Practical Applications: 4 (2)

Fall 2016; Volume 4,Issue 2

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

Main menu

User menu

Search

Practical Applications

Table of Contents

Explore our content to discover more relevant research

In this issue

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Table of Contents

Explore our content to discover more relevant research

In this issue

Stay Connected