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Research Articles

Articles by John S. Brush

Brush, J.S. 2007. "Value and Growth, Theory and Practice." Journal of Portfolio Management, vol. 33, no. 3 (Spring):22-32.

       . 2007. "A Flexible Theory of Price Momentum." Journal of Investing, vol. 16, no. 1 (Spring):36-42.

       . 1997. "Comparisons and Combinations of Long and Long/Short Strategies." Financial Analysts Journal, vol. 53, no. 3 (May/June):81-89.

       . 1996. "Mutual Funds, Share Repurchases, and Merger and Acquisition Activity." Journal of Investing, vol. 5, no. 4 (Winter):23-25.

       ., and V.K. Schock. 1995. "Gradient Maximization: An Integrated Return/Risk Portfolio Construction Procedure." Journal of Portfolio Management, vol. 21, no. 4 (Summer): 89-98.

       . 1994. "Pick Quant Strategy to Diversify Portfolio." Private Asset Management, vol. 1, no. 6 (July 4).

       ., and M.S. Anselmi. 1994. "Practical Use and Misuse of Beta." Journal of Investing, vol. 3, no. 2 (Summer):42-47.

       ., and V.K. Schock. 1993. "Capturing Return and Controlling Risk in Managing a Small-Stock Portfolio." In Small Cap Stocks: Investment and Portfolio Strategies for the Institutional Investor. Edited by R. Klein and J. Lederman. Chicago, IL: Probus Publishing.

       ., and A. Spare. 1990. "Change in Dividend Yield and Portfolio Volatility." Journal of Portfolio Management, vol. 16, no. 3 (Spring):27-32.

       . 1986. "Eight Relative Strength Models Compared." Journal of Portfolio Management, vol. 13, no. 1 (Fall):21-28.

       ., and K.E. Boles. 1983. "The Predictive Power of Relative Strength & CAPM." Journal of Portfolio Management, vol. 9, no. 4 (Summer):20-23.

       . 1979. "An Inflation Forecasting Model Exhibiting Multinational Applicability." In Models and Decision Making in National Economics. Edited by J.M.L. Janssen, L.F. Pau, and A. Straszak. Amsterdam: North-Holland.