Robert Shapiro

State Street Global Advisors

Portfolio Manager

United States

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Scholarly Papers (1)

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The Changing Beta of Value and Momentum Stocks

Journal of Investing, Vol. 19, No. 1, pp. 25-31, 2010
Posted: 21 Sep 2009 Last Revised: 07 Apr 2010
Andrea S. Au and Robert Shapiro
State Street Corporation and State Street Global Advisors

Abstract:

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beta, value, momentum