Table of Contents

Fall 2013; Volume 1,Issue 2

A

  1. Amenc, Noël

    1. 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

  2. Arnott, Robert D.

    1. 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
    2. 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

  3. Asl, Farshid M.

    1. 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

  4. Asness, Cliff

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

  5. Asness, Clifford

    1. 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

C

  1. Case, Ingrid

    1. 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

  2. Chaves, Denis B.

    1. 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

  3. Christopher, Kathryn

    1. 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

  4. Connett, Wendy

    1. 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
    2. 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
    3. 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

E

  1. Easley, David

    1. 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

  2. Edelstein, Ariel

    1. 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

  3. Etula, Erkko

    1. 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

F

  1. Frazzini, Andrea

    1. 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

G

  1. Goltz, Felix

    1. 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

  2. Goyal, Gauri

    1. 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
    2. 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
    3. 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

  3. Gray, Wesley R.

    1. 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

  4. Gupta, Francis

    1. 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

H

  1. Hsu, Jason

    1. 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

  2. Hua, Ronald

    1. 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

I

  1. Ilmanen, Antti

    1. 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

K

  1. Kalesnik, Vitali

    1. 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

  2. Kantsyrev, Dmitri

    1. 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

  3. Kizer, Jared

    1. 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

  4. Kritzman, Mark

    1. 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

L

  1. Lee, Wai

    1. 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

  2. Li, Yuanzhen

    1. 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

  3. Lodh, Ashish

    1. 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

  4. López de Prado, Marcos M.

    1. 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

M

  1. Massar, Betsy

    1. 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
    2. 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

  2. Medda, Francesca R.

    1. 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

O

  1. O’Hara, Maureen

    1. 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

P

  1. Page, Sébastien

    1. 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

  2. Phelps, Bruce D.

    1. 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

  3. Phoa, Wesley

    1. 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

  4. Picchi, Aimee

    1. 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
    2. 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

Q

  1. Qian, Edward

    1. 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
    2. 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

R

  1. Rigobon, Roberto

    1. 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

S

  1. Schröder, Thomas

    1. 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

  2. Scott, Cathy

    1. 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
    2. 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
    3. 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
    4. 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
    5. 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

  3. Sneddon, Leigh

    1. 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

  4. Snigaroff, Robert

    1. 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

T

  1. Tindall, Phil

    1. 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

V

  1. Vermorken, Maximilian A.

    1. 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

  2. Vogel, Jack

    1. 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

W

  1. Wrighton, Joanna

    1. 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
    2. 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

Y

  1. Yukhymuk, Vyacheslav

    1. 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

Z

  1. Ziemba, William T.

    1. 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: 1 (2)
Practical Applications
Vol. 1, Issue 2
Fall 2013
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