Research of value, momentum and other asset allocation frameworks
2009. “Value and Momentum Everywhere”, Clifford Asness, Tobias Moskowitz, and Lasse Pedersen via CXO Advisory:
In summary, a portfolio that combines value and momentum strategies across global equity markets and other asset classes may offer investors relatively high returns with low volatility.
In summary, a portfolio that combines value and momentum strategies across global equity markets and other asset classes may offer investors relatively high returns with low volatility.
