If you are a J.P.Morgan client, please visit their website where you may still find lots of papers on various topics related to quantitative strategies (googling may work in a few cases as some universities have used them in MBA courses on quantitative strategies). Some of the titles are:
Risk Premia in Volatility Markets: Exploiting Volatility Spillover and Clustering, 2012.
Commodity Equities or Futures?, 2011.
Economic and Price Signals for Commodity Allocation, 2009.
Longevity Risk and Portfolio Allocation, 2009.
Profiting from Slide in Commodity Curves, 2009.
Commodity Prices and Futures Positions, 2009.
Combining Directional and Sector Momentum, 2009.
Volatility Signals for Asset Allocation, 2008
Timing Carry in US Municipal Markets, 2008.
Cross-Momentum for EM Equity Sectors, 2008.
Momentum in Global Equity Sectors, 2008.
Optimizing Commodities Momentum, 2008.
Hedge Fund Alternatives, 2008.
Markowitz in Tactical Asset Allocation, 2007.
Equity Style Rotation, 2006.
Momentum in Commodities, 2006.
Exploiting Cross-Market Momentum, 2006.
Risk Premia in Volatility Markets: Exploiting Volatility Spillover and Clustering, 2012.
Commodity Equities or Futures?, 2011.
Economic and Price Signals for Commodity Allocation, 2009.
Longevity Risk and Portfolio Allocation, 2009.
Profiting from Slide in Commodity Curves, 2009.
Commodity Prices and Futures Positions, 2009.
Combining Directional and Sector Momentum, 2009.
Volatility Signals for Asset Allocation, 2008
Timing Carry in US Municipal Markets, 2008.
Cross-Momentum for EM Equity Sectors, 2008.
Momentum in Global Equity Sectors, 2008.
Optimizing Commodities Momentum, 2008.
Hedge Fund Alternatives, 2008.
Markowitz in Tactical Asset Allocation, 2007.
Equity Style Rotation, 2006.
Momentum in Commodities, 2006.
Exploiting Cross-Market Momentum, 2006.