APA (7th ed.) Citation

Swade, A., Nolte, S., Shackleton, M., & Lohre, H. (2023). Why Do Equally Weighted Portfolios Beat Value-Weighted Ones? Journal of Portfolio Management, 49(5), 167. https://doi.org/10.3905/jpm.2023.1.482

Chicago Style (17th ed.) Citation

Swade, Alexander, Sandra Nolte, Mark Shackleton, and Harald Lohre. "Why Do Equally Weighted Portfolios Beat Value-Weighted Ones?" Journal of Portfolio Management 49, no. 5 (2023): 167. https://doi.org/10.3905/jpm.2023.1.482.

MLA (9th ed.) Citation

Swade, Alexander, et al. "Why Do Equally Weighted Portfolios Beat Value-Weighted Ones?" Journal of Portfolio Management, vol. 49, no. 5, 2023, p. 167, https://doi.org/10.3905/jpm.2023.1.482.