The Inconsistency of Return–Based Style Analysis

Journal of Portfolio Management - Tập 26 Số 3 - Trang 61-77 - 2000
Gerald W. Buetow1, Robert R. Johnson2, David E. Runkle3
1The founder of BFRC Services in Charlottesville (VA 22901).
2Senior vice president of the Association of Investment Management and Research in Charlottesville (VA 22903).
3A research officer at the Federal Reserve Bank of Minneapolis (MN 55480).

Tóm tắt

Từ khóa


Tài liệu tham khảo

10.3905/jpm.1992.9

10.2469/faj.v48.n3.33

Bailey J., 1993, Journal of Portfolio Management, 37, 10.3905/jpm.1993.409455

Bogle J., 1998, Journal of Portfolio Management, 34, 10.3905/jpm.1998.409652

Brinson G., 1986, Financial Analysts Journal

Christopherson J., 1995, Journal of Portfolio Management, 32, 10.3905/jpm.1995.409520

10.2469/faj.v53.n5.2115

Michaud R.O., 1998, Journal of Investing, 7, 61, 10.3905/joi.1998.408448

10.3905/jpm.1992.409394

Sharpe W., 1988, Investment Management Review, 59

Tierney D., 1991, Journal of Portfolio Management, 33, 10.3905/jpm.1991.409359