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

Index by author

Winter 2015; Volume 2,Issue 3
  • 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. Almadi, Himanshu

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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
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: 2 (3)
Practical Applications
Vol. 2, Issue 3
Winter 2015
  • 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

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN Print: 2329-0196 | E-ISSN: 2329-020X

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