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Equity Style Timing (corrected)

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References

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1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
1991Fundamentals and Stock Returns in Japan1,380 cited
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1992Diversification Returns and Asset Contributions172 cited
1987The incredible January effect156 cited

Cited by

2002Multistyle Rotation Strategies43 cited
2006The Effect of Market Regimes on Style Allocation41 cited
2021Building portfolios based on machine learning predictions41 cited
2007

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Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes

39 cited

2004Style Management in Equity Country Allocation30 cited

2010Quantitative or momentum-based multi-style rotation? UK experience24 cited

2001Style Investing24 cited

2005Multifactor Evaluation of Style Rotation24 cited

2010Expected returns on value, growth, and HML20 cited

2012The benefits of tree-based models for stock selection19 cited

2003Tactical Style Allocation—A New Form of Market Neutral Strategy19 cited