Issue Title: 
Highwire: apath: 
/iijinvest/26/3.atom
Highwire: atom_id: 
tag:iijinvest@highwire.org,2017-08-28:26/3
Highwire: cpath: 
/content/26/3
Highwire: cpathalias: 
/content/vol26/issue3
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Highwire: jcode: 
iijinvest
Highwire: pisa_id: 
iijinvest;26/3
Highwire: pisa_master: 
iijinvest;26/3
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Aug 31, 2017
First Page: 
1
Issue Number: 
3
Last Page: 
151
Print Publication Date: 
Aug 31, 2017
Slug: 
3
Volume Number: 
26
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:14:{i:0;a:6:{s:7:"heading";s:17:"Editor’s Letter";s:9:"header-id";s:13:"EditorsLetter";s:11:"groupingkey";s:17:"Editor’s Letter";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijinvest/26/3/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:51:"Commentary: Passive Investing and Market Efficiency";s:9:"header-id";s:45:"CommentaryPassiveInvestingandMarketEfficiency";s:11:"groupingkey";s:51:"Commentary: Passive Investing and Market Efficiency";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijinvest/26/3/7.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:25:"When Do PE Ratios Matter?";s:9:"header-id";s:20:"WhenDoPERatiosMatter";s:11:"groupingkey";s:25:"When Do PE Ratios Matter?";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijinvest/26/3/10.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:38:"Risk Premium of Social Media Sentiment";s:9:"header-id";s:33:"RiskPremiumofSocialMediaSentiment";s:11:"groupingkey";s:38:"Risk Premium of Social Media Sentiment";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijinvest/26/3/21.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:45:"Equity Duration and Portfolio Risk Management";s:9:"header-id";s:40:"EquityDurationandPortfolioRiskManagement";s:11:"groupingkey";s:45:"Equity Duration and Portfolio Risk Management";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijinvest/26/3/29.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:35:"Value Effect and Macroeconomic Risk";s:9:"header-id";s:31:"ValueEffectandMacroeconomicRisk";s:11:"groupingkey";s:35:"Value Effect and Macroeconomic Risk";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijinvest/26/3/41.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:135:"Size Matters: <em xmlns="http://www.w3.org/1999/xhtml">Tail Risk, Momentum, and Trend Following in International Equity Portfolios</em>";s:9:"header-id";s:75:"SizeMattersTailRiskMomentumandTrendFollowinginInternationalEquityPortfolios";s:11:"groupingkey";s:89:"Size Matters: Tail Risk, Momentum, and Trend Following in International Equity Portfolios";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijinvest/26/3/53.atom";}s:6:"parent";b:0;}i:7;a:6:{s:7:"heading";s:124:"Protecting against Loss: <em xmlns="http://www.w3.org/1999/xhtml">Protective Put Strategies versus Stop-Loss Strategies</em>";s:9:"header-id";s:69:"ProtectingagainstLossProtectivePutStrategiesversusStop-LossStrategies";s:11:"groupingkey";s:78:"Protecting against Loss: Protective Put Strategies versus Stop-Loss Strategies";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijinvest/26/3/65.atom";}s:6:"parent";b:0;}i:8;a:6:{s:7:"heading";s:45:"Dynamic Liquidity and Mutual Fund Performance";s:9:"header-id";s:40:"DynamicLiquidityandMutualFundPerformance";s:11:"groupingkey";s:45:"Dynamic Liquidity and Mutual Fund Performance";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijinvest/26/3/77.atom";}s:6:"parent";b:0;}i:9;a:6:{s:7:"heading";s:27:"Scaling up Market Anomalies";s:9:"header-id";s:24:"ScalingupMarketAnomalies";s:11:"groupingkey";s:27:"Scaling up Market Anomalies";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijinvest/26/3/89.atom";}s:6:"parent";b:0;}i:10;a:6:{s:7:"heading";s:71:"A Continuous Return Model for the Low-Volatility and Low-Beta Anomalies";s:9:"header-id";s:62:"AContinuousReturnModelfortheLow-VolatilityandLow-BetaAnomalies";s:11:"groupingkey";s:71:"A Continuous Return Model for the Low-Volatility and Low-Beta Anomalies";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijinvest/26/3/107.atom";}s:6:"parent";b:0;}i:11;a:6:{s:7:"heading";s:69:"Managing U.S. Stock Market Oil Price Risk Using Exchange-Traded Funds";s:9:"header-id";s:60:"ManagingU.S.StockMarketOilPriceRiskUsingExchange-TradedFunds";s:11:"groupingkey";s:69:"Managing U.S. Stock Market Oil Price Risk Using Exchange-Traded Funds";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijinvest/26/3/121.atom";}s:6:"parent";b:0;}i:12;a:6:{s:7:"heading";s:68:"Implied Volatility Changes as Evidence of Stock Price Disequilibrium";s:9:"header-id";s:60:"ImpliedVolatilityChangesasEvidenceofStockPriceDisequilibrium";s:11:"groupingkey";s:68:"Implied Volatility Changes as Evidence of Stock Price Disequilibrium";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijinvest/26/3/129.atom";}s:6:"parent";b:0;}i:13;a:6:{s:7:"heading";s:37:"Systematic Diversification Using Beta";s:9:"header-id";s:34:"SystematicDiversificationUsingBeta";s:11:"groupingkey";s:37:"Systematic Diversification Using Beta";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijinvest/26/3/144.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Fall 2017
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
1068-0896
Electronic ISSN: 
2168-8613
Highwire Alternate Title: 
The Journal of Investing: 26 (3)
Last load event: 
Tuesday, November 14, 2017 - 17:28