Do style benchmarks differ?

Vesa Puttonen () and Tatu Seppä
Additional contact information
Vesa Puttonen: Helsinki School of Economics and Arvo Asset Management

Journal of Asset Management, 2007, vol. 7, issue 6, No 7, 425-428

Abstract: Abstract Styles have become an essential concept in the development, analysis and performance evaluation of investment strategies. We analyse if there are major differences in the behaviour of the commonly used Stoxx and Morgan Stanley Capital International European style indices. We report minor differences. As the Dow Jones Stoxx does not charge for basic data required, one may suggest that DJ Stoxx Value and Growth Indices provide a reasonable benchmark for pension fund managers and mutual investors. The remaining issue is whether these indices behave differently enough.

Keywords: benchmark; style investing; index; value; growth; Stoxx (search for similar items in EconPapers)
Date: 2007
References: Add references at CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1057/palgrave.jam.2250048 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250048

Ordering information: This journal article can be ordered from
http://www.springer.com/finance/journal/41260

DOI: 10.1057/palgrave.jam.2250048

Access Statistics for this article

Journal of Asset Management is currently edited by Marielle de Jong and Dan diBartolomeo

More articles in Journal of Asset Management from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().