Table of Contents
Fall 2013; Volume 1,Issue 2
A
Amenc, Noël
- You have accessPractical Applications of Choose Your Betas: Benchmarking Alternative Equity Index StrategiesNoël Amenc, Felix Goltz, Ashish Lodh and Joanna WrightonPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.002
Arnott, Robert D.
- You have accessPractical Applications of The Surprising Alpha from Malkiel’s Monkey and Upside-Down StrategiesRobert D. Arnott, Jason Hsu, Vitali Kalesnik, Phil Tindall and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.019
- You have accessPractical Applications of Rebalancing and the Value EffectDenis B. Chaves, Robert D. Arnott and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.013
Asl, Farshid M.
- You have accessPractical Applications of Advancing Strategic Asset Allocation in a Multi-Factor WorldFarshid M. Asl, Erkko Etula and Betsy MassarPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.001
Asness, Cliff
- You have accessIntroductionCliff AsnessPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.intro
Asness, Clifford
- You have accessPractical Applications of The Devil in HML’s DetailsClifford Asness, Andrea Frazzini and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.018
C
Case, Ingrid
- You have accessPractical Applications of Factor-Timing ModelRonald Hua, Dmitri Kantsyrev, Edward Qian and Ingrid CasePractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.003
Chaves, Denis B.
- You have accessPractical Applications of Rebalancing and the Value EffectDenis B. Chaves, Robert D. Arnott and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.013
Christopher, Kathryn
- You have accessPractical Applications of The Volume Clock: Insights into the High-Frequency ParadigmMaureen O’Hara, David Easley, Marcos M. López de Prado and Kathryn ChristopherPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.005
Connett, Wendy
- You have accessPractical Applications of Analyzing Valuation Measures: A Performance Horse Race over the Past 40 YearsWesley R. Gray, Jack Vogel and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.006
- You have accessPractical Applications of Dynamic Exposure TargetingLeigh Sneddon, Vyacheslav Yukhymuk and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.011
- You have accessPractical Applications of The Aftermath of Investment-Grade DistressAriel Edelstein, Bruce D. Phelps and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.009
E
Easley, David
- You have accessPractical Applications of The Volume Clock: Insights into the High-Frequency ParadigmMaureen O’Hara, David Easley, Marcos M. López de Prado and Kathryn ChristopherPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.005
Edelstein, Ariel
- You have accessPractical Applications of The Aftermath of Investment-Grade DistressAriel Edelstein, Bruce D. Phelps and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.009
Etula, Erkko
- You have accessPractical Applications of Advancing Strategic Asset Allocation in a Multi-Factor WorldFarshid M. Asl, Erkko Etula and Betsy MassarPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.001
F
Frazzini, Andrea
- You have accessPractical Applications of The Devil in HML’s DetailsClifford Asness, Andrea Frazzini and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.018
G
Goltz, Felix
- You have accessPractical Applications of Choose Your Betas: Benchmarking Alternative Equity Index StrategiesNoël Amenc, Felix Goltz, Ashish Lodh and Joanna WrightonPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.002
Goyal, Gauri
- You have accessPractical Applications of Portfolio Concentration and the Geometry of Co-MovementWesley Phoa and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.014
- You have accessPractical Applications of Is the 60–40 Stock–Bond Pension Fund Rule Wise?William T. Ziemba and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.017
- You have accessPractical Applications of The Surprising Alpha from Malkiel’s Monkey and Upside-Down StrategiesRobert D. Arnott, Jason Hsu, Vitali Kalesnik, Phil Tindall and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.019
Gray, Wesley R.
- You have accessPractical Applications of Analyzing Valuation Measures: A Performance Horse Race over the Past 40 YearsWesley R. Gray, Jack Vogel and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.006
Gupta, Francis
- You have accessPractical Applications of Market Risk, Size, Style, Momentum, and Dividends: U.S. EquitiesFrancis Gupta and Aimee PicchiPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.004
H
Hsu, Jason
- You have accessPractical Applications of The Surprising Alpha from Malkiel’s Monkey and Upside-Down StrategiesRobert D. Arnott, Jason Hsu, Vitali Kalesnik, Phil Tindall and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.019
Hua, Ronald
- You have accessPractical Applications of Factor-Timing ModelRonald Hua, Dmitri Kantsyrev, Edward Qian and Ingrid CasePractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.003
I
Ilmanen, Antti
- You have accessPractical Applications of The Death of Diversification Has Been Greatly ExaggeratedAntti Ilmanen, Jared Kizer and Betsy MassarPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.012
K
Kalesnik, Vitali
- You have accessPractical Applications of The Surprising Alpha from Malkiel’s Monkey and Upside-Down StrategiesRobert D. Arnott, Jason Hsu, Vitali Kalesnik, Phil Tindall and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.019
Kantsyrev, Dmitri
- You have accessPractical Applications of Factor-Timing ModelRonald Hua, Dmitri Kantsyrev, Edward Qian and Ingrid CasePractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.003
Kizer, Jared
- You have accessPractical Applications of The Death of Diversification Has Been Greatly ExaggeratedAntti Ilmanen, Jared Kizer and Betsy MassarPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.012
Kritzman, Mark
- You have accessPractical Applications of Principal Components as a Measure of Systemic RiskMark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.016
L
Lee, Wai
- You have accessPractical Applications of Risk-Based Asset Allocation: A New Answer to an Old Question?Wai Lee and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.015
Li, Yuanzhen
- You have accessPractical Applications of Principal Components as a Measure of Systemic RiskMark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.016
Lodh, Ashish
- You have accessPractical Applications of Choose Your Betas: Benchmarking Alternative Equity Index StrategiesNoël Amenc, Felix Goltz, Ashish Lodh and Joanna WrightonPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.002
López de Prado, Marcos M.
