Table of Contents

Spring 2014; Volume 1,Issue 4

A

  1. Alan, Nazli Sila

    1. Practical Applications of Price Discovery: The Economic Function of a Stock Exchange
      Nazli Sila Alan, Robert A. Schwartz and Cathy Scott
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.052

  2. Arnott, Robert D.

    1. Practical Applications of The Glidepath Illusion… and Potential Solutions
      Robert D. Arnott, Katrina F. Sherrerd, Lillian Wu and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.047

  3. Ayres, Ian

    1. Practical Applications of Diversification Across Time
      Ian Ayres, Barry Nalebuff and Betsy Massar
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.035

B

  1. Basu, Anup K.

    1. Practical Applications of Embedded Tax Liabilities and Portfolio Choice
      Phillip A. Turvey, Anup K. Basu, Peter Verhoeven and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.040

  2. Bender, Jennifer

    1. Practical Applications of Can Alpha Be Captured by Risk Premia?
      Jennifer Bender, P. Brett Hammond, William Mok and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.050

  3. Billingsley, Randall S.

    1. Practical Applications of A Trading Strategy to Profit from Overly Aggressive Downward Earnings Guidance
      Randall S. Billingsley, Bruce G. Resnick and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.046

  4. Blanchett, David

    1. Practical Applications of Alpha, Beta, and Now… Gamma
      David Blanchett, Paul Kaplan and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.036

  5. Bollen, Jennifer

    1. Practical Applications of Fundamentally Weighted Global Small Companies
      Peter Bull and Jennifer Bollen
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.048

  6. Borkovec, Milan

    1. Practical Applications of Create or Buy: A Comparative Analysis of Liquidity and Transaction Costs for Selected U.S. ETFs
      Milan Borkovec, Vitaly Serbin and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.049

  7. Bull, Peter

    1. Practical Applications of Fundamentally Weighted Global Small Companies
      Peter Bull and Jennifer Bollen
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.048

C

  1. Cheng, Ping

    1. Practical Applications of Is There a Real Estate Allocation Puzzle?
      Ping Cheng, Zhenguo Lin, Yingchun Liu and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.033

  2. Clarke, Roger

    1. Practical Applications of Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspective
      Roger Clarke, Harindra de Silva, Steven Thorley and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.039

  3. Connett, Wendy

    1. Practical Applications of Can Alpha Be Captured by Risk Premia?
      Jennifer Bender, P. Brett Hammond, William Mok and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.050
    2. Practical Applications of Is There a Real Estate Allocation Puzzle?
      Ping Cheng, Zhenguo Lin, Yingchun Liu and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.033
    3. Practical Applications of A Trading Strategy to Profit from Overly Aggressive Downward Earnings Guidance
      Randall S. Billingsley, Bruce G. Resnick and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.046
    4. Practical Applications of Option Pricing and Market Efficiency
      Robert Jarrow and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.037
    5. Practical Applications of Create or Buy: A Comparative Analysis of Liquidity and Transaction Costs for Selected U.S. ETFs
      Milan Borkovec, Vitaly Serbin and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.049

D

  1. de Silva, Harindra

    1. Practical Applications of Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspective
      Roger Clarke, Harindra de Silva, Steven Thorley and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.039

G

  1. Ghayur, Khalid (Kal)

    1. Practical Applications of Low-Volatility Investing: Balancing Total Risk and Active Risk Considerations
      Khalid (Kal) Ghayur, Ronan G. Heaney, Stephen C. Platt and Joanna Wrighton
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.051

  2. Goyal, Gauri

    1. Practical Applications of Volatility versus Tail Risk: Which One is Compensated in Equity Funds?
      James X. Xiong, Thomas M. Idzorek, Roger G. Ibbotson and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.044
    2. Practical Applications of Alpha, Beta, and Now… Gamma
      David Blanchett, Paul Kaplan and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.036
    3. Practical Applications of Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspective
      Roger Clarke, Harindra de Silva, Steven Thorley and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.039
    4. Practical Applications of Risk Disparity
      Mark Kritzman and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.045
    5. Practical Applications of Embedded Tax Liabilities and Portfolio Choice
      Phillip A. Turvey, Anup K. Basu, Peter Verhoeven and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.040
    6. Practical Applications of The Glidepath Illusion… and Potential Solutions
      Robert D. Arnott, Katrina F. Sherrerd, Lillian Wu and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.047

H

  1. Hammond, P. Brett

    1. Practical Applications of Can Alpha Be Captured by Risk Premia?
      Jennifer Bender, P. Brett Hammond, William Mok and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.050

  2. Heaney, Ronan G.

    1. Practical Applications of Low-Volatility Investing: Balancing Total Risk and Active Risk Considerations
      Khalid (Kal) Ghayur, Ronan G. Heaney, Stephen C. Platt and Joanna Wrighton
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.051

