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Volumn 63, Issue 3, 2007, Pages 59-70

Sector, style, region: Explaining stock allocation performance

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Indexed keywords


EID: 34250697111     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v63.n3.4691     Document Type: Article
Times cited : (38)

References (14)
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  • 2
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    • Brinson, Gary P., Randolph Hood, and Gilbert L. Beebower. 1986. "Determinants of Portfolio Performance." Financial Analysts Journal, vol. 42, no. 4 (July/August):39-48.
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  • 3
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    • Determinants of Portfolio Performance II
    • May/June
    • Brinson, Gary P., Brian D. Singer, and Gilbert L. Beebower. 1991. "Determinants of Portfolio Performance II." Financial Analysts Journal, vol. 47, no. 3 (May/June):40-48.
    • (1991) Financial Analysts Journal , vol.47 , Issue.3 , pp. 40-48
    • Brinson, G.P.1    Singer, B.D.2    Beebower, G.L.3
  • 4
    • 0013413658 scopus 로고    scopus 로고
    • Multifactor Explanations of Asset Pricing Anomalies
    • March
    • Fama, Eugene, and Kenneth French. 1996. "Multifactor Explanations of Asset Pricing Anomalies." Journal of Finance, vol. 51, no. 1 (March):55-84.
    • (1996) Journal of Finance , vol.51 , Issue.1 , pp. 55-84
    • Fama, E.1    French, K.2
  • 5
    • 0037510223 scopus 로고    scopus 로고
    • Does Asset Allocation Policy Explain 40,90, or 100 Percent of Performance?
    • January/February:26-33
    • Ibbotson, Roger D., and Paul Kaplan. 2000. "Does Asset Allocation Policy Explain 40,90, or 100 Percent of Performance?" Financial Analysts Journal, vol. 56, no. 1 (January/February):26-33.
    • (2000) Financial Analysts Journal , vol.56 , Issue.1
    • Ibbotson, R.D.1    Kaplan, P.2
  • 6
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    • Samuelson's Dictum and the Stock Market
    • April
    • Jung, Jeeman, and Robert J. Shiller. 2005. "Samuelson's Dictum and the Stock Market." Economic Inquiry, vol. 43, no. 2 (April):221-228.
    • (2005) Economic Inquiry , vol.43 , Issue.2 , pp. 221-228
    • Jung, J.1    Shiller, R.J.2
  • 7
    • 0041952981 scopus 로고    scopus 로고
    • Asset Allocation versus Security Selection: Evidence from Global Markets
    • December:202-212
    • Kritzman, Mark, and Sébastien Page. 2002. "Asset Allocation versus Security Selection: Evidence from Global Markets." Journal of Asset Management, vol. 3, no. 3 (December):202-212.
    • (2002) Journal of Asset Management , vol.3 , Issue.3
    • Kritzman, M.1    Page, S.2
  • 9
    • 84993848940 scopus 로고
    • Returns from Investing in Equity Mutual Funds 1971 to 1991
    • June
    • Malkiel, Burton G. 1995. "Returns from Investing in Equity Mutual Funds 1971 to 1991." Journal of Finance, vol. 50, no. 2 (June):549-572.
    • (1995) Journal of Finance , vol.50 , Issue.2 , pp. 549-572
    • Malkiel, B.G.1
  • 11
    • 3042708269 scopus 로고    scopus 로고
    • Summing Up on Business Cycles: Opening Address
    • Edited by Jeffrey C. Fuhrer and Scott Schuh. Boston: Federal Reserve Bank of Boston
    • Samuelson, Paul A. 1998. "Summing Up on Business Cycles: Opening Address." In Beyond Shocks: What Causes Business Cycles. Edited by Jeffrey C. Fuhrer and Scott Schuh. Boston: Federal Reserve Bank of Boston.
    • (1998) Beyond Shocks: What Causes Business Cycles
    • Samuelson, P.A.1
  • 12
    • 34250774743 scopus 로고    scopus 로고
    • A Model Commentary: The Challenges of Declining Cross-Sectional Volatility
    • Autumn
    • Senechal, Edouard. 2004. "A Model Commentary: The Challenges of Declining Cross-Sectional Volatility." Barra Newsletter (Autumn):2-10.
    • (2004) Barra Newsletter , pp. 2-10
    • Senechal, E.1
  • 13
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    • January, February
    • Sharpe, William F. 1991. "The Arithmetic of Active Management." Financial Analysts Journal, vol. 47, no. 1 (January / February):7-9.
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  • 14
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    • _. 1992. "Asset Allocation: Management Style and Performance Measurement." Journal of Portfolio Management, vol. 18, no. 2 (Winter):7-19.
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    • Sharpe, W.F.1


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