Report Detail Summary

The Size Selector

October 03, 1999

The forecast for next quarter suggests that large-caps will under-perform small-cap stocks. In turn large-cap stocks are expected to outperform mid-cap stocks (though we have the least confidence in this forecast due to the quality of historical mid-cap data). The investment implications of our estimates are fairly clear: Increase portfolio exposure to the size class whose probability to outperform is greatest.

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