The Journal of Investment Strategies is dedicated to the rigorous treatment of modern

investment strategies; going well beyond the “classical” approaches in both its subject
instruments and methodologies. In providing a balanced representation of academic,
buy-side and sell-side research, the Journal promotes the cross-pollination of ideas
amongst researchers and practitioners, achieving a unique nexus of academia and
industry on one hand, and theoretical and applied models on the other.

The Journal contains in-depth research papers as well as discussion articles on

technical and market subjects, and aims to equip the global investment community with
practical and cutting-edge research in order to understand and implement modern
investment strategies.

With a focus on important contemporary investment strategies, techniques and

management, the journal considers papers on the following areas:

 Fundamental Strategies: including fundamental macro, fundamental equity or

credit selection
 Relative Value Strategies: estimation of and investing in the relative valuation of
related securities, both vanilla and derivatives
 Tactical Strategies: strategies based on forecasting of, and investing in,
patterns of market behavior, such as momentum or 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
 Algorithmic Trading Strategies: models of market microstructure, liquidity and
market impact and algorithmic trade execution and market-making strategies
 Principal Investment Strategies: investment strategies for illiquid securities and
principal ownership or funding of real assets and businesses
 Portfolio Management and Asset Allocation: models for portfolio optimization,
risk control, performance attribution and asset allocation
 Econometric and Statistical Methods: with applications to investment
strategies