PT  - JOURNAL ARTICLE
AU  - Ronald Surz
TI  - Becoming Style Conscious
AID  - 10.3905/joi.2010.19.3.046
DP  - 2010 Aug 31
TA  - The Journal of Investing
PG  - 46--49
VI  - 19
IP  - 3
4099  - https://pm-research.com/content/19/3/46.short
4100  - https://pm-research.com/content/19/3/46.full
AB  - There are plenty of style indexes from which to choose, and for the most part this choice is made on the basis of brand name, with Russell in the lead. But would we make the same choices if we actually understood how these sausages are made? This article demonstrates that style indexes do in fact behave differently, primarily because of the factors used to classify stocks.TOPICS: Style investing, factor-based models, performance measurement