@article {Blitzer8, author = {David M. Blitzer}, title = {Commentary: Sectoral Shifts in the Market and the Economy}, volume = {6}, number = {4}, pages = {8--11}, year = {2016}, doi = {10.3905/jii.2016.6.4.008}, publisher = {Institutional Investor Journals Umbrella}, abstract = {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{\textendash}2015, these shifts are demonstrated.TOPICS: Analysis of individual factors/risk premia, performance measurement}, issn = {2154-7238}, URL = {https://jii.pm-research.com/content/6/4/8}, eprint = {https://jii.pm-research.com/content/6/4/8.full.pdf}, journal = {The Journal of Beta Investment Strategies} }