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The Journal of Investment Strategies
Actionable research for the new generation of investors and strategists

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This new Risk Journal puts you at the forefront of
modern investment strategies

"There is a need for a specialized journal dedicated to a rigorous discussion of investment strategies in the post-Markowitz setting."
Alex Lipton, Bank of America Merrill Lynch

Led by Editor-in-Chief Arthur M. Berd and supported by a distinguished advisory and editorial board, The Journal of Investment Strategies meets this need.

A new Journal for a changing marketplace

Both the science and practice of investment management have taken huge leaps in the past decade. The growth of the alternative investment industry has been reflected by similar growth in the new methodologies and approaches to managing investments, which have started to go far beyond conventional portfolio management techniques.

Most of the recent research and innovation coming from both the academic community and the industry practitioners have reflected this shift and concentrated on these new areas. This has produced a particular niche in the field of risk management: investment strategies.

However many existing journals still focus on traditional asset management styles. So a journal dedicated to the research and investigation of modern investment strategies – those breaking new ground on the “classical” Markowitz approaches in both its subject and methodologies – would be an important addition to the field.

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A Journal with a mission

Much of the latest research and opinion on contemporary investment strategies is not currently accessible to a wider audience - particularly papers originating from the industry - simply because there is no reliable outlet for them…until now.

The Journal of Investment Strategies meets the thirst for fresh views on this crucial discipline and equips the global investment community with the practical, cutting-edge research necessary to understand and implement modern investment strategies.

This new Journal, therefore, has three fundamental aims:

• To foster high-quality, original and innovative work.
• To provide practitioners and academics with access to the resulting technical research.
• To serve as an educational forum on timely issues concerning investment strategies in general.

"I very much like the idea. The "actionable" nature of the applied finance papers that is contemplated herein sets this apart from other publications. It would be a "must read" in my field."

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Five ways you will benefit from reading The Journal of Investment Strategies

• You'll glean practical and actionable insights as well as quantitatively sophisticated research which means you can get more out of your investments.
• You'll receive early and detailed exposure to the expertise of rising stars in investment strategy so you can stay ahead of the competition.
• You'll gain direct and specific knowledge of new strategies to help improve your investment methodologies and returns.
• Being at the cutting-edge of modern investment techniques will help your career, your clients and your organisation flourish.
• You'll have access to content that is original and impartial, which means you'll have a clear competitive advantage over non-subscribers.

Subscribe now and be part of the world's most informed
investment community.

Complete coverage of all the crucial investment topics

Led by a distinguished advisory and editorial board, The Journal of Investment Strategies provides a balanced representation of academic, buy-side and sell-side research, including in-depth research articles and discussion papers authored by key industry players, against very discerning guidelines. With a focus on important contemporary investment strategies, techniques and management, this Journal will cover all the critical areas:

• Fundamental strategies - Strategies based on evaluation of the intrinsic value of investments and fundamental economic relationships, including such examples as fundamental macro, fundamental long/short equities, etc
• Relative value strategies - Estimation of, and investing in, the relative valuation of related securities, both vanilla and derivatives
• Technical strategies - Strategies based on forecasting of, and investing in, patterns of market behavior, such as momentum, mean reversion and tactical asset allocation strategies
• Event-driven strategies - Strategies based on the forecast of likelihood of market-moving events or market reactions to such events
• High-frequency and market-microstructure strategies - Models of market microstructure, liquidity and market-making strategies
• Long-term and liquidity provision strategies - Investment strategies using long-term, buy-and-hold and illiquid securities
• Portfolio management and asset allocation - Models for portfolio optimization, risk control, performance attribution and asset allocation
• Econometric and statistical methods - Econometric and statistical methods with applications to investment strategies

Subscribe to The Journal of Investment Strategies and receive up to
six of the very latest, forward-thinking research papers and articles every quarter.

A Journal for the entire investment community

Investment strategy research is a distinct subject matter, combining insights from various areas of financial economics and utilising techniques from econometrics and statistics, among other fields.

Given the particularly challenging times in the market as a result of the financial crisis and the diversity of opinions about what has been happening and why, this new Journal provides a necessary forum for the latest research. The Journal of Investment Strategies is vital reading for senior professionals, academics and industry observers throughout the global investment community to help further their understanding and use of emerging new principles.

Industry
As an applied field of research, investment strategies directly impacts the practice of asset management, a large and diverse industry with many constituents, including traditional and alternative buy-side investment managers as well as the sell-side and independent advisors.

Academia
As an academic topic, it presents unique and interesting challenges for understanding the sources of investment returns and for formulating consistent and systematic methodologies for portfolio management in a dynamic context.

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Call for Papers

The Editorial Board invites research papers and discussion articles for publication in The Journal of Investment Strategies from both academia and industry practitioners. The submissions, which should fall within one of the topic categories highlighted above, will undergo a thorough peer review process with stringent acceptance criteria regarding the content and presentation of the material.

Please send all submissions to: submissions@journalofinvestmentstrategies.com

About the Editor-in-Chief and Advisory & Editorial Board

Arthur M. Berd
Editor-in-Chief

Arthur Berd has been instrumental in developing the idea for this journal. He is an industry recognised expert in quantitative investment strategies, having worked in related positions in both sell-side and buy-side companies such as Goldman Sachs, Lehman Brothers, and BlueMountain Capital. Most recently he was the Head of Macro Volatility Strategies at Capital Fund Management.

Arthur devotes much of his efforts to promote public research in investment strategies and portfolio and risk management, by relying on his industry experience and expertise to write books and edit journals. He has worked for both Risk Journals as a member of the editorial board of The Journal of Credit Risk and Risk Books as editor of the best-selling book “Lessons from the Financial Crisis”.

“Arthur Berd has a strong track record as a scholar and financial practitioner, and he has substantial editorial experience. Arthur is well-qualified to oversee a high quality quantitative finance journal that bridges the gap between theory and practice.”
Lisa Goldberg, MSCI Barra

An impressive Advisory and Editorial Board
More than 25 senior and highly respected figures in industry and academia will be contributing and supporting the Editor-in-Chief Arthur M. Berd. They will be reviewing submissions for the Journal from the world’s foremost and emerging investment specialists, ensuring they meet the stringent criteria and give subscribers the world’s leading research on the subject.

Advisory Board:

• Robert Engle - NYU Stern School of Business
• Kenneth Froot - Harvard Business School
• Robert Jarrow - Cornell University Johnson School of Business

Editorial Board:

• Carol Alexander - University of Reading
• Jesper Andreasen - Danske Bank
• Marco Avellaneda - NYU Courant Institute
• Vineer Bhansali - PIMCO
• Jean-Philippe Bouchaud - Capital Fund Management
• Peter Carr - Morgan Stanley
• Johm Chisholm - Acadian Asset Management
• Dean Curnutt - Macro Risk Advisors
• Vladimir Finkelstein - Cheget Capital
• Ross Garon - SAC Capital
• Lisa Goldberg - MSCI Barra
• Philippe Gougenheim - Unigestion
• Ali Hirsa - Caspian Capital
• Philippe Ithurbide - Amundi Asset Management
• Chris Limbach - PGGM
• Alex Lipton - Bank of America Merrill Lynch
• Dilip Madan - University of Maryland
• Attilio Meucci - Kepos Capital
• Vladimir Piterbarg - Barclays Capital
• Jeffrey Rosenberg - Blackrock
• Pierre Sarrau - Blackrock
• Euan Sinclair - Bluefin Trading
• Cyrille Urfer - Abu Dhabi Investment Council
• Petter Kolm, NYU Courant Center
  

Subscribe now from just £549

Subscribe to The Journal of Investment Strategies now!

Full package: Online & quarterly print journal - £589
Print journal only: £549
Online access only: £549

You can subscribe online now either by invoice or by credit card.

Or you can contact us directly:

Email: incisivehv@subscription.co.uk
Tel: 0870 787 6822 (UK)
Tel: +44 (0) 1858 438 421 (ROW)
Tel: +1 646 736 1856 (US)

Why market leaders turn to Risk Journals

Risk Journals have been publishing authoritative journals for 15 years. Read by thousands of academics and practitioners around the world, the key purpose of Risk Journals is to equip readers with the tools they need to fulfil their professional potential.

With the addition of The Journal of Investment Strategies the portfolio is now seven strong - every title a definitive, independent and reliable research source for its community:

• The Journal of Computational Finance
• The Journal of Risk
• The Journal of Credit Risk
• The Journal of Energy Markets
• The Journal of Risk Model Validation
• The Journal of Operational Risk

Only original and innovative papers are published in Risk Journals, ensuring subscribers keep up-to-date with the ever-changing complexity behind the science of risk management.

Contacts

Editorial:

Queries on submissions can be sent to:

Jade Mitchell
Email: jade.mitchell@riskjournals.com
Tel: + 44 (0) 20 7004 7667

Marketing:

Marketing enquires can be sent to:

Justyna Musial
Email: justyna.musial@incisivemedia.com
Tel: +44 (0) 20 7968 4633
Fax: +44 (0) 20 7484 9888

Subscriptions:

Email: incisivehv@subscription.co.uk
Tel: 0870 787 6822 (UK)
Tel: +44 (0) 1858 438 421 (ROW)
Tel: +1 646 736 1856 (US)