Skip to main content

Main menu

  • Home
  • Latest Articles
  • Past Issues
  • About PA
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • Collections
  • LinkedIn
  • Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
Practical Applications
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • Collections
  • Sample our Content
  • Request a Demo
  • Log in
Practical Applications

Practical Applications

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Latest Articles
  • Past Issues
  • About PA
  • LinkedIn
  • Twitter

Table of Contents

Spring 2014; Volume 1,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Alan, Nazli Sila

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

Practical Applications: 1 (4)
Practical Applications
Vol. 1, Issue 4
Spring 2014
  • Table of Contents
  • Index by author
Sign up for alerts

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

LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
iprjournals@pageantmedia.com
 

Stay Connected

  • LinkedIn
  • Twitter

MORE FROM PMR

  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN Print: 2329-0196 | E-ISSN: 2329-020X

  • Site Map
  • Terms & Conditions
  • Cookies
  • Privacy Policy