%0 Journal Article %A Ronald Surz %T Becoming Style Conscious %D 2010 %R 10.3905/joi.2010.19.3.046 %J The Journal of Investing %P 46-49 %V 19 %N 3 %X There are plenty of style indexes from which to choose, and for the most part this choice is made on the basis of brand name, with Russell in the lead. But would we make the same choices if we actually understood how these sausages are made? This article demonstrates that style indexes do in fact behave differently, primarily because of the factors used to classify stocks.TOPICS: Style investing, factor-based models, performance measurement %U https://joi.pm-research.com/content/iijinvest/19/3/46.full.pdf