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Documents Fact, Fiction and Momentum Investing

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…

Documents Momentum Success Factors by Gary Antonacci

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…

Documents Gary Antonacci - Momentum Success Factors (2012)

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…