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Thoughts on the future: Life-cycle investing in theory and practice
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Bodie, Zvi. "Thoughts on the Future: Life-Cycle Investing in Theory and Practice." Financial Analysts Journal, vol. 59 no. 1 (January/February 2003), pp. 24-29.
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The increasing importance of industry factors
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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.
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The risk of sector rotation strategies
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Summer
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Cavaglia, Stefano, David Cho, and Brian Singer. "The Risk of Sector Rotation Strategies." The Journal of Portfolio Management, vol. 27, no. 4 (Summer 2001), pp. 35-44.
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Cavaglia, S.1
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5
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Industrial action
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Cavaglia, Stefano, Dimitris Melas. George Tsouderos, and Keith Cuthbertson. "Industrial Action." Risk, vol. 8, no. 5 (May 1995), pp. 32-36.
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Cross-industry, cross-country allocation
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Cavaglia, Stefano, and Vadim Moroz. "Cross-Industry, Cross-Country Allocation." Financial Analysts Journal, vol. 58, no. 6 (November/December 2002), pp. 78-97.
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Cavaglia, S.1
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Value and growth in a global context
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Cavaglia, Stefano, Vadim Moroz, and Eric Smidchens. "Value and Growth in a Global Context." Risk, vol. 15, no. 9 (September 2002), pp. 24-25.
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8
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Industirial evolution
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Cavaglia, Stefano, Brian Singer, and Thomas Madsen. "Industirial Evolution." Investment and Pensions Europe, vol. 4, no. 11 (November 2000), pp. 78-79.
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Investment and Pensions Europe
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Cavaglia, S.1
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9
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Global pricing of equity
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Diermeier, Jeff, and Bruno Solnik. "Global Pricing of Equity." Financial Analysts Journal, vol. 57, no 4 (July/August 2001), pp. 37-47.
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Grinold, Richard, Andrew Rudd, and Dan Stefek. "Global Factors: Fact or Fiction?" The Journal of Portfolio Management, vol. 16, no. 1 (Fall 1989), pp. 89-89.
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Does industrial structure explain the benefits of international diversification?
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Heston, Steven, and Geert Rouwenhorst. "Does Industrial Structure Explain the Benefits of International Diversification?" Journal of Financial Economics, vol. 36, no. 1 (August 1994), pp. 3-27.
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Charlottesville, VA: The Research Foundation of AIMR
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Hopkins, Peter, and Hayes Miller. Country, Sector, and Company Factors in Global Equity Portfolios, Charlottesville, VA: The Research Foundation of AIMR, 2001.
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Hopkins, P.1
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13
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Country, industry, and risk factor loadings in portfolio management
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L'Her, Jean-François, Oumar Sy, and Mohamed Yassine Tnani. "Country, Industry, and Risk Factor Loadings in Portfolio Management." The Journal of Portfolio Management, vol. 28, no. 4 (Summer 2002), pp. 70-79.
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L'Her, J.-F.1
Sy, O.2
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The general framework for global investment management and performance attribution
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Winter
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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.
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Singer, B.1
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Why not diversify internationally rather than domestically?
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Solnik, Bruno. "Why Not Diversify Internationally Rather than Domestically?" Financial Analysts Journal, vol. 30, no. 4 (July/August 1974), pp. 48-54.
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