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- W2172585890 abstract "Most studies of asset-pricing anomalies have concentrated on country-specific or regional aggregates of country-specific equity universes. The study reported here concentrated on the performance of anomaly-based investment styles in industry-specific global portfolios. The perspective is that of a U.S. dollar-based investor, and the period is January 1991 through August 1998. The article compares the success during the period of a global industry-neutral strategy, a global industry-rotation strategy, and a global unrestricted investment strategy." @default.
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- W2172585890 date "1999-07-01" @default.
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- W2172585890 title "Asset-Pricing Anomalies in Global Industry Indexes" @default.
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- W2172585890 doi "https://doi.org/10.2469/faj.v55.n4.2282" @default.
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