Discover a structured, applied approach to behavioral finance with the first academic text of
its kind--Ackert/Deaves' BEHAVIORAL FINANCE: PSYCHOLOGY, DECISION MAKING, AND …

We investigate the ability of mutual fund managers to successfully rotate between
investment styles based on characteristics such as market capitalisation, valuation ratios …

This study constructs active Islamic portfolios using a multi-style rotation strategy, derived
from the three prominent styles, namely, momentum, value, and quality investing. We use …

The objective of this article is to examine whether short-term variation in the ranking of size
and style index returns in the UK equity market is better predictable and exploitable by …

According to the literature that an outperforming style changes due to time-varying style
premiums, I investigate the dynamic style allocation strategies with Korean stocks under …

This paper explores investment styles and risk exposures of mutual funds in Indonesia using
Sharpe's return-based style analysis, a quadratic optimization of an asset class factor model …

In this study we estimate the survival time of momentum in six UK style portfolio returns from
October 1980 to June 2014. We utilise the Kaplan-Meier estimator, a non-parametric method …

We examine whether an investor should choose a style rotation strategy (that is style
investing) rather than a buy-and-hold strategy or a momentum strategy. We run out-of …

This dissertation includes three essays on mutual funds and stock returns, specifically
onactive mutual funds' style change and skill, on passive or index funds' fees and investors' …

This paper uses European data only and provides evidence that 3 out of 4 investment styles,
as measured by 11 style proxies in total, exist in large and liquid European data panels …