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01-021/2 - Stock Selection, Style Rotation, and Risk


  • Authors
    André Lucas, Vrije Universiteit Amsterdam; Ronald van Dijk, ING Investment Management, and Tilburg University; Teun Kloek, Erasmus University Rotterdam, and ING Investment Management
  • Publication date
    February 26, 2001
  • Keywords
    investment style; time-varying parameters; risk compensation; business cycles