Report Detail Summary

Asset Allocation, Risk Premia, Relative Asset Returns and the Economic Environment

September 13, 2000

During the past five years, the relative performance of large capitalization stocks versus small cap stocks has differed markedly from the pattern of the last thirty years. So, too, has the performance of value relative to growth stocks. For the past five years, large cap growth stocks have ruled, while over the past thirty-year period, the prize belongs to small cap value stocks. This dramatic shift in performance has produced some intriguing responses, not the least of which are scars on many previously successful active money managers.

You must have an active account to view these reports. You may register for a trial here

Download Complete Report in PDF Format

Download Complete Report in Word Format

Copyright © 2018 La Jolla Economics All Rights Reserved
Legal Disclaimer - Privacy Policy - Contact Information - Login



The ValueTiming™ strategy is based on the assumption that politicians and policymakers have particular views of the world, and that they will in general adopt policy measures that are consistent with these views.


Economic Disturbances and Equilibrium in an Integrated Global Economy

Cocktail Economics: Discovering Investment Truths from Everyday Conversations

Understanding Asset Allocation: An Intuitive Approach to Maximizing Your Portfolio