Relative importance of industry and country factors in security returns

Global Finance Journal

Volumn 16, Issue 1, 2005, Pages 16-25

  Tessitore, Anthony ^a   Usmen, Nilufer ^b  

^a Gramercy Investment Advisors   (United States)

^b MONTCLAIR STATE UNIVERSITY   (United States)

Author keywords

Closed end funds; Industry and country factors; Style analysis

Indexed keywords

EID: 23844452104     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2005.05.006     Document Type: Article

References (6)

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3. S. Cavaglia C. Brightman & M. Aked The increasing importance of industry factors Financial Analysts Journal 56 2000 41-54
4. S.L. Heston & K.G. Rouwenhorst Industry and country effects in international stock returns The Journal of Portfolio Management 21 1995 53-58
5. J. L'Her O. Sy & M.Y. Tnani Country, industry and risk factor loadings in portfolio management The Journal of Portfolio Management 28 2002 70-79
6. W.F. Sharpe Asset allocation management style and performance measurement The Journal of Portfolio Management 18 1992 7-19