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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