Factor Momentum Everywhere

Author:

Gupta Tarun,Kelly Bryan T.

Publisher

Elsevier BV

Reference25 articles.

1. Factor Momentum

2. The devil in HML's details;C Asness;Journal of Portfolio Management,2013

3. Fact, Fiction, and Momentum Investing

4. The Siren Song of Factor Timing aka "Smart Beta Timing" aka "Style Timing;C S Asness;Journal of Portfolio Management, Special Issue,2016

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1. Factor timing in the Chinese stock market;International Studies of Economics;2024-07-30

2. Momentum turning points;Journal of Financial Economics;2023-09

3. Factor Timing in the Chinese Stock Market;SSRN Electronic Journal;2023

4. Active and Passive Investing: Understanding Samuelson’s Dictum;The Review of Asset Pricing Studies;2021-08-13

5. Predicting Equity Returns in Emerging Markets;Emerging Markets Finance and Trade;2020-09-20

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