Index by author

Winter 2015; Volume 2,Issue 3

A

  1. Almadi, Himanshu

    1. Practical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?
      Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083

  2. Asness, Clifford

    1. Practical Applications of Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086

B

  1. Bailey, David H.

    1. Practical Applications of The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality
      David H. Bailey, Marcos López de Prado and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.089

  2. Blitz, David

    1. Practical Applications of Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions
      David Blitz, Eric Falkenstein, Pim van Vliet and Jennifer Bollen
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.080

  3. Bollen, Jennifer

    1. Practical Applications of The Glidepath Illusion: An International Perspective
      Javier Estrada and Jennifer Bollen
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.079
    2. Practical Applications of Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions
      David Blitz, Eric Falkenstein, Pim van Vliet and Jennifer Bollen
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.080

C

  1. Chow, Tzee-man

    1. Practical Applications of A Study of Low-Volatility Portfolio Construction Methods
      Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088

D

  1. Domian, Dale

    1. Practical Applications of R2 and the Benefits of Multiple-Fund Portfolios
      Dale Domian, David Nanigian and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.085

E

  1. Estrada, Javier

    1. Practical Applications of The Glidepath Illusion: An International Perspective
      Javier Estrada and Jennifer Bollen
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.079

F

  1. Falkenstein, Eric

    1. Practical Applications of Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions
      David Blitz, Eric Falkenstein, Pim van Vliet and Jennifer Bollen
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.080

  2. Frazzini, Andrea

    1. Practical Applications of Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086

  3. Fuller, Russell J.

    1. Practical Applications of The Stable ROE Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo, Yining Tung and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.084

G

  1. Giovinazzo, Raife

    1. Practical Applications of The Stable ROE Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo, Yining Tung and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.084

  2. Goyal, Gauri

    1. Practical Applications of On the Expected Performance of Market Timing Strategies
      Winfried G. Hallerbach and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.078
    2. Practical Applications of Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086
    3. Practical Applications of The Stable ROE Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo, Yining Tung and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.084

H

  1. Hallerbach, Winfried G.

    1. Practical Applications of On the Expected Performance of Market Timing Strategies
      Winfried G. Hallerbach and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.078

  2. Harvey, Campbell R.

    1. Practical Applications of Evaluating Trading Strategies
      Campbell R. Harvey, Yan Liu and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.087

  3. Hsu, Jason C.

    1. Practical Applications of A Study of Low-Volatility Portfolio Construction Methods
      Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088

I

  1. Israel, Ronen

    1. Practical Applications of Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086

K

  1. Kuo, Li-Lan

    1. Practical Applications of A Study of Low-Volatility Portfolio Construction Methods
      Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088

L

  1. Laster, David

    1. Practical Applications of When Should You Claim Social Security?
      David Laster, Anil Suri and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.093

  2. Li, Feifei

    1. Practical Applications of A Study of Low-Volatility Portfolio Construction Methods
      Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088

  3. Liu, Yan

    1. Practical Applications of Evaluating Trading Strategies
      Campbell R. Harvey, Yan Liu and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.087

  4. López de Prado, Marcos

    1. Introduction: Quantitative Meta-Strategies
      Marcos López de Prado
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.intro
    2. Practical Applications of The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality
      David H. Bailey, Marcos López de Prado and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.089

M

  1. Mack, Barbara J.

    1. Practical Applications of Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and Concerns
      Stephen C. Sexauer, Laurence B. Siegel and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.094
    2. Practical Applications of A Study of Low-Volatility Portfolio Construction Methods
      Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088
    3. Practical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?
      Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083

  2. Moskowitz, Tobias

    1. Practical Applications of Fact, Fiction, and Momentum Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086

N

  1. Nanigian, David

    1. Practical Applications of R2 and the Benefits of Multiple-Fund Portfolios
      Dale Domian, David Nanigian and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.085

R

  1. Rapach, David E.

    1. Practical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?
      Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083

S

  1. Scott, Cathy

    1. Practical Applications of R2 and the Benefits of Multiple-Fund Portfolios
      Dale Domian, David Nanigian and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.085
    2. Practical Applications of The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality
      David H. Bailey, Marcos López de Prado and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.089
    3. Practical Applications of When Should You Claim Social Security?
      David Laster, Anil Suri and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.093
    4. Practical Applications of Evaluating Trading Strategies
      Campbell R. Harvey, Yan Liu and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.087

  2. Sexauer, Stephen C.

    1. Practical Applications of Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and Concerns
      Stephen C. Sexauer, Laurence B. Siegel and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.094

  3. Siegel, Laurence B.

    1. Practical Applications of Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and Concerns
      Stephen C. Sexauer, Laurence B. Siegel and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.094

  4. Suri, Anil

    1. Practical Applications of When Should You Claim Social Security?
      David Laster, Anil Suri and Cathy Scott
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.093
    2. Practical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?
      Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. Mack
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083

T

  1. Tung, Yining

    1. Practical Applications of The Stable ROE Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security Analysis
      Russell J. Fuller, Raife Giovinazzo, Yining Tung and Gauri Goyal
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.084

V

  1. van Vliet, Pim

    1. Practical Applications of Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions
      David Blitz, Eric Falkenstein, Pim van Vliet and Jennifer Bollen
      Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.080
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Practical Applications: 2 (3)
Practical Applications
Vol. 2, Issue 3
Winter 2015
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