Table of Contents

Spring 2016; Volume 3,Issue 4

A

  1. Aidan Byrne, John

    1. Practical Applications of Classifying and Measuring the Performance of Socially Responsible Mutual Funds
      Meir Statman, Denys Glushkov and John Aidan Byrne
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.156

  2. Ardia, David

    1. Practical Applications of Implied Expected Returns and the Choice of a Mean–Variance Efficient Portfolio Proxy
      David Ardia, Kris Boudt and Joel Kranc
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.140

  3. Asness, Clifford

    1. Practical Applications of Fact, Fiction, and Value Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Aimee Picchi
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.146

B

  1. Ben Dor, Arik

    1. Practical Applications of Should Equity Investors Care about Corporate Bond Prices? Using Bond Prices to Construct Equity Momentum Strategies
      Arik Ben Dor, Zhe Xu and Wendy Connett
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.144

  2. Berk, Jonathan B.

    1. Practical Applications of Active Managers Are Skilled: On Average, They Add More Than $3 Million per Year
      Jonathan B. Berk, Jules van Binsbergen and John Aidan Byrne
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.159

  3. Binsbergen, Jules van

    1. Practical Applications of Active Managers Are Skilled: On Average, They Add More Than $3 Million per Year
      Jonathan B. Berk, Jules van Binsbergen and John Aidan Byrne
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.159

  4. Bogle, John C.

    1. Introduction: Challenging the Status Quo
      John C. Bogle
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.intro
    2. Practical Applications of Occam’s Razor Redux
      John C. Bogle, Michael W. Nolan and Aimee Picchi
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.151

  5. Boudt, Kris

    1. Practical Applications of Implied Expected Returns and the Choice of a Mean–Variance Efficient Portfolio Proxy
      David Ardia, Kris Boudt and Joel Kranc
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.140

  6. Buetow, Gerald W.

    1. Practical Applications of The VIX Futures Basis: Determinants and Implications
      Gerald W. Buetow, Brian J. Henderson and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.157

  7. Byrne, John Aidan

    1. Practical Applications of Active Managers Are Skilled: On Average, They Add More Than $3 Million per Year
      Jonathan B. Berk, Jules van Binsbergen and John Aidan Byrne
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.159

C

  1. Connett, Wendy

    1. Practical Applications of Should Equity Investors Care about Corporate Bond Prices? Using Bond Prices to Construct Equity Momentum Strategies
      Arik Ben Dor, Zhe Xu and Wendy Connett
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.144
    2. Practical Applications of Asset Price Bubbles and the Land of Oz
      Jarrow Robert and Wendy Connett
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.150

F

  1. Feldman, Todd

    1. Practical Applications of Buy and Hold Versus Timing Strategies: The Winner Is…
      Todd Feldman, Alan Jung, Jim Klein and Howard Moore
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.147

  2. Frazzini, Andrea

    1. Practical Applications of Fact, Fiction, and Value Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Aimee Picchi
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.146

G

  1. Glushkov, Denys

    1. Practical Applications of Classifying and Measuring the Performance of Socially Responsible Mutual Funds
      Meir Statman, Denys Glushkov and John Aidan Byrne
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.156

  2. Goyal, Gauri

    1. Practical Applications of Forced Liquidations, Fire Sales, and the Cost of Illiquidity
      Richard R. Lindsey, Andrew B. Weisman and Gauri Goyal
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.148
    2. Practical Applications of What Is an Index?
      Andrew W. Lo and Gauri Goyal
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.149

H

  1. Hansen, Bo William

    1. Practical Applications of Regime-Based versus Static Asset Allocation: Letting the Data Speak
      Peter Nystrup, Bo William Hansen, Henrik Madsen, Erik Lindström and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.152

  2. Harvey, Campbell R.

    1. Practical Applications of Backtesting
      Campbell R. Harvey, Yan Liu and Howard Moore
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.143

  3. Henderson, Brian J.

    1. Practical Applications of The VIX Futures Basis: Determinants and Implications
      Gerald W. Buetow, Brian J. Henderson and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.157

  4. Hsu, Jason

    1. Practical Applications of Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies
      Jason Hsu, Brett W. Myers, Ryan Whitby and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.155

I

  1. Israel, Ronen

    1. Practical Applications of Fact, Fiction, and Value Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Aimee Picchi
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.146

J

  1. Jung, Alan

    1. Practical Applications of Buy and Hold Versus Timing Strategies: The Winner Is…
      Todd Feldman, Alan Jung, Jim Klein and Howard Moore
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.147

K

  1. Klein, Jim

    1. Practical Applications of Buy and Hold Versus Timing Strategies: The Winner Is…
      Todd Feldman, Alan Jung, Jim Klein and Howard Moore
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.147

  2. Kranc, Joel

    1. Practical Applications of Implied Expected Returns and the Choice of a Mean–Variance Efficient Portfolio Proxy
      David Ardia, Kris Boudt and Joel Kranc
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.140

L

  1. Lindsey, Richard R.

    1. Practical Applications of Forced Liquidations, Fire Sales, and the Cost of Illiquidity
      Richard R. Lindsey, Andrew B. Weisman and Gauri Goyal
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.148

  2. Lindström, Erik

    1. Practical Applications of Regime-Based versus Static Asset Allocation: Letting the Data Speak
      Peter Nystrup, Bo William Hansen, Henrik Madsen, Erik Lindström and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.152

  3. Liu, Yan

    1. Practical Applications of Backtesting
      Campbell R. Harvey, Yan Liu and Howard Moore
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.143

  4. Lo, Andrew W.

    1. Practical Applications of What Is an Index?
      Andrew W. Lo and Gauri Goyal
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.149

  5. López de Prado, Marcos

    1. Practical Applications of Recent Trends in Empirical Finance Author:
      Marcos López de Prado and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.154

M

  1. Mack, Barbara J.

    1. Practical Applications of Regime-Based versus Static Asset Allocation: Letting the Data Speak
      Peter Nystrup, Bo William Hansen, Henrik Madsen, Erik Lindström and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.152
    2. Practical Applications of The VIX Futures Basis: Determinants and Implications
      Gerald W. Buetow, Brian J. Henderson and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.157
    3. Practical Applications of Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies
      Jason Hsu, Brett W. Myers, Ryan Whitby and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.155
    4. Practical Applications of Recent Trends in Empirical Finance Author:
      Marcos López de Prado and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.154

  2. Madsen, Henrik

    1. Practical Applications of Regime-Based versus Static Asset Allocation: Letting the Data Speak
      Peter Nystrup, Bo William Hansen, Henrik Madsen, Erik Lindström and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.152

  3. Moore, Howard

    1. Practical Applications of Backtesting
      Campbell R. Harvey, Yan Liu and Howard Moore
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.143
    2. Practical Applications of Buy and Hold Versus Timing Strategies: The Winner Is…
      Todd Feldman, Alan Jung, Jim Klein and Howard Moore
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.147

  4. Moskowitz, Tobias

    1. Practical Applications of Fact, Fiction, and Value Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Aimee Picchi
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.146

  5. Myers, Brett W.

    1. Practical Applications of Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies
      Jason Hsu, Brett W. Myers, Ryan Whitby and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.155

N

  1. Nolan, Michael W.

    1. Practical Applications of Occam’s Razor Redux
      John C. Bogle, Michael W. Nolan and Aimee Picchi
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.151

  2. Nystrup, Peter

    1. Practical Applications of Regime-Based versus Static Asset Allocation: Letting the Data Speak
      Peter Nystrup, Bo William Hansen, Henrik Madsen, Erik Lindström and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.152

P

  1. Picchi, Aimee

    1. Practical Applications of Fact, Fiction, and Value Investing
      Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz and Aimee Picchi
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.146
    2. Practical Applications of Occam’s Razor Redux
      John C. Bogle, Michael W. Nolan and Aimee Picchi
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.151

R

  1. Robert, Jarrow

    1. Practical Applications of Asset Price Bubbles and the Land of Oz
      Jarrow Robert and Wendy Connett
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.150

S

  1. Statman, Meir

    1. Practical Applications of Classifying and Measuring the Performance of Socially Responsible Mutual Funds
      Meir Statman, Denys Glushkov and John Aidan Byrne
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.156

W

  1. Weisman, Andrew B.

    1. Practical Applications of Forced Liquidations, Fire Sales, and the Cost of Illiquidity
      Richard R. Lindsey, Andrew B. Weisman and Gauri Goyal
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.148

  2. Whitby, Ryan

    1. Practical Applications of Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies
      Jason Hsu, Brett W. Myers, Ryan Whitby and Barbara J. Mack
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.155

X

  1. Xu, Zhe

    1. Practical Applications of Should Equity Investors Care about Corporate Bond Prices? Using Bond Prices to Construct Equity Momentum Strategies
      Arik Ben Dor, Zhe Xu and Wendy Connett
      Practical Applications Spring 2016, 3 (4) DOI: https://doi.org/10.3905/pa.2016.3.4.144
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Practical Applications: 3 (4)
Practical Applications
Vol. 3, Issue 4
Spring 2016
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