The Interaction of Value and Momentum Strategies
Author:
Affiliation:
1. Clifford S. Asness is a managing director at Goldman, Sachs & Company.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v53.n2.2069
Reference6 articles.
1. Beta and Return
2. The Cross-Section of Expected Stock Returns
3. Common risk factors in the returns on stocks and bonds
4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
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