Practical Applications: 1 (2)

Fall 2013; Volume 1,Issue 2

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Practical Applications of Advancing Strategic Asset Allocation in a Multi-Factor World
Farshid M. Asl, Erkko Etula and Betsy Massar

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.001
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Practical Applications of Choose Your Betas: Benchmarking Alternative Equity Index Strategies
Noël Amenc, Felix Goltz, Ashish Lodh and Joanna Wrighton

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.002
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Practical Applications of Factor-Timing Model
Ronald Hua, Dmitri Kantsyrev, Edward Qian and Ingrid Case

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.003
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Practical Applications of Market Risk, Size, Style, Momentum, and Dividends: U.S. Equities
Francis Gupta and Aimee Picchi

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.004
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Practical Applications of The Volume Clock: Insights into the High-Frequency Paradigm
Maureen O’Hara, David Easley, Marcos M. López de Prado and Kathryn Christopher

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.005
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Practical Applications of Analyzing Valuation Measures: A Performance Horse Race over the Past 40 Years
Wesley R. Gray, Jack Vogel and Wendy Connett

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.006
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Practical Applications of The Myth of the Monkey
Robert Snigaroff and Aimee Picchi

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.007
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Practical Applications of The Diversification Delta: A Higher-Moment Measure for Portfolio Diversification
Maximilian A. Vermorken, Francesca R. Medda, Thomas Schröder and Joanna Wrighton

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.008
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Practical Applications of The Aftermath of Investment-Grade Distress
Ariel Edelstein, Bruce D. Phelps and Wendy Connett

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.009
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Practical Applications of Pension Liabilities and Risk Parity
Edward Qian and Cathy Scott

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.010
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Practical Applications of Dynamic Exposure Targeting
Leigh Sneddon, Vyacheslav Yukhymuk and Wendy Connett

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.011
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Practical Applications of The Death of Diversification Has Been Greatly Exaggerated
Antti Ilmanen, Jared Kizer and Betsy Massar

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.012
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Practical Applications of Rebalancing and the Value Effect
Denis B. Chaves, Robert D. Arnott and Cathy Scott

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.013
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Practical Applications of Portfolio Concentration and the Geometry of Co-Movement
Wesley Phoa and Gauri Goyal

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.014
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Practical Applications of Risk-Based Asset Allocation: A New Answer to an Old Question?
Wai Lee and Cathy Scott

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.015
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Practical Applications of Principal Components as a Measure of Systemic Risk
Mark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon and Cathy Scott

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.016
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Practical Applications of Is the 60–40 Stock–Bond Pension Fund Rule Wise?
William T. Ziemba and Gauri Goyal

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.017
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Practical Applications of The Devil in HML’s Details
Clifford Asness, Andrea Frazzini and Cathy Scott

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.018
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Practical Applications of The Surprising Alpha from Malkiel’s Monkey and Upside-Down Strategies
Robert D. Arnott, Jason Hsu, Vitali Kalesnik, Phil Tindall and Gauri Goyal

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.019
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Introduction
Cliff Asness

Practical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.intro

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