Analysis of individual factors/risk premia
- Practical Applications of Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc StepRoger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep AhluwaliaPractical Applications October 2020, 8 (2) 1-7; DOI: https://doi.org/10.3905/pa.8.2.410
- Practical Applications of Using the Volatility Risk Premium to Mitigate the Next Financial CrisisWei GePractical Applications October 2020, 8 (2) 1-5; DOI: https://doi.org/10.3905/pa.8.2.397
- Practical Applications of Alternative Risk Premia: Is the Selection Process Important?Francesc Naya and Nils S. TuchschmidPractical Applications October 2020, 8 (2) 1-4; DOI: https://doi.org/10.3905/pa.8.2.392
- Practical Applications of The Capacity of Factor StrategiesDavid Blitz and Thom MarchesiniPractical Applications October 2020, 8 (2) 1-6; DOI: https://doi.org/10.3905/pa.8.2.391
- Embedded Tax Liabilities and Portfolio ChoicePhillip A. Turvey, Anup K. Basu and Peter VerhoevenThe Journal of Portfolio Management April 2013, 39 (3) 93-101; DOI: https://doi.org/10.3905/jpm.2013.39.3.093
- The Tortoise and the Hare: Risk Premium
versus Alternative Asset PortfoliosRon Bird, Harry Liem and Susan ThorpThe Journal of Portfolio Management April 2013, 39 (3) 112-122; DOI: https://doi.org/10.3905/jpm.2013.39.3.112 - Practical Applications of Sales Dispersion: A Robust Factor to Consider to Achieve AlphaAndrew H. Cohen and Feng DongPractical Applications October 2021, 9 (2) 1-5; DOI: https://doi.org/10.3905/pa.9.2.445
- Practical Applications of Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time HorizonsSarah J. Campbell, James Chong, William P. Jennings and G. Michael PhillipsPractical Applications January 2019, 6 (3) 1-6; DOI: https://doi.org/10.3905/pa.6.3.312
- Practical Applications of Fact, Fiction, and the Size EffectRon Alquist, Ronen Israel and Tobias MoskowitzPractical Applications January 2019, 6 (3) 1-6; DOI: https://doi.org/10.3905/pa.6.3.311
- Practical Applications of Factor Allocation and Asset AllocationGregg S. Fisher and Michael B. McDonaldPractical Applications January 2019, 6 (3) 1-5; DOI: https://doi.org/10.3905/pa.6.3.301
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