JSI Statement of Purpose
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 Strategies Structuring, UBS.
Editorial Board: 50+ leading academics and practitioners in systematic investing and quantitative finance. The JSI Editorial Board has representation from Asia Pacific, EMEA, North America, and Latin America.
Audience: CIOs, CEOs, portfolio managers, asset allocators, investment consultants, RIAs, plan sponsors, researchers, analysts, and quantitative strategists.
The Journal of Systematic Investing (JSI) is an exclusive, online, peer-reviewed journal for institutional investors and academics in finance and related fields. The first issue of the JSI is slated for launch in 2020. The JSI encourages contributions from both practitioners and academics.
The launch of the JSI comes amid a significant growth in systematic investing over the last ten years. Papers in the JSI will address any important areas – including less-well researched ones – of systematic investing across asset classes and markets, will incorporate new and emerging investment themes, as well as the latest approaches to portfolio construction and asset allocation techniques. The papers published in the JSI will be innovative, thought provoking, and will be immediately relevant to the institutional investing community.
The mandate of the JSI is to educate and inform the institutional investor community on latest developments in systematic investing. No matter the level of expertise, institutional investors will be able to use the JSI as the definitive source of information, analysis, and practical techniques in systematic investing from the perspectives of their peers, academics, and the wider practitioners in the industry.
Advertising is not permitted in the JSI. The JSI is published and distributed by EQDerivatives. The JSI is an independent academic journal led by academics and respected practitioners. All Editorial Board members and Executive Editors perform their roles in an individual capacity and are beholden to the Publication Ethics.
Institutional investors and academics will access the JSI through a download portal on EQD’s website.
If you have any concerns, or would like to raise any questions with the JSI’s Statement of Purpose, or would like further information on the JSI, please email mcglinchey@EQDerivatives.com.