Momentum Works Everywhere: The Encyclopedia of Momentum (EAM Investors)
Across a diverse set of global equities and multiple market capitalizations, we conducted an analysis of 32…
Across a diverse set of global equities and multiple market capitalizations, we conducted an analysis of 32…
How much trend-following should investors hold in a portfolio?
Although investing is far noisier and uncertain than most card games, it is also an activity where understanding…
While the empirical research on cross-sectional (long-short) momentum has shown that returns have been high,…