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Style and style analysis from a practitioner's perspective: What is it and what does it mean for European Equity investors?

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  • R Schwob

    (Style Research Limited)

Abstract

Style concepts and style practices are currently becoming popular in the UK as well as across Europe and the Eurozone. Yet, within these markets, the relevance and usefulness of style techniques has yet to be demonstrated. This paper reviews the generic range of style techniques available to practitioners and describes the various, basically commercial, reasons for their recent surge in popularity. In an effort to support current practices (or to put them in doubt), the paper proceeds to develop a general framework, and a set of criteria, for determining the validity of these style practices within a working environment. This leads to the formulation of a practical definition of what it means to suggest that style exists within a market. Based on this definition and formal framework, the paper examines and generally supports the relevance of style practices across the Eurozone and within a number of major European markets. Style-based techniques are also adapted to consider the ‘market allocation vs sector allocation’ question that is currently confronting many top-down Eurozone equity managers.

Suggested Citation

  • R Schwob, 2000. "Style and style analysis from a practitioner's perspective: What is it and what does it mean for European Equity investors?," Journal of Asset Management, Palgrave Macmillan, vol. 1(1), pages 39-59, July.
    • Handle: RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240004
    DOI: 10.1057/palgrave.jam.2240004
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    Cited by:

    1. Groenewold, Nicolaas & Fraser, Patricia, 2002. "Violation of the iid-normal assumption: Effects on tests of asset-pricing models using Australian data," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 491-510.

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