RT Journal Article
SR Electronic
T1 Commentary: Sectoral Shifts in the Market and the Economy
JF The Journal of Index Investing
FD Institutional Investor Journals
SP 8
OP 11
DO 10.3905/jii.2016.6.4.008
VO 6
IS 4
A1 David M. Blitzer
YR 2016
UL https://pm-research.com/content/6/4/8.abstract
AB The drivers of long-run returns in the market are growth and shifts in sectors such as financials, energy, and technology stocks. Using data on the U.S. economy and the sectors of the S&P 500 covering the period 1991–2015, these shifts are demonstrated.TOPICS: Analysis of individual factors/risk premia, performance measurement