- You have accessPractical Applications of The Volume Clock: Insights into the High-Frequency ParadigmMaureen O’Hara, David Easley, Marcos M. López de Prado and Kathryn ChristopherPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.005
M
Massar, Betsy
- You have accessPractical Applications of Advancing Strategic Asset Allocation in a Multi-Factor WorldFarshid M. Asl, Erkko Etula and Betsy MassarPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.001
- You have accessPractical Applications of The Death of Diversification Has Been Greatly ExaggeratedAntti Ilmanen, Jared Kizer and Betsy MassarPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.012
Medda, Francesca R.
- You have accessPractical Applications of The Diversification Delta: A Higher-Moment Measure for Portfolio DiversificationMaximilian A. Vermorken, Francesca R. Medda, Thomas Schröder and Joanna WrightonPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.008
O
O’Hara, Maureen
- You have accessPractical Applications of The Volume Clock: Insights into the High-Frequency ParadigmMaureen O’Hara, David Easley, Marcos M. López de Prado and Kathryn ChristopherPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.005
P
Page, Sébastien
- You have accessPractical Applications of Principal Components as a Measure of Systemic RiskMark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.016
Phelps, Bruce D.
- You have accessPractical Applications of The Aftermath of Investment-Grade DistressAriel Edelstein, Bruce D. Phelps and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.009
Phoa, Wesley
- You have accessPractical Applications of Portfolio Concentration and the Geometry of Co-MovementWesley Phoa and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.014
Picchi, Aimee
- You have accessPractical Applications of The Myth of the MonkeyRobert Snigaroff and Aimee PicchiPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.007
- You have accessPractical Applications of Market Risk, Size, Style, Momentum, and Dividends: U.S. EquitiesFrancis Gupta and Aimee PicchiPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.004
Q
Qian, Edward
- You have accessPractical Applications of Pension Liabilities and Risk ParityEdward Qian and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.010
- You have accessPractical Applications of Factor-Timing ModelRonald Hua, Dmitri Kantsyrev, Edward Qian and Ingrid CasePractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.003
R
Rigobon, Roberto
- You have accessPractical Applications of Principal Components as a Measure of Systemic RiskMark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.016
S
Schröder, Thomas
- You have accessPractical Applications of The Diversification Delta: A Higher-Moment Measure for Portfolio DiversificationMaximilian A. Vermorken, Francesca R. Medda, Thomas Schröder and Joanna WrightonPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.008
Scott, Cathy
- You have accessPractical Applications of Pension Liabilities and Risk ParityEdward Qian and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.010
- You have accessPractical Applications of Risk-Based Asset Allocation: A New Answer to an Old Question?Wai Lee and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.015
- You have accessPractical Applications of Principal Components as a Measure of Systemic RiskMark Kritzman, Yuanzhen Li, Sébastien Page, Roberto Rigobon and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.016
- You have accessPractical Applications of The Devil in HML’s DetailsClifford Asness, Andrea Frazzini and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.018
- You have accessPractical Applications of Rebalancing and the Value EffectDenis B. Chaves, Robert D. Arnott and Cathy ScottPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.013
Sneddon, Leigh
- You have accessPractical Applications of Dynamic Exposure TargetingLeigh Sneddon, Vyacheslav Yukhymuk and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.011
Snigaroff, Robert
- You have accessPractical Applications of The Myth of the MonkeyRobert Snigaroff and Aimee PicchiPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.007
T
Tindall, Phil
- You have accessPractical Applications of The Surprising Alpha from Malkiel’s Monkey and Upside-Down StrategiesRobert D. Arnott, Jason Hsu, Vitali Kalesnik, Phil Tindall and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.019
V
Vermorken, Maximilian A.
- You have accessPractical Applications of The Diversification Delta: A Higher-Moment Measure for Portfolio DiversificationMaximilian A. Vermorken, Francesca R. Medda, Thomas Schröder and Joanna WrightonPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.008
Vogel, Jack
- You have accessPractical Applications of Analyzing Valuation Measures: A Performance Horse Race over the Past 40 YearsWesley R. Gray, Jack Vogel and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.006
W
Wrighton, Joanna
- You have accessPractical Applications of The Diversification Delta: A Higher-Moment Measure for Portfolio DiversificationMaximilian A. Vermorken, Francesca R. Medda, Thomas Schröder and Joanna WrightonPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.008
- You have accessPractical Applications of Choose Your Betas: Benchmarking Alternative Equity Index StrategiesNoël Amenc, Felix Goltz, Ashish Lodh and Joanna WrightonPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.002
Y
Yukhymuk, Vyacheslav
- You have accessPractical Applications of Dynamic Exposure TargetingLeigh Sneddon, Vyacheslav Yukhymuk and Wendy ConnettPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.011
Z
Ziemba, William T.
- You have accessPractical Applications of Is the 60–40 Stock–Bond Pension Fund Rule Wise?William T. Ziemba and Gauri GoyalPractical Applications Fall 2013, 1 (2) DOI: https://doi.org/10.3905/pa.2013.1.2.017
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