Size Rotation in the U.S. Equity Market

Keith L. Miller; Chee Ooi; Hong Li; Daniel Giamouridis

doi:10.3905/jpm.2013.39.2.116

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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: keith.l.miller@citi.com

Chee Ooi

is a senior portfolio manager at State Street Global Advisors in Boston, MA.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: chee_ooi@SSgA.com

Hong Li

is managing director for Global Quantitative Research at Citigroup in New York, NY.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: hong.li@citi.com

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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: dgiamour@aueb.gr

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 39, Issue 2

Winter 2013

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Size Rotation in the U.S. Equity Market

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Size Rotation in the U.S. Equity Market