I

  1. Ibbotson, Roger G.

    1. Practical Applications of Volatility versus Tail Risk: Which One is Compensated in Equity Funds?
      James X. Xiong, Thomas M. Idzorek, Roger G. Ibbotson and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.044

  2. Idzorek, Thomas M.

    1. Practical Applications of Volatility versus Tail Risk: Which One is Compensated in Equity Funds?
      James X. Xiong, Thomas M. Idzorek, Roger G. Ibbotson and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.044

J

  1. Jarrow, Robert

    1. Practical Applications of Option Pricing and Market Efficiency
      Robert Jarrow and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.037

K

  1. Kaplan, Paul

    1. Practical Applications of Alpha, Beta, and Now… Gamma
      David Blanchett, Paul Kaplan and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.036

  2. Kaushik, Abhay

    1. Practical Applications of Performance and Persistence of Performance of Actively Managed U.S. Funds that Invest in International Equity
      Abhay Kaushik and Betsy Massar
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.034

  3. Kritzman, Mark

    1. Practical Applications of Risk Disparity
      Mark Kritzman and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.045

L

  1. Lin, Zhenguo

    1. Practical Applications of Is There a Real Estate Allocation Puzzle?
      Ping Cheng, Zhenguo Lin, Yingchun Liu and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.033

  2. Liu, Yingchun

    1. Practical Applications of Is There a Real Estate Allocation Puzzle?
      Ping Cheng, Zhenguo Lin, Yingchun Liu and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.033

M

  1. Massar, Betsy

    1. Practical Applications of Diversification Across Time
      Ian Ayres, Barry Nalebuff and Betsy Massar
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.035
    2. Practical Applications of Performance and Persistence of Performance of Actively Managed U.S. Funds that Invest in International Equity
      Abhay Kaushik and Betsy Massar
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.034

  2. Mok, William

    1. Practical Applications of Can Alpha Be Captured by Risk Premia?
      Jennifer Bender, P. Brett Hammond, William Mok and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.050

N

  1. Nalebuff, Barry

    1. Practical Applications of Diversification Across Time
      Ian Ayres, Barry Nalebuff and Betsy Massar
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.035

P

  1. Platt, Stephen C.

    1. Practical Applications of Low-Volatility Investing: Balancing Total Risk and Active Risk Considerations
      Khalid (Kal) Ghayur, Ronan G. Heaney, Stephen C. Platt and Joanna Wrighton
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.051

R

  1. Resnick, Bruce G.

    1. Practical Applications of A Trading Strategy to Profit from Overly Aggressive Downward Earnings Guidance
      Randall S. Billingsley, Bruce G. Resnick and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.046

S

  1. Schwartz, Robert A.

    1. Practical Applications of Price Discovery: The Economic Function of a Stock Exchange
      Nazli Sila Alan, Robert A. Schwartz and Cathy Scott
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.052

  2. Scott, Cathy

    1. Practical Applications of Price Discovery: The Economic Function of a Stock Exchange
      Nazli Sila Alan, Robert A. Schwartz and Cathy Scott
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.052

  3. Serbin, Vitaly

    1. Practical Applications of Create or Buy: A Comparative Analysis of Liquidity and Transaction Costs for Selected U.S. ETFs
      Milan Borkovec, Vitaly Serbin and Wendy Connett
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.049

  4. Sherrerd, Katrina F.

    1. Practical Applications of The Glidepath Illusion… and Potential Solutions
      Robert D. Arnott, Katrina F. Sherrerd, Lillian Wu and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.047

T

  1. Thorley, Steven

    1. Practical Applications of Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspective
      Roger Clarke, Harindra de Silva, Steven Thorley and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.039

  2. Turvey, Phillip A.

    1. Practical Applications of Embedded Tax Liabilities and Portfolio Choice
      Phillip A. Turvey, Anup K. Basu, Peter Verhoeven and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.040

V

  1. Verhoeven, Peter

    1. Practical Applications of Embedded Tax Liabilities and Portfolio Choice
      Phillip A. Turvey, Anup K. Basu, Peter Verhoeven and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.040

W

  1. Wrighton, Joanna

    1. Practical Applications of Low-Volatility Investing: Balancing Total Risk and Active Risk Considerations
      Khalid (Kal) Ghayur, Ronan G. Heaney, Stephen C. Platt and Joanna Wrighton
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.051

  2. Wu, Lillian

    1. Practical Applications of The Glidepath Illusion… and Potential Solutions
      Robert D. Arnott, Katrina F. Sherrerd, Lillian Wu and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.047

X

  1. Xiong, James X.

    1. Practical Applications of Volatility versus Tail Risk: Which One is Compensated in Equity Funds?
      James X. Xiong, Thomas M. Idzorek, Roger G. Ibbotson and Gauri Goyal
      Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.044
Back to top

Explore our content to discover more relevant research

In this issue

Practical Applications: 1 (4)
Practical Applications
Vol. 1, Issue 4
Spring 2014
Sign up for alerts

Practical Applications is only available with a journal subscription. Please email us for further information.