Larry Swedroe
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🌐 alphaarchitect.comSource
If you allocate to factor strategies, this paper has interesting findings as to where your returns are actually coming from.
🌐 alphaarchitect.comSource
From Alphaarchitect RSS Feed: Why Momentum Investing Has Been Struggling—And What Volatility Has to Do With It
🌐 alphaarchitect.comSource
Investment professionals have long relied on factor investing—strategies built around characteristics like value, momentum, and quality—to generate returns beyond the broad market. But predicting which factors will perform well in the future has remained challenging. Liyao Wang a
🌐 alphaarchitect.comSource
New research challenges a long-standing rule in momentum investing—and reveals surprising insights about when to use it For decades, investors using momentum strategies have followed a simple rule: ignore last month's returns. This "skip-month" convention has been standard practi