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Asset Class VAMO

Asset Class VAMO

Hat tip to Swedroe for alerting to this paper. Value and momentum at the asset class level, you know I like it! Here is also a nice RealVision interview with Victor.

Also included a download of Cliff’s old paper “Value and Momentum Everywhere”.

The JPM doesn’t allow you to print the paper so just a download:

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Download

“A Case Study for Using Value and Momentum at the Asset Class Level”

“Value and Momentum Everywhere” – Asness

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