各位大侠,跪求两篇文献,急啊!多谢多谢。
1、Gallo.J.G and Lockwood, L.J. (1999). Fund management changes and equity style shifts. Financial Analysts Journal, 55, 44-52.
2、Idzorek, T., and Bertsch. F. (2004). The style drift score. Journal of Portfolio Management, 31, 76-84.