Article
Size Rotation in the U.S. Equity Market
Keith L. Miller, Chee Ooi, Hong Li and Daniel Giamouridis
The Journal of Portfolio Management Winter 2013, 39 (2) 116-127; DOI: https://doi.org/10.3905/jpm.2013.39.2.116
Keith L. Miller
is managing director for Global Quantitative Research at Citigroup in New York, NY.
Chee Ooi
is a senior portfolio manager at State Street Global Advisors in Boston, MA.
Hong Li
is managing director for Global Quantitative Research at Citigroup in New York, NY.
Daniel Giamouridis
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.
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In this issue
Size Rotation in the U.S. Equity Market
Keith L. Miller, Chee Ooi, Hong Li, Daniel Giamouridis
The Journal of Portfolio Management Jan 2013, 39 (2) 116-127; DOI: 10.3905/jpm.2013.39.2.116