very best returns by market cap size historically are from micro-cap companies. Investors using this strategy buy companies based on their small market cap size on the stock exchange. One of the greatest investors, Warren Buffett, made money in small companies early in his career combining it with value investing. He bought small companies with low P/E ratios and high assets to market cap. See also Asset allocation Buy and hold Bond (finance) CAN SLIM Contrarian investing Financial adviser Intertemporal portfolio choice Investment fund Liability-driven investment strategy List of stock exchanges Market timing Portfolio optimization Stock market Time-weighted return on investment Trend following References External links The Journal of Investment Strategies Quantopian Lecture Series Investment Investment management