Momentum: A Practitioner’s Guide (S&P Dow Jones Indices)
As an investment concept, momentum is straightforward—purchase (or avoid) stocks that have performed relatively…
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The Wisdom of Crowds in Markets (Morgan Stanley IM)
The wisdom of crowds is a powerful way to explain how markets capture known information, making them generally…
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Momentum Strategies in ETFs under Simple Operational Rules: Economic Value and Conditional Predictability (Universidad Diego Portales)
The relevant empirical question about momentum in exchange-traded funds (ETFs) is not whether it works, but…
Factor Time (Bowles et al.)
Factor models conventionally form portfolios annually using stale financial statements released months earlier.…
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Where Active Management Can Add Meaningful Value
Across today’s markets, dispersion, shifting fundamentals, and rapid innovation are creating…
Realizing AI's transformative potential: The next phase of acceleration
The next phase of accelerationThis special report features two papers from Robeco. The first…
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Trump (again!), gimmie credit, and K-pop
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