Index by author
Winter 2015; Volume 2,Issue 3
A
Almadi, Himanshu
- You have accessPractical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083
Asness, Clifford
- You have accessPractical Applications of Fact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086
B
Bailey, David H.
- You have accessPractical Applications of The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-NormalityDavid H. Bailey, Marcos López de Prado and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.089
Blitz, David
- You have accessPractical Applications of Explanations for the Volatility Effect: An Overview Based on the CAPM AssumptionsDavid Blitz, Eric Falkenstein, Pim van Vliet and Jennifer BollenPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.080
Bollen, Jennifer
- You have accessPractical Applications of The Glidepath Illusion: An International PerspectiveJavier Estrada and Jennifer BollenPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.079
- You have accessPractical Applications of Explanations for the Volatility Effect: An Overview Based on the CAPM AssumptionsDavid Blitz, Eric Falkenstein, Pim van Vliet and Jennifer BollenPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.080
C
Chow, Tzee-man
- You have accessPractical Applications of A Study of Low-Volatility Portfolio Construction MethodsTzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088
D
Domian, Dale
- You have accessPractical Applications of R2 and the Benefits of Multiple-Fund PortfoliosDale Domian, David Nanigian and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.085
E
Estrada, Javier
- You have accessPractical Applications of The Glidepath Illusion: An International PerspectiveJavier Estrada and Jennifer BollenPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.079
F
Falkenstein, Eric
- You have accessPractical Applications of Explanations for the Volatility Effect: An Overview Based on the CAPM AssumptionsDavid Blitz, Eric Falkenstein, Pim van Vliet and Jennifer BollenPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.080
Frazzini, Andrea
- You have accessPractical Applications of Fact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086
Fuller, Russell J.
- You have accessPractical Applications of The Stable ROE Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security AnalysisRussell J. Fuller, Raife Giovinazzo, Yining Tung and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.084
G
Giovinazzo, Raife
- You have accessPractical Applications of The Stable ROE Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security AnalysisRussell J. Fuller, Raife Giovinazzo, Yining Tung and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.084
Goyal, Gauri
- You have accessPractical Applications of On the Expected Performance of Market Timing StrategiesWinfried G. Hallerbach and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.078
- You have accessPractical Applications of Fact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086
- You have accessPractical Applications of The Stable ROE Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security AnalysisRussell J. Fuller, Raife Giovinazzo, Yining Tung and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.084
H
Hallerbach, Winfried G.
- You have accessPractical Applications of On the Expected Performance of Market Timing StrategiesWinfried G. Hallerbach and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.078
Harvey, Campbell R.
- You have accessPractical Applications of Evaluating Trading StrategiesCampbell R. Harvey, Yan Liu and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.087
Hsu, Jason C.
- You have accessPractical Applications of A Study of Low-Volatility Portfolio Construction MethodsTzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088
I
Israel, Ronen
- You have accessPractical Applications of Fact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086
K
Kuo, Li-Lan
- You have accessPractical Applications of A Study of Low-Volatility Portfolio Construction MethodsTzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088
L
Laster, David
- You have accessPractical Applications of When Should You Claim Social Security?David Laster, Anil Suri and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.093
Li, Feifei
- You have accessPractical Applications of A Study of Low-Volatility Portfolio Construction MethodsTzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088
Liu, Yan
- You have accessPractical Applications of Evaluating Trading StrategiesCampbell R. Harvey, Yan Liu and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.087
López de Prado, Marcos
- You have accessIntroduction: Quantitative Meta-StrategiesMarcos López de PradoPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.intro
- You have accessPractical Applications of The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-NormalityDavid H. Bailey, Marcos López de Prado and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.089
M
Mack, Barbara J.
- You have accessPractical Applications of Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and ConcernsStephen C. Sexauer, Laurence B. Siegel and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.094
- You have accessPractical Applications of A Study of Low-Volatility Portfolio Construction MethodsTzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088
- You have accessPractical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083
Moskowitz, Tobias
- You have accessPractical Applications of Fact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.086
N
Nanigian, David
- You have accessPractical Applications of R2 and the Benefits of Multiple-Fund PortfoliosDale Domian, David Nanigian and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.085
R
Rapach, David E.
- You have accessPractical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083
S
Scott, Cathy
- You have accessPractical Applications of R2 and the Benefits of Multiple-Fund PortfoliosDale Domian, David Nanigian and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.085
- You have accessPractical Applications of The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-NormalityDavid H. Bailey, Marcos López de Prado and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.089
- You have accessPractical Applications of When Should You Claim Social Security?David Laster, Anil Suri and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.093
- You have accessPractical Applications of Evaluating Trading StrategiesCampbell R. Harvey, Yan Liu and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.087
Sexauer, Stephen C.
- You have accessPractical Applications of Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and ConcernsStephen C. Sexauer, Laurence B. Siegel and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.094
Siegel, Laurence B.
- You have accessPractical Applications of Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and ConcernsStephen C. Sexauer, Laurence B. Siegel and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.094
Suri, Anil
- You have accessPractical Applications of When Should You Claim Social Security?David Laster, Anil Suri and Cathy ScottPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.093
- You have accessPractical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. MackPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083
T
Tung, Yining
- You have accessPractical Applications of The Stable ROE Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security AnalysisRussell J. Fuller, Raife Giovinazzo, Yining Tung and Gauri GoyalPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.084
V
van Vliet, Pim
- You have accessPractical Applications of Explanations for the Volatility Effect: An Overview Based on the CAPM AssumptionsDavid Blitz, Eric Falkenstein, Pim van Vliet and Jennifer BollenPractical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.080
Explore our content to discover more relevant research
In this issue
Practical Applications is only available with a journal subscription. Please email us for further information.