Size Rotation in the U.S. Equity Market | The Journal of Portfolio Management

The Journal of Portfolio Management

Article Information

vol. 39 no. 2 116-127

DOI

https://doi.org/10.3905/jpm.2013.39.2.116

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Pageant Media Ltd

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History

Published online January 31, 2013.

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© 2013 Pageant Media Ltd

Author Information

Keith L. Miller
1. is managing director for Global Quantitative Research at Citigroup in New York, NY. (keith.l.miller{at}citi.com)
Chee Ooi
1. is a senior portfolio manager at State Street Global Advisors in Boston, MA. (chee_ooi{at}SSgA.com)
Hong Li
1. is managing director for Global Quantitative Research at Citigroup in New York, NY. (hong.li{at}citi.com)
Daniel Giamouridis
1. is an assistant professor in the Department of Accounting and Finance at Athens University of Economics and Business, Athens, Greece, a senior visiting fellow in the Faculty of Finance at Cass Business School, City University in London, U.K., and a research associate at EDHEC-Risk Institute in Nice, France. (dgiamour{at}aueb.gr)

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