Jan 20 2020 11:48 keyboard_arrow_downkeyboard_arrow_up Comment0 language
The Journal of Systematic Investing (JSI) announces the call for research papers to be published in the inaugural issue.
- - Editor-in-Chief: Amit Goyal, Professor of Finance, University of Lausanne.
- - Academic Advisor: Campbell R.Harvey, Professor of Finance, Fuqua School of Business, Duke University.
- Nick Baltas, Head of R&D of Systematic Trading Strategies(STS), Goldman Sachs.
- Spyros Mesomeris, Head of Global Markets Quantitative Investment StrategiesS tructuring,UBS.
The inaugural issue of the Journal of Systematic Investing (JSI) is open for submission. Submissions should be sent to firstname.lastname@example.org. Please follow the submission guidelines that can be found on the JSI website.
The EQDerivatives Journal of Systematic Investing (JSI) is the definitive venue that attracts and disseminates the latest academic and practitioner research in the space of systematic investing. As more assets become managed in a systematic manner, investment professionals seek to stay abreast of all the relevant academic and industry advances through JSI.
The JSI features theoretical and practitioner research from leaders in systematic investing worldwide. New opportunities sourced through innovative systematic solutions have arisen in recent years driven by changes in liquidity and market structure, regulation, the emergence of technology, among other factors. Furthermore, the performance of the traditional 60% equities and 40% bonds portfolio is being questioned, and with interest rates at a floor in many of the world’s nations and equity valuations remaining high, institutional investors are increasingly exploring new and novel systematic solutions across asset classes and market to capture specific trends, source alpha and diversify portfolios.
The aspirations in launching the JSI is to encourage and promote thought-provoking research in systematic investing to cover not only equities but also the less-well researched asset classes of rates, commodities, fx and credit. The JSI will also unravel cross-asset factor allocation and outcome-orientated portfolio construction research, as well other areas of innovation.
Further information on the JSI can be found at www.eqderivatives.com/research/journal-of-systematic-investing.
If you have questions surround JSI, please email email@example.com.
The first issue of JSI will be published in 2020