Style Analysis: A Ten-Year Retrospective and Commentary by R. Stephen Hardy

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Tue, 2003-01-07

Style analysis, often referred to as returns-based style analysis (hereafter called RBSA), was developed and first introduced by William Sharpe in his landmark article, “Determining a Fund’s Effective Asset Mix.”1 In 1992, RBSA was made commercially available with the release of StyleADVISOR, a Windows-based software program designed to implement Sharpe’s style analysis. For much of its early history, RBSA was used by a small number of pension plan sponsors and institutional money managers. Today, thousands of investment professionals use RBSA through numerous software programs.


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