Matches in SemOpenAlex for { <https://semopenalex.org/work/W2137787516> ?p ?o ?g. }
- W2137787516 endingPage "22" @default.
- W2137787516 startingPage "8" @default.
- W2137787516 abstract "Even though there is little evidence of predictability in stock specific risk, most equity market neutral managers still rely on stock picking as the preferred way to generate abnormal returns. In this article, the authors document the benefits of a new form of market-neutral portfolio strategy that aims at delivering absolute return over the full business cycle through systematic equity style timing decisions. Using a robust multi-factor recursive modeling approach, they find strong evidence of predictability in value and size style differentials. They use these econometric forecasts to generate systematic style timing allocation decisions. These portfolio decisions can be implemented using Exchange Traded Funds on US style indexes." @default.
- W2137787516 created "2016-06-24" @default.
- W2137787516 creator A5053928410 @default.
- W2137787516 creator A5062778124 @default.
- W2137787516 creator A5086500326 @default.
- W2137787516 creator A5036691380 @default.
- W2137787516 date "2003-06-30" @default.
- W2137787516 modified "2023-09-23" @default.
- W2137787516 title "Tactical Style Allocation—A New Form of Market Neutral Strategy" @default.
- W2137787516 cites W1963774539 @default.
- W2137787516 cites W1975161917 @default.
- W2137787516 cites W1984536024 @default.
- W2137787516 cites W1984697146 @default.
- W2137787516 cites W1989255113 @default.
- W2137787516 cites W2005158847 @default.
- W2137787516 cites W2007682563 @default.
- W2137787516 cites W2010560968 @default.
- W2137787516 cites W2016713852 @default.
- W2137787516 cites W2021824814 @default.
- W2137787516 cites W2079615115 @default.
- W2137787516 cites W2084503396 @default.
- W2137787516 cites W2091524198 @default.
- W2137787516 cites W2095736676 @default.
- W2137787516 cites W2097580026 @default.
- W2137787516 cites W2104267426 @default.
- W2137787516 cites W2128475248 @default.
- W2137787516 cites W2134807435 @default.
- W2137787516 cites W2135606128 @default.
- W2137787516 cites W2138894563 @default.
- W2137787516 cites W2142806639 @default.
- W2137787516 cites W2143455591 @default.
- W2137787516 cites W2144452471 @default.
- W2137787516 cites W2160680204 @default.
- W2137787516 cites W2891051736 @default.
- W2137787516 cites W3022360661 @default.
- W2137787516 cites W3121465794 @default.
- W2137787516 cites W3122085781 @default.
- W2137787516 cites W3122206234 @default.
- W2137787516 cites W3122311863 @default.
- W2137787516 cites W3123994138 @default.
- W2137787516 cites W3124185353 @default.
- W2137787516 cites W3124215555 @default.
- W2137787516 cites W3125396854 @default.
- W2137787516 cites W3126069557 @default.
- W2137787516 cites W3150547458 @default.
- W2137787516 cites W4229511720 @default.
- W2137787516 cites W4230644069 @default.
- W2137787516 cites W4230661391 @default.
- W2137787516 cites W4232111244 @default.
- W2137787516 cites W4241627017 @default.
- W2137787516 cites W4241631103 @default.
- W2137787516 cites W4251104856 @default.
- W2137787516 cites W4251813311 @default.
- W2137787516 cites W4297964220 @default.
- W2137787516 cites W4300036648 @default.
- W2137787516 doi "https://doi.org/10.3905/jai.2003.319079" @default.
- W2137787516 hasPublicationYear "2003" @default.
- W2137787516 type Work @default.
- W2137787516 sameAs 2137787516 @default.
- W2137787516 citedByCount "16" @default.
- W2137787516 countsByYear W21377875162012 @default.
- W2137787516 countsByYear W21377875162013 @default.
- W2137787516 countsByYear W21377875162015 @default.
- W2137787516 countsByYear W21377875162016 @default.
- W2137787516 countsByYear W21377875162017 @default.
- W2137787516 countsByYear W21377875162019 @default.
- W2137787516 countsByYear W21377875162020 @default.
- W2137787516 crossrefType "journal-article" @default.
- W2137787516 hasAuthorship W2137787516A5036691380 @default.
- W2137787516 hasAuthorship W2137787516A5053928410 @default.
- W2137787516 hasAuthorship W2137787516A5062778124 @default.
- W2137787516 hasAuthorship W2137787516A5086500326 @default.
- W2137787516 hasConcept C106159729 @default.
- W2137787516 hasConcept C118315980 @default.
- W2137787516 hasConcept C121332964 @default.
- W2137787516 hasConcept C127413603 @default.
- W2137787516 hasConcept C149782125 @default.
- W2137787516 hasConcept C162324750 @default.
- W2137787516 hasConcept C166957645 @default.
- W2137787516 hasConcept C169549615 @default.
- W2137787516 hasConcept C175444787 @default.
- W2137787516 hasConcept C17744445 @default.
- W2137787516 hasConcept C181308471 @default.
- W2137787516 hasConcept C197640229 @default.
- W2137787516 hasConcept C199539241 @default.
- W2137787516 hasConcept C199728807 @default.
- W2137787516 hasConcept C204036174 @default.
- W2137787516 hasConcept C2776445246 @default.
- W2137787516 hasConcept C2778348673 @default.
- W2137787516 hasConcept C2780821815 @default.
- W2137787516 hasConcept C29122968 @default.
- W2137787516 hasConcept C34375142 @default.
- W2137787516 hasConcept C40331085 @default.
- W2137787516 hasConcept C62520636 @default.
- W2137787516 hasConcept C64589626 @default.
- W2137787516 hasConcept C78519656 @default.
- W2137787516 hasConcept C94644931 @default.
- W2137787516 hasConcept C95457728 @default.