TITLE

A Matter of Style

AUTHOR(S)
Wermers, Russ
PUB. DATE
June 2002
SOURCE
Canadian Investment Review;Summer2002, Vol. 15 Issue 2, p42
SOURCE TYPE
Periodical
DOC. TYPE
Article
ABSTRACT
Focuses on the use of portfolio holdings data to manage volatility in equity markets. Book-to-market quintiles subdivisions of cap-ranked portfolios; Characteristics of the investment management style; Consequences of style drift.
ACCESSION #
6900092

 

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