In this issue
On the Persistence of Style Returns
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- Article
- Abstract
- BARRA STYLE FACTORS IN THE U.S., EUROPE, AND JAPAN
- STYLE BIASES IN THE S&P 500, MSCI PAN EUROPE, AND MSCI JAPAN: HOW MUCH DO THEY DETRACT FROM PERFORMANCE?
- A VERY NAÏVE STRATEGY: BET ON LONG-TERM STYLE RETURN PERSISTENCE
- ANOTHER STRATEGY: SIMPLE REGIME-DEPENDENT TIMING DOES NOT WORK
- A REALITY CHECK: CAN YOU ACTUALLY DO THIS?
- THE BOTTOM LINE
- APPENDIX A
- APPENDIX B
- ENDNOTES
- REFERENCES
- Info & Metrics
- PDF (Subscribers Only)
- PDF (Subscribers Only)
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