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Editor’s Letter

Brian R. Bruce

Journal of Index Investing2021https://doi.org/10.3905/jii.2021.12.3.001article
ABDC C
Weight
0.26

What the paper says

1. Brian R. Bruce 1. Editor-in-Chief To open this issue, Blitz examines the performance characteristics of thematic indexes using standard asset pricing theory and finds that thematic indexes generally exhibit strong negative exposures toward the profitability and value factors, implying that

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Cite this paper

https://doi.org/https://doi.org/10.3905/jii.2021.12.3.001

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@article{brian2021,
  title        = {{Editor’s Letter}},
  author       = {Brian R. Bruce},
  journal      = {Journal of Index Investing},
  year         = {2021},
  doi          = {https://doi.org/https://doi.org/10.3905/jii.2021.12.3.001},
}

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Editor’s Letter

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Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.