Practical Applications: 4 (2)

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Fall 2016; Volume 4,Issue 2

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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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

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