Analysis of individual factors/risk premia
- Needles, Haystacks, and Hidden FactorsGuy MillerThe Journal of Portfolio Management January 2006, 32 (2) 25-32; DOI: https://doi.org/10.3905/jpm.2006.611800
- 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
- Practical Applications of Replacing the Failure Rate: A Downside Risk PerspectiveJavier EstradaPractical Applications January 2019, 6 (3) 1-4; DOI: https://doi.org/10.3905/pa.6.3.296
- 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 January 2021, 8 (3) 1-7; DOI: https://doi.org/10.3905/pa.8.3.410
- Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor InvestingRob Arnott, Campbell R Harvey, Vitali Kalesnik and Juhani LinnainmaaPractical Applications July 2019, 7 (1) 1-5; DOI: https://doi.org/10.3905/pa.7.1.334
- Practical Applications of Rebalancing-Diversification Return: The Opportunity Cost of Illiquid InvestmentsJohn LinderPractical Applications July 2019, 7 (1) 1-5; DOI: https://doi.org/10.3905/pa.7.1.328
- Practical Applications of Macroeconomic Dashboards for Tactical Asset AllocationDavid Clewell, Chris Faulkner-Macdonagh, David Giroux, Sébastien Page and Charles ShriverPractical Applications April 2019, 6 (4) 1-8; DOI: https://doi.org/10.3905/pa.6.4.317
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