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:




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

Value and Momentum Everywhere” – Asness


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