RT Journal Article SR Electronic T1 Using VIX Entropy Indicators for Style Rotation Timing JF The Journal of Investing FD Institutional Investor Journals SP 130 OP 143 DO 10.3905/joi.2014.23.3.130 VO 23 IS 3 A1 Levan Efremidze A1 James A. DiLellio A1 Darrol J. Stanley YR 2014 UL https://pm-research.com/content/23/3/130.abstract AB In this article, the authors examine the feasibility of market timing between large-capitalization value and growth portfolios with the use of entropy measures as compared with previously tested methods of market timing using stock market volatility (using the CBOE’s Volatility Index, VIX). Including transaction fees, style rotations using entropy measures appear to provide superior risk-adjusted returns and may offer a desirable alternative strategy for risk-averse investors seeking equity exposure.TOPICS: Portfolio construction, performance measurement