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