analysis of US-Based Equity Leveraged and Inverse ETFs
Srinidhi Kanuri & James Malm
20250 citations
Investigating Greenwashing in the US Equity ETF Market
Athanasios Fassas & Stephanos Papadamou
20250 citations
Editor’s Letter
Brian R. Bruce
20250 citations
Do Factor-Mimicking Portfolios Accurately Capture Factor Returns? A Simulation/Analytical Approach
Valentinian Lungu et al.
20250 citations
Editor’s Letter
Brian R. Bruce
20250 citations

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