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Volumn 27, Issue 4, 2001, Pages 35-44

Risks of sector rotation strategies: Structuring global equity portfolios

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0041032740     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2001.319811     Document Type: Article
Times cited : (16)

References (13)
  • 1
    • 0002918409 scopus 로고    scopus 로고
    • National versus global influences on equity returns
    • March-April
    • Beckers, Stan, Gregory Connor, and Ross Curds. "National versus Global Influences on Equity Returns." Financial Analysts Journal, Vol. 52, No. 2 (March-April 1996), pp. 31-39.
    • (1996) Financial Analysts Journal , vol.52 , Issue.2 , pp. 31-39
    • Beckers, S.1    Connor, G.2    Curds, R.3
  • 2
    • 0002078352 scopus 로고    scopus 로고
    • The increasing importance of industry factors
    • September-October
    • Cavaglia, Stefano, Christopher Brightman, and Michael Aked. "The Increasing Importance of Industry Factors." Financial Analysts Journal, Vol. 56, No. 5 (September-October 2000), pp. 41-54.
    • (2000) Financial Analysts Journal , vol.56 , Issue.5 , pp. 41-54
    • Cavaglia, S.1    Brightman, C.2    Aked, M.3
  • 3
    • 0040545768 scopus 로고
    • Efficiency across frontiers
    • October
    • Cavaglia, Stefano, Dimitris Melas, and Osamu Miyashita. "Efficiency Across Frontiers." Risk, Vol. 7, No. 10 (October 1994), pp. 56-61.
    • (1994) Risk , vol.7 , Issue.10 , pp. 56-61
    • Cavaglia, S.1    Melas, D.2    Miyashita, O.3
  • 4
  • 6
    • 0000660071 scopus 로고    scopus 로고
    • Another look at the role of the industrial structure of markets for international diversification strategies
    • December
    • Griffin, John M., and G. Andrew Karolyi. "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies." Journal of Financial Economics, Vol. 50, No. 3 (December 1998), pp. 351-373.
    • (1998) Journal of Financial Economics , vol.50 , Issue.3 , pp. 351-373
    • Griffin, J.M.1    Karolyi, G.A.2
  • 9
    • 0002268752 scopus 로고
    • Does industrial structure explain the benefits of industrial diversification?
    • August
    • Heston, Steven L., and K. Geert Rouwenhorst. "Does Industrial Structure Explain the Benefits of Industrial Diversification?" Journal of Financial Economics, Vol. 36, No. 1 (August 1994), pp. 3-27.
    • (1994) Journal of Financial Economics , vol.36 , Issue.1 , pp. 3-27
    • Heston, S.L.1    Rouwenhorst, K.G.2
  • 10
    • 0010189941 scopus 로고
    • Industry and country effects in international stock returns
    • Spring
    • _. "Industry and Country Effects in International Stock Returns." The Journal of Portfolio Management, Vol. 21, No. 3 (Spring 1995), pp. 53-58.
    • (1995) The Journal of Portfolio Management , vol.21 , Issue.3 , pp. 53-58
  • 12
    • 0002681387 scopus 로고    scopus 로고
    • European equity markets and the EMU
    • May-June
    • Rouwenhorst, Geert. "European Equity Markets and the EMU." Financial Analysts Journal, Vol. 55, No. 3 (May-June 1999), pp. 57-64.
    • (1999) Financial Analysts Journal , vol.55 , Issue.3 , pp. 57-64
    • Rouwenhorst, G.1
  • 13
    • 21844521430 scopus 로고
    • The general framework for global investment management and performance attribution
    • Winter
    • Singer, Brian, and Denis Karnosky. "The General Framework for Global Investment Management and Performance Attribution." The Journal of Portfolio Management, Vol. 21, No. 2 (Winter 1995), pp. 84-92.
    • (1995) The Journal of Portfolio Management , vol.21 , Issue.2 , pp. 84-92
    • Singer, B.1    Karnosky, D.2


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