Index by author

Article

• You have access

  Practical Applications of The Value of Low Volatility

  David Blitz and Howard Moore

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.163
• You have access

  Practical Applications of ETF Transaction Costs Are Often Higher Than Investors Realize

  James J. Angel, Todd J. Broms, Gary L. Gastineau and Gauri Goyal

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.167
• You have access

  Practical Applications of Smart Beta or Smart Alpha?

  Kenneth Lillelund Winther, Søren Resen Steenstrup and Howard Moore

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.168
• You have access

  Practical Applications of How Different Are Alternative Beta Strategies?

  Carmine de Franco, Bruno Monnier, Johann Nicolle, Ksenya Rulik and Howard Moore

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.169
• You have access

  Practical Applications of A New Metric for Smart Beta: Factor Exposure per Unit of Tracking Error

  Jennifer Bender, Xiaole Sun, Taie Wang and Howard Moore

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.170
• You have access

  Practical Applications of The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

  Pablo D. Azar, Andrew W. Lo and Gauri Goyal

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.171
• You have access

  Practical Applications of Alpha Signals, Smart Beta, and Factor Model Alignment

  Terry Marsh, Paul Pfleiderer and Gauri Goyal

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.172
• You have access

  Practical Applications of Can the Whole Be More Than the Sum of the Parts? Bottom-Up versus Top-Down Multifactor Portfolio Construction

  Jennifer Bender, Taie Wang and Riva Atlas

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.173
• You have access

  Practical Applications of Stability-Adjusted Portfolios

  Mark Kritzman, David Turkington and Barbara J. Mack

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.174
• You have access

  Practical Applications of Multifactor Indexes Made Simple: A Review of Static and Dynamic Approaches

  Mehdi Alighanbari, Chin Ping Chia and Howard Moore

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.175
• You have access

  Practical Applications of Tax Management of Factor-Based Portfolios

  Rey Santodomingo, Vassilii Nemtchinov, Tianchuan (Tim) Li and Howard Moore

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.176
• You have access

  Practical Applications of Adjusted Factor-Based Performance Attribution

  Robert A. Stubbs, Vishv Jeet and Barbara J. Mack

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.177
• You have access

  Practical Applications of Choosing Factors: Not “Which?” but “When?”

  Hunstad Michael R. and Gauri Goyal

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.178
• You have access

  Practical Applications of Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management

  Robert F. Engle, Sergio M. Focardi, Frank J. Fabozzi and Barbara J. Mack

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.179
• You have access

  Introduction: Smart Beta: A Bonanza for Investors or Providers?

  Michael R. Hunstad

  Practical Applications Fall 2016, 4 (2) DOI: https://doi.org/10.3905/pa.2016.4.2.intro