Complementary or Contradictory? Combining Returns Based & Characteristics Based Investment Style Analysis

Author:

Mason Andrew,Thomas Steve H.,McGroarty Frank

Publisher

Elsevier BV

Reference84 articles.

1. Institutional Investor Preferences and Price Pressure: The Case of Corporate Spin-Offs;J S Abarbanell;Journal of Business,2003

2. Generalised Style Analysis of Hedge Funds;V Agarwal;Journal of Asset Management,2000

3. Time Variation in Mutual Fund Style Exposures;J Anneart;Review of Finance,2007

4. Multifactor Asset Pricing Analysis of International Value Investment Strategies;B Arshanapalli;Journal of Portfolio Management,1998

5. Ch21: "Controlling Misfit Through the Use of Dynamic Completeness Funds;J V Bailey;eds. Equity Style Management: Evaluating and Selecting Investment Styles,1995

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