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Fact, Fiction and Momentum Investing Clifford S. Asness, Andrea Frazzini, Ronen Israel and Tobias J. Moskowitz1 This draft: May 9, 2014 Abstract It’s been over 20 years since the academic discovery of momentum investin
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Document Date: 2014-05-10 23:17:32
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Fact, Fiction and Momentum Investing Clifford S. Asness, Andrea Frazzini, Ronen Israel and Tobias J. Moskowitz1 This draft: May 9, 2014 Abstract It’s been over 20 years since the academic discovery of momentum investin