Issue Title: 
Highwire: apath: 
/iijindinv/8/3.atom
Highwire: atom_id: 
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/content/8/3
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/content/vol8/issue3
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Highwire: pisa_master: 
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Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Nov 27, 2017
First Page: 
1
Issue Number: 
3
Last Page: 
115
Print Publication Date: 
Nov 30, 2017
Slug: 
3
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/8/3/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:128:"Nothing Lasts Forever (and Everywhere): <em xmlns="http://www.w3.org/1999/xhtml">Fundamental Indexation at the Global Level</em>";s:9:"header-id";s:69:"NothingLastsForeverandEverywhereFundamentalIndexationattheGlobalLevel";s:11:"groupingkey";s:82:"Nothing Lasts Forever (and Everywhere): Fundamental Indexation at the Global Level";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:21:"/iijindinv/8/3/6.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:51:"An Index Methodology for Diversifying Business Risk";s:9:"header-id";s:45:"AnIndexMethodologyforDiversifyingBusinessRisk";s:11:"groupingkey";s:51:"An Index Methodology for Diversifying Business Risk";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/3/21.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:69:"Capacity of Smart Beta Strategies from a Transaction Cost Perspective";s:9:"header-id";s:60:"CapacityofSmartBetaStrategiesfromaTransactionCostPerspective";s:11:"groupingkey";s:69:"Capacity of Smart Beta Strategies from a Transaction Cost Perspective";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/3/39.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:122:"Leadership Matters: <em xmlns="http://www.w3.org/1999/xhtml">Crafting a Smart Beta Portfolio with a Founder-CEO Twist</em>";s:9:"header-id";s:65:"LeadershipMattersCraftingaSmartBetaPortfoliowithaFounder-CEOTwist";s:11:"groupingkey";s:76:"Leadership Matters: Crafting a Smart Beta Portfolio with a Founder-CEO Twist";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/3/51.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:123:"The Robustness of the Volatility Factor: <em xmlns="http://www.w3.org/1999/xhtml">Linear versus Nonlinear Factor Model</em>";s:9:"header-id";s:66:"TheRobustnessoftheVolatilityFactorLinearversusNonlinearFactorModel";s:11:"groupingkey";s:77:"The Robustness of the Volatility Factor: Linear versus Nonlinear Factor Model";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/3/75.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:116:"Thematic Indexing, Meet Smart Beta! <em xmlns="http://www.w3.org/1999/xhtml">Merging ESG into Factor Portfolios</em>";s:9:"header-id";s:59:"ThematicIndexingMeetSmartBetaMergingESGintoFactorPortfolios";s:11:"groupingkey";s:70:"Thematic Indexing, Meet Smart Beta! Merging ESG into Factor Portfolios";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijindinv/8/3/89.atom";}s:6:"parent";b:0;}i:7;a:6:{s:7:"heading";s:69:"Low-Volatility Assets for Retirement Investing in an Uncertain Future";s:9:"header-id";s:61:"Low-VolatilityAssetsforRetirementInvestinginanUncertainFuture";s:11:"groupingkey";s:69:"Low-Volatility Assets for Retirement Investing in an Uncertain Future";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijindinv/8/3/102.atom";}s:6:"parent";b:0;}i:8;a:6:{s:7:"heading";s:67:"Among Dividend Indexes, It’s Still Important to Know What You Own";s:9:"header-id";s:53:"AmongDividendIndexesItsStillImportanttoKnowWhatYouOwn";s:11:"groupingkey";s:67:"Among Dividend Indexes, It’s Still Important to Know What You Own";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijindinv/8/3/112.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Winter 2017
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
2154-7238
Electronic ISSN: 
2374-135X
Highwire Alternate Title: 
The Journal of Index Investing: 8 (3)
Last load event: 
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