Issue Title: 
Highwire: apath: 
/iijindinv/8/2.atom
Highwire: atom_id: 
tag:iijindinv@highwire.org,2017-08-28:8/2
Highwire: cpath: 
/content/8/2
Highwire: cpathalias: 
/content/vol8/issue2
/content/iijindinv/vol8/issue2
/content/iijindinv/8/2
Highwire: jcode: 
iijindinv
Highwire: pisa_id: 
iijindinv;8/2
Highwire: pisa_master: 
iijindinv;8/2
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Aug 31, 2017
First Page: 
1
Issue Number: 
2
Last Page: 
107
Print Publication Date: 
Aug 31, 2017
Slug: 
2
Volume Number: 
8
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:9:{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:21:"/iijindinv/8/2/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:142:"Fair Value Indexation: <em xmlns="http://www.w3.org/1999/xhtml">A Holistic Factor Approach to Asset Pricing, Smart-Beta Value Premium 2.0</em>";s:9:"header-id";s:81:"FairValueIndexationAHolisticFactorApproachtoAssetPricingSmart-BetaValuePremium2.0";s:11:"groupingkey";s:96:"Fair Value Indexation: A Holistic Factor Approach to Asset Pricing, Smart-Beta Value Premium 2.0";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:21:"/iijindinv/8/2/6.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:63:"Long-Term Equity Investing with Leveraged Exchange-Traded Funds";s:9:"header-id";s:57:"Long-TermEquityInvestingwithLeveragedExchange-TradedFunds";s:11:"groupingkey";s:63:"Long-Term Equity Investing with Leveraged Exchange-Traded Funds";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/2/23.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:127:"U.S. Low and Minimum Volatility Indexes: <em xmlns="http://www.w3.org/1999/xhtml">An Empirical Analysis of Factor Exposure</em>";s:9:"header-id";s:69:"U.S.LowandMinimumVolatilityIndexesAnEmpiricalAnalysisofFactorExposure";s:11:"groupingkey";s:81:"U.S. Low and Minimum Volatility Indexes: An Empirical Analysis of Factor Exposure";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/2/39.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:47:"Interest Rate Exposure of Volatility Portfolios";s:9:"header-id";s:42:"InterestRateExposureofVolatilityPortfolios";s:11:"groupingkey";s:47:"Interest Rate Exposure of Volatility Portfolios";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/2/53.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:32:"Managing Risks Beyond Volatility";s:9:"header-id";s:29:"ManagingRisksBeyondVolatility";s:11:"groupingkey";s:32:"Managing Risks Beyond Volatility";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/2/68.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:138:"What Is Missing in Common Minimum Volatility Strategies? <em xmlns="http://www.w3.org/1999/xhtml">The Ignored Impact of Currency Risk</em>";s:9:"header-id";s:78:"WhatIsMissinginCommonMinimumVolatilityStrategiesTheIgnoredImpactofCurrencyRisk";s:11:"groupingkey";s:92:"What Is Missing in Common Minimum Volatility Strategies? The Ignored Impact of Currency Risk";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/2/77.atom";}s:6:"parent";b:0;}i:7;a:6:{s:7:"heading";s:99:"Less Volatile Portfolios: <em xmlns="http://www.w3.org/1999/xhtml">Strength through Simplicity</em>";s:9:"header-id";s:47:"LessVolatilePortfoliosStrengththroughSimplicity";s:11:"groupingkey";s:53:"Less Volatile Portfolios: Strength through Simplicity";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/2/89.atom";}s:6:"parent";b:0;}i:8;a:6:{s:7:"heading";s:36:"A Tale of Two Low Volatility Indexes";s:9:"header-id";s:30:"ATaleofTwoLowVolatilityIndexes";s:11:"groupingkey";s:36:"A Tale of Two Low Volatility Indexes";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/2/95.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Fall 2017
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
2154-7238
Electronic ISSN: 
2374-135X
Highwire Alternate Title: 
The Journal of Index Investing: 8 (2)
Last load event: 
Tuesday, March 27, 2018 - 00:28