Research Papers

What Should You Expect From an Investment Style?
The Impact of Russell 2000 Rebalancing on Small-Cap Performance
The Returns of the S&P 400: Implications for Active Mid Cap Managers
Adding a Style Tilt to an Index Portfolio
Improving the Efficiency of Completeness Funds
Will the Real Style Please Stand Up
Behavior of Stocks Entering the S&P 500
An Introduction to Style Indices
The Benefits of Outperforming in Down Markets
