Title: Defensive and Dynamic Equity Strategies and Russell’s Stability Indexes
Type: PDF
Uploaded: Wed, February 16, 2011 - 6:56 AM
Russell’s Investment Division’s observations led to a growing awareness of the importance of stability variables in explaining market behavior and investment manager returns
Adding this third dimension transforms the traditional style box into the style cube
The stability style dimension includes risk factors that are separate from traditional growth/value and cap criteria commonly utilized for benchmark specification
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