Fact, Fiction and Momentum Investing Clifford S. Asness, Andrea Frazzini, Ronen Israel and Tobias J. Moskowitz 1 This draft: May 9, 2014 Abstract It‘s been over 20 years…
1 Momentum Success Factors Gary Antonacci Portfolio Management Associates 1 February 29, 2012 Abstract Momentum is the premier market anomaly. It is nearly universal in its…
1 Momentum Success Factors Gary Antonacci Portfolio Management Associates 1 February 29, 2012 Abstract Momentum is the premier market anomaly. It is nearly universal in its…