Joanne has written on the topics of ETFs and their strategy applications, volatility, option strategies, trading costs and market structure as well as issues in portfolio construction and risk estimation. Where publicly available, links are provided below or a link to the journal website where the article can be purchased. Please feel free to contact me if you have any difficulty acquiring a copy of the article in which you have an interest.

The Evolution and Success of Index Strategies in ETFs Financial Analysts Journal Sept/Oct 2016
A Comprehensive Guide to Exchange-Traded Funds (ETFs) (A Summary) Research Foundation Publications March 2016
A Comprehensive Guide to Exchange-Traded Funds (ETFs) Research Foundation Publications March 2016
The Different Faces of Volatility Exposure in Portfolio Management Journal of Alternative Investments Winter 2013
The Foundation for Enduring Derivative Markets: Liquidity, Transparency, and Capacity Journal of Derivatives Fall 2012
Volatility Concepts and Tools in Risk Management and Portfolio Construction CFA Institute Conference Proceedings Quarterly December 2011
The Uses and Risks of Derivatives CFA Institute 2010
Index Volatility in Perspective Journal of Index Investing Summer 2010
Rebalancing Leveraged and Inverse Funds ETFs and Indexing Fall 2009
Equity Trading Capacity Revisited Journal of Trading Spring 2007
Alpha as a Net Zero-Sum Game Journal of Portfolio Management Summer 2006
The Appeal of ETFs ETFs and Indexing Fall 2001
The Changing Role of the Intermediary AIMR Conference Proceedings May 2001
Equity Derivative Strategies AIMR Conference Proceedings August 1999
Synthetic and Enhanced Index Strategies Using Futures on U.S. Indexes Journal of Portfolio Management 1999
Derivatives in Equity Portfolios AIMR Conference Proceedings June 1998
S&P 500 Hedging Costs: A Look Over Time and Market Environments Financial Analysts Journal July/Aug 1994
Adding Value with Equity Derivatives: Part II CFA Institute Winter 1993
Managing Currency Exposures in International Portfolios Financial Analysts Journal Jan/Feb 1990
Equity Trading, Program Trading, Portfolio Insurance, Computer Trading and All That Financial Analysts Journal July/August 1988
Derivatives in Equity Portfolios AIMR Conference Proceedings June 1988
Insurance: Volatility Risk and Futures Mispricing Journal of Portfolio Management Winter 1988
Reducing Volatility with Financial Futures Financial Analysts Journal Nov/Dec 1984