PT  - JOURNAL ARTICLE
AU  - David M. Blitzer
TI  - Commentary: Sectoral Shifts in the Market and the Economy
AID  - 10.3905/jii.2016.6.4.008
DP  - 2016 Feb 29
TA  - The Journal of Index Investing
PG  - 8--11
VI  - 6
IP  - 4
4099  - https://pm-research.com/content/6/4/8.short
4100  - https://pm-research.com/content/6/4/8.full